Full trade history through API

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Question by caroline.hynniewta1 · Feb 12, 2019 at 07:29 AM · eikon python eikon-data-api workspace refinitiv-dataplatform-eikon workspace-data-api trade

Full trade history through API

remit.png

Hi,

How can we get full trade history for TRDEBD1 through API?

Also, I would also be interested in pulling in data which may not have an RIC, namely intraday power outages. (screenshot below)

is that through point connect?

thank you!

remit.png (160.8 KiB)

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Answer 1 · 2019-02-20T19:37:41Z

REFINITIV

Best Answer

Answer by Alex Putkov.1 · Feb 20, 2019 at 07:37 PM

@caroline.hynniewta1, @ludomir.garreau
The timeseries available through Eikon Data APIs are not as detailed as in the screenshot @ludomir.garreau provided, but you can get all the trade prices for the day using

ek.get_timeseries('TRFRBD1', fields=['VALUE'], interval='tick', start_date='2019-02-20', end_date='2019-02-21')

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Answer 2 · 2019-02-12T08:21:28Z

REFINITIV

Answer by Zhenya Kovalyov · Feb 12, 2019 at 08:21 AM

@caroline.hynniewta1, yes, you can pull trade data for TRDEBD

df = ek.get_timeseries('TRDEBD1')

As for your seconds question, I am not sure whether this data is within pointConnect, as this is not a part of Eikon offering, I suggest you contact the support desk, or leave a comment if you need help finding a correct contact for this sort of question.

screenshot-2019-02-12-at-131952.png (58.0 KiB)

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caroline.hynniewta1 · Feb 12, 2019 at 08:23 AM 0

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thank you so much Zhenya. It probably is point connect. thank you !

Answer 3 · 2019-02-12T08:39:41Z

Answer by caroline.hynniewta1 · Feb 12, 2019 at 08:39 AM

Follow on question pls - Zhenya’s timeseries contains the low, high, open close prices every day for the past days.

Im looking for something which will return, for a specific day only, all trades of the day ahead product. Could you ask him if that is available, and if so would it include all the brokers and what is the latency of the feed?

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Answer 4 · 2019-02-19T11:05:00Z

Answer by ludomir.garreau · Feb 19, 2019 at 11:05 AM

@Zhenya Kovalyov Did you manage to look into the above? Im looking for a bit of code which will return something like the attached timeseries for French baseload power for delivery tomorrow refinitiv.png

refinitiv.png (48.7 KiB)

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Full trade history through API

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