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Question by cinert · May 07, 2019 at 06:23 AM · ricsek.get_datasdatedata_gridedate

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!

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Answer by marcin.bunkowski · May 07, 2019 at 06:35 AM

Hi @cinert

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

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