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Dinesh avatar image
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Daily End of the day data fetch using EIKON SDK

How to fetch End of the day exchange rate for India using EIKON SDK . Currently EOD data is being fetched by EIKON-Excel application however it is a manual process. Kindly suggest how to proceed with exchange rate download

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zoya faberov avatar image   zoya faberov

Hello @Dinesh,

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

chavalit-jintamalit avatar image   chavalit-jintamalit

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such. Thanks, AHS

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chavalit-jintamalit avatar image
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Hi @Dinesh

Please refer to document for get_timeseries method at this page.

You can pass in time, note that it is in GMT.

The method call support minute so you can retrieve data around 12:30GMT (18.00 India time).


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chavalit-jintamalit avatar image
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Hi @Dinesh

Please follow this quick start guide on this URL.

Once you have the environment setup.

You can try this code:

import eikon as ek
ek.set_app_key('<your app key>')
df = ek.get_timeseries(["INR="], start_date="2019-09-01", end_date="2019-09-17")
df



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Thanks for your reply .

However my requirement is to get Exchange Rate for INR=IN ,Date :18/09/2019 :TIME : 18:00 ,Time ZONE:DEL

Can you help me in getting value using these parameters .

As above code is working however I am not able to get desired data as per above requirement .


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Hi @chavalit.jintamalit


Thanks for your reply .

Can you suggest how to fetch SPOT BID and ASK rate using EIKON API.

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chavalit-jintamalit avatar image
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Hi @Dinesh

Try this code:

df, e = ek.get_data("INR=",["CF_BID","CF_ASK"])
df
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Hi @chavalit.jintamalit ,

My equivalent Excel code is as below.

=RHistory("INR=IN","BID.Timestamp;BID.Close","END:"&H9&" TIMEZONE:"&$H$4&" NBROWS:1 INTERVAL:1D",,"TSREPEAT:NO") where:
• H9 holds the end date with time in the DD-MMM-YYYY:HH:MM format.
• H4 holds the timezone DEL

Can you please provide equivalent python/.NET code such that I can automate my existing manual process.

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chavalit-jintamalit avatar image
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Hi @Dinesh

Try this code:


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