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cinert avatar image
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Get intraday BID/ASK data through ek.get_data

Hello,

I would like to get intraday bid/ask data (for example CO2). Is it possible to get it through Eikon API?

I use code below but it does work only for daily data. I would like to get tick or at least minute data.

data_grid, err = ek.get_data(rics, ['TR.ASKPRICE.Date', 'TR.ASKPRICE', 'TR.BIDPRICE'], parameters={'SDate':'2019-05-01', 'EDate':'2019-05-06'})

How should I change this code please?

In excel i use this formula =RHistory("CFI2Z9";"ASK.Timestamp;ASK.Close";"NBROWS:500 INTERVAL:1M";;"TSREPEAT:NO CH:Fd";F3)

which works for minute data.

Thanks for any help!

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apirics
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pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

Hello @cinert

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query? If yes, please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

AHS

wasin.w avatar image   wasin.w

Hello @cinert

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

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marcin.bunkowski avatar image
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Hi @cinert

This is currently not possible, please see the answer on similar question here.

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