RHistory tick python replication

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Question by daniel.schmitt2 · Aug 27, 2018 at 05:52 AM · eikon api python bid tick data ask

RHistory tick python replication

Hi,

I am trying to replicate the following example (excel eikon api) using the eikon python api:

=RHistory("EURUSDON=";"ASK.Timestamp;ASK.Value";"START:02-Jul-2018 END:09-Jul-2018 INTERVAL:TICK";;"CH:Fd";E12)

Since Bid/Ask is not supported for get_timeseries I try to replicate using get_data, along the lines of question 20332

Is there a possibility to obtain the bid/ask fields at tick frequency? (streaming?) fields are "Bid" and "Ask" or Primact Secact

Thank you

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Answer 1 · 2018-08-27T07:39:47Z

REFINITIV

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Answer by Zhenya Kovalyov · Aug 27, 2018 at 07:39 AM

@daniel.schmitt2 unfortunately, you can not get tick data using time series over fundamental data API. If you require some API to access to time series, the only option is to use RHistory API which is COM.

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daniel.schmitt2 · Aug 27, 2018 at 07:51 AM 0

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thank you!

Answer 2 · 2018-08-27T06:29:14Z

REFINITIV

Answer by Norbert Schroeder · Aug 27, 2018 at 06:29 AM

Hello @daniel.schmitt2, can you please post your python code ?

What is the RIC you are looking for ? EURUSDON= is not valid for all I can see.

KR Norbert

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daniel.schmitt2 · Aug 27, 2018 at 07:13 AM 0

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EURRONON=

for example, sorry for the confusion

RHistory tick python replication

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