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Bid and offer prices through the Python API

Hello,

Would it be possible to download historical bid-offer prices in a 1 minute interval through the API? I know there is a way to download Ask prices through Excel via the following formula: =RHistory(A2:A15,"ASK.Timestamp;ASK.Open;ASK.Close","START:01NOV17:14:00 END:16NOV17:15:00 TRADETIME:YES INTERVAL:1M",,"TSREPEAT:no CH:IN;Fd",D3) Though for some reason BID.Open and BID.Close does not work and an error message says #invalid fields. Could you please advise if there is a way to get this historical bid-offer data through the API.

I have tried:

1)
import eikon as ek
ek.set_app_id('myappid')
df = ek.get_data(["AAPL.O"], ["BID.Close", "ASK.Close"],{"SDate":"2015-08-01","INTERVAL":"1MIN", "EDate":"2017-11-20","CH":"Fd","RH":"IN"})
print(df)
2) 
import eikon as ek
ek.set_app_id('myappid')
df = ek.get_timeseries(["AAPL.O"], ["*"], start_date='2017-01-20T15:04:05', end_date='2017-08-22T14:08:00', interval='minute')
print(df)

The first call returns an empty dataframe, the second call returns Open High Low Close Volume data in 1 Min interval, but does not return the Bid and Ask prices.

Thanks!

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hi @tom.newman

Unfortunately, this functionality is out of scope for the beta version of the python api. Please see the following thread for more information.

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Understood, thanks for your answer @Zhenya Kovalyov

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hi @Zhenya Kovalyov

thank you for your reply.

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