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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.
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