What is the formula to retreive daily VWAP data using Python? (For example for 7203.T)
Do I use eikon.get_data or eikon.get_timeseries?
Please provide me with a sample formula to retreive historical VWAP (Ex for 20days).
Upgrade from Eikon -> Workspace. Learn about programming differences.
For a deeper look into our Eikon Data API, look into:
Overview | Quickstart | Documentation | Downloads | Tutorials | Articles
5
●1 ●1 ●5
What is the formula to retreive daily VWAP data using Python?
Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.
Thanks,
AHS
Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.
Thanks,
AHS
4.3k
●2 ●4 ●5
TimeSeries provides following daily data:
>>> ek.get_timeseries('7203.T')
7203.T HIGH CLOSE LOW OPEN VOLUME COUNT
Date
2017-06-29 5934.0 5910.0 5886.0 5930.0 6462300.0 -1.0
2017-06-30 5906.0 5893.0 5867.0 5896.0 7372400.0 -1.0
2017-07-03 5996.0 5950.0 5887.0 5893.0 11484000.0 -1.0
... ... ... ... ... ... ...
2017-10-04 6802.0 6730.0 6719.0 6800.0 6968500.0 -1.0
2017-10-05 6805.0 6784.0 6773.0 6790.0 6378400.0 -1.0
2017-10-06 6890.0 6889.0 6810.0 6815.0 10004000.0 10995.0
[69 rows x 6 columns]
>>>
In your case, you should use get_data.
To identify which field to request, you can search with the Data Item Browser (link available in the Eikon API Proxy window), type the RIC (ex:7203.T) then key word (ex:VWAP) :
TR.TSVWAP field seems to match with your needs :
>>> vwap,err=ek.get_data('7203.T', ['TR.TSVWAP','TR.TSVWAP.Date'], parameters={'SDate':'20170906','EDate':'20171005'})
>>> vwap
Instrument VWAP Date
0 7203.T 6168.9320 2017-09-06T00:00:00Z
1 7203.T 6235.1348 2017-09-07T00:00:00Z
2 7203.T 6257.3599 2017-09-08T00:00:00Z
3 7203.T 6294.5292 2017-09-11T00:00:00Z
4 7203.T 6368.8700 2017-09-12T00:00:00Z
5 7203.T 6410.2355 2017-09-13T00:00:00Z
6 7203.T 6427.6915 2017-09-14T00:00:00Z
7 7203.T 6469.6285 2017-09-15T00:00:00Z
8 7203.T 6668.0025 2017-09-19T00:00:00Z
9 7203.T 6701.9567 2017-09-20T00:00:00Z
10 7203.T 6763.2350 2017-09-21T00:00:00Z
11 7203.T 6756.1145 2017-09-22T00:00:00Z
12 7203.T 6779.5475 2017-09-25T00:00:00Z
13 7203.T 6810.9750 2017-09-26T00:00:00Z
14 7203.T 6753.8888 2017-09-27T00:00:00Z
15 7203.T 6760.6621 2017-09-28T00:00:00Z
16 7203.T 6708.2255 2017-09-29T00:00:00Z
17 7203.T 6691.0715 2017-10-02T00:00:00Z
18 7203.T 6738.9075 2017-10-03T00:00:00Z
19 7203.T 6759.8712 2017-10-04T00:00:00Z
20 7203.T 6789.5579 2017-10-05T00:00:00Z
>>>
