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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.

eikoneikon-data-apipythonworkspacerefinitiv-dataplatform-eikonworkspace-data-apitime-series
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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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Does the get_timeseries function allow for adding Bid and Ask now? I am looking for a function that returns Bid and ask on a minutes level for a given stock.

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Hi @basilio.konstantin.kalus ,

Please check the answer below from this thread

For your information, after this, please start the new post by asking a further question as the question with an accepted answer won't be monitored by the forum's moderator so the answer might not be provided.

I would recommend you look at the newer RD Library for Python - which is currently in Beta and due for release in the coming months.

The following code is able to get Bid and Ask in a minute interval

import refinitiv.data as rd
rd.open_session()
rd.get_history(universe="LSEG.L", fields=["BID", "ASK"], interval="1min")

You may follow its example in the Codebook app on Eikon Desktop/ Refinitiv Workspace in the directory __Examples__/01. Data Retrieval & Discovery/01.01. Refinitiv Data Library/EX_01_01_02__Access__Get_History.ipynb

1655371937643.png

It will also have fuller documentation - the RD Library team advised that they are awaiting the completion of the documentation to confirm the release date.

Please let me know in case there is any further questions

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Thanks for your response. However, I was not able to use the code snippet above.

import refinitiv.data as rd

always runs into an error (No module named 'refinitiv.data') and subsequently the code is not executing. I was not able to solve that issue. How can I avoid this error?

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Hi @basilio.konstantin.kalus

The refinitiv.data Python library needs to be installed before it can be imported.

It's recommended to follow this RD library quick start guide: getting started with Python.

Please let me know in case you have any questions.

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I have used this command to install the library:

pip install refinitiv-dataplatform
import refinitiv.dataplatform as rdp

However, it still does not work even if I open a desktop session and using my API key

rdp.open_desktop_session('MY API KEY')

The Dataframe I get is just empty, also if I run the code snippet provided on the refinitiv website like this one:

rdp.get_historical_price_summaries(
    universe = 'VOD.L',
    interval = rdp.Intervals.DAILY,
    fields = ['BID','ASK','OPEN_PRC','HIGH_1','LOW_1','TRDPRC_1','NUM_MOVES','TRNOVR_UNS']
)
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Hi @basilio.konstantin.kalus ,

The refinitiv.data (RD) and Refinitiv.dataplatform (RDP) are the different libraries

as mentioned in this comment, The RD library is recommended to be used.

However, if you'd like to use refinitiv-dataplatform one, you could update your code to be as the below (import the library as rdp and do the rdp.open_desktop_session(), so it's matched with the rdp.get_historical_price_summaries()

)

1656583412098.png

Hope this helps


1656583412098.png (84.9 KiB)
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Hi @raksina.samasiri ,

thanks for your help. Unfortunately, this code only works in the codebook environment from Refinitiv (at least for me), it does not work if I run the code locally in Pycharm (while I am loged into Refintiv)

Do you have and recommendations to solve this issue?

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