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Nate.Kim avatar image
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Dowloading Traded Volume using Python (Eikon API) - get_data

Hi,

I'm trying to download the traded volume (accumulated volume) for bonds between two specific dates. In Excel, the syntax is :

=TR(Bond Identifier,"TR.ACCUMULATEDVOLUME","Frq:W TRANSPOSE:YES CALCMETHOD:SUM SDate:05/23/19 EDate:05/30/19").

I'm trying this:

TV, err = ek.get_data(Bond Identifier,[{'TR.BidPrice':{'params':{'SDate':"05/23/2019", 'EDate':"05/30/2019"}}}], debug = False)

but only NaN values shows up. Can you help me translate that into Python syntax? Thank you!

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Alex Putkov.1 avatar image
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Try

ek.get_data('US345370BR09',['TR.BidPrice'],
            {'SDate':'05/23/2019', 'EDate':'05/30/2019'}
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Nate.Kim avatar image Nate.Kim

Thanks Alex, but I was meant to download 'ACCUMULATEDVOLUME' not Bid Price. Bid Price works fine but ACCUMULATEDVOLUME does not seem to work...

Alex Putkov.1 avatar image Alex Putkov.1 Nate.Kim

Ah. OK. Here's the expression that exactly replicates =TR function you mentioned.

ek.get_data('345370BR0=FINR',['TR.ACCUMULATEDVOLUME'],
            {'SDate':'05/23/2019', 'EDate':'05/30/2019',
            'CALCMETHOD':'SUM', 'FRQ':'W'})
Nate.Kim avatar image Nate.Kim Alex Putkov.1

Amazing, thank you!

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