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
Hi, I am trying to pull trades for MiFID RICs. I wrote:
df = ek.get_timeseries(["DE0001102408=TWEA"],
interval = 'tick',
start_date="2018-06-01",
end_date="2018-06-30")
THis retrieves trade datetime, value and volume.
Can someone tell how to retrieve publication time, trade id, trade flags, etc.?
Cheers,
Emmanuel
Hello @emmanuel.godet
Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so please can you click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question.
Thanks,
AHS
this data is not present in the tick interval views, but rather time and sales (TAS) which is not currently supported.
@emmanuel.godet
The only two APIs currently available through Eikon that provide the capability to retrieve the data you're after are RHistory COM library, which can only be used in Excel VBA, and Eikon .NET API.
Thanks both of you. Is the permissioning of the calling python app, which uses a key I created with my Eikon account, will be the same as when I use Eikon? (I could probably experiment a bit, but you can probably answer my question quicker:))
If you're asking about data entitlements, the answer is yes. Since Eikon APIs retrieve data from Eikon platform, the same data entitlements are enforced as when you use Eikon application or Eikon Excel.
