Upgrade from Eikon -> Workspace. Learn about programming differences.

For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
351166279 avatar image
13 ●2 ●1 ●2

Why ASKSIZE and BIDSIZE value is always empty in EIKON DATA API(get_data)?

I want to using EIKON DATA API(get_data) to get LCCc1 data,but BIDSIZE and ASKSIZE is always empty,how can i get it?

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-api
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

1 Answer

· Write an Answer
Upvotes
Accepted
Alex Putkov.1 avatar image
39.4k ●77 ●11 ●27

They're not always empty. Many fields including these are emptied during the exchange closing run, which is performed on the datafeed after the exchange close. But during the trading session these fields are populated. I just ran
ek.get_data(['LCCc1'],['BIDSIZE', 'ASKSIZE', 'ACTIV_DATE', 'TIMACT'])
and the result I got is
Instrument BIDSIZE ASKSIZE ACTIV_DATE TIMACT
LCCc1 2 3 2018-03-08 15:19:39

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.