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Question by pavel.l · Oct 27, 2017 at 11:17 AM · pythoneikontimeseriesview

Eikon Python API - get_timeseries() - bid/ask

Hello.

Do you plan to add bid and ask columns to the get_timeseries() function? According to the docs, bid and ask are not in list of available fields currently.

For example, for this RIC - /APCJ271702500.U - there no Close price, but there are Bid Close and Ask Close as of 2017-10-26, both can be retrieved using RHistory() in Excel. How to get them using get_timeseries()?

It seems that there is .WithView("BID") in C# API for this purpose, but is there any Python equivalent?

Thank you.

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Answer by pierre.faurel · Nov 09, 2017 at 08:00 AM

Hi,

Currently, timeseries service provides only a limited field list according to the selected interval:

  • 'tick' => [TIMESTAMP, VALUE, VOLUME]
  • 'daily', 'monthly', 'quarterly', 'yearly' => [TIMESTAMP, HIGH, CLOSE, LOW, OPEN, COUNT, VOLUME]

If you need other fields like ASK and BID, you should use get_data function:

>>> data, error=ek.get_data('MSFT.O', ['TR.ASKPRICE.Date', 'TR.ASKPRICE','TR.BIDPRICE'], parameters={'SDate':'2017-08-01', 'EDate':'2017-08-04'})
>>> data
  Instrument                  Date  Ask Price  Bid Price
0     MSFT.O  2017-08-01T00:00:00Z      72.56      72.55
1     MSFT.O  2017-08-02T00:00:00Z      72.25      72.24
2     MSFT.O  2017-08-03T00:00:00Z      72.15      72.14
3     MSFT.O  2017-08-04T00:00:00Z      72.66      72.65
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