I am trying to extract data from trace viewer using RICS with data_grid, err = ek.get_data(['USG21530=RR'], ['Bid']), is good, but is not retrieving the correct price and also I need extract the price with some other criteria besides of bid price. Has anyone try this before?. I'll appreciate it.
If you're comparing the price for Cusip 21H030435 you see in Trace Viewer with the price in RIC USG21530=RR, you're not comparing apples to apples. Trace Viewer shows trades reported to FINRA. RIC USG21530=RR shows prices published by Refinitiv Pricing Service, which uses quotes from brokers such as Tradeweb. To retrieve the latest trade price reported to FINRA use RIC 21H030435=FINR, which you can obtain by clicking on the Quote icon in the Quote column in Trace Viewer. To see the field names you can use to retrieve the data, right click within the Quote app that pops up when you click the Quote icon in the Quote column in Trace Viewer. From the right click menu select Template - Display All Fields. This renders the quote display as raw view of real-time data record, which is a vector of field name/value pairs.
Would you mind elaborating on what you expect? Are you saying that the value you retrieve using ek.get_data(['USG21530=RR'], ['BID']) is different from the value of the BID FID you see in a Quote app in Eikon? Or what exactly do you mean by "correct price"?
Hi @Alex Putkov..Correct. Basically, I need to get the most recent price, according with some criteria (trade time, type, trade, size, all of this from trace viewer. Also, I am not sure If I can do this). The function that I used is showing a price, but is no the last one.