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gyuwa avatar image
16 ●0 ●1 ●2

pull equities 1 minute bar data with Python

As I'm new to this community, please allow me to post a basic question.

I'm trying to download equities 1 minute bar data with Python.

With Excel, we can do it with RHistory formula by setting start time and INTERVAL:1M.

=RHistory("6501.T","ASK.Close","START:2019-02-27:13:25 ADJUSTED:NO TIMEZONE:TOK INTERVAL:1M NBROWS:1",,,)

Is it impossible to do with Python?

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apieikon-com-api
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wasin.w avatar image   wasin.w

Hello @gyuwa

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

wasin.w avatar image   wasin.w

Hello @gyuwa

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

Jirapongse avatar image   Jirapongse

@gyuwa

Hi,

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

AHS

2 Answers

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chavalit-jintamalit avatar image
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Hi @gyuwa

Here is the document.

Here is the sample code: (Replace your app key to a valid app key)

import eikon as ek
ek.set_app_key('xxxxxxxxxxxxxxxx')
ek.get_timeseries(['6501.T'],interval='minute',fields='CLOSE',start_date='2019-02-27T13:25:00',end_date='2019-02-28T13:25:00')

Here is the sample result:

6501.T                CLOSE
Date                       
2019-02-28 00:01:00  3405.0
2019-02-28 00:02:00  3399.0
2019-02-28 00:03:00  3390.0
...
...
...
2019-02-28 05:59:00  3345.0
2019-02-28 06:00:00  3333.0
2019-02-28 06:01:00  3335.0
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gyuwa avatar image
16 ●0 ●1 ●2

Hi Chavalit,

Thank you very much for your reply. Seems like it's impossible to pull best bid/ask prices with 1 minute bar data?

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chavalit-jintamalit avatar image chavalit-jintamalit

TimeSeries only supports these fields:

'TIMESTAMP', 'VALUE', 'VOLUME', 'HIGH', 'LOW', 'OPEN', 'CLOSE', 'COUNT'

So no, you cannot retrieve best bid/ask.

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