Dowloading Traded Volume using Python (Eikon API) - get_data

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Question by Nate.Kim · Aug 23, 2019 at 02:15 PM · python api eikon eikon python api accumulated volume get data traded volume

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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Answer 1 · 2019-08-23T14:30:39Z

REFINITIV

Best Answer

Answer by Alex Putkov. · Aug 23, 2019 at 02:30 PM

Try

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

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Nate.Kim · Aug 23, 2019 at 02:45 PM 0

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

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Alex Putkov. ♦♦ Nate.Kim · Aug 23, 2019 at 03:04 PM 0

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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 Alex Putkov. ♦♦ · Aug 23, 2019 at 03:24 PM 0

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Amazing, thank you!

Dowloading Traded Volume using Python (Eikon API) - get_data

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