If you adjust interval to "tick" you will get each tick... at this point you can't select individual second.
lco = ek.get_timeseries(['LCOc1'],start_date='2019-09-10T12:00:00',end_date='2019-09-10T15:00:00',interval='tick')
Currently get_timeseries() supports
Available fields: 'TIMESTAMP', 'VALUE', 'VOLUME', 'HIGH', 'LOW', 'OPEN', 'CLOSE', 'COUNT'
this is being reviewed for the roadmap. It should be noted that 'VALUE' as a tick value is both Bid and Ask values ... it is whatever traded; some trades hit at the bid, others at the ask.
You can also try using a tas (time and sales) interval:
ek.get_timeseries('LCOc1',['Bid','Ask'], start_date = "2019-09-06T06:00:00", end_date = "'2019-09-06T21:00:00", interval="tas")
This only gives me one day of data irrespective of the start and end time. Although for the LCOTc1 Ric I can find three months of history. Any work around this?
ts = ek.get_timeseries('LCOc1', ['Bid', 'Ask','Bidsize', 'Asksize'], start_date = "2019-06-10T18:28:00", end_date = "2019-09-20T18:30:00", interval = "tas")