I was trying to get time series data of Mid Close for some interest rate instruments through Python API but only to find that 'Close' and other fields in 'get_timeseries' are only available for 'Bid'. Is there any way to get Mid Close in forms of time series?
I also tried 'get_data', but not result was found under the field names that I have tried.
Here are the attemps I made, none of which has worked..
ek.get_timeseries('J1YSXOISL=TRDT',fields='CLOSE')#only bid is available
data = ek.get_data(['J1YSXOISL=TRDT'],['TR.MID_PRICE.Close'])#field does not exist
data = ek.get_data(['J1YSXOISL=TRDT'],['TR.ClosePrice.Value'])#field does not exist
And I would also like to confirm if all fields and parameters in Excel API are also available in Python API(or if the building of Python API is still in progress), especially the 'TimeZone' parameter in 'Parameters&Quick Functions.
Thanks in advance.
There are two functions created by the Eikon Excel formula builder.