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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!

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apitime-series
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Hello @tom.newman,

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

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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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