For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
lef_k avatar image
3 ●1 ●0 ●0

get_data to fetch history of fx values

Hi there,


I am trying to use get_data from the eikon library for python in order to retrieve some historical values for fx pairs.

This is my code:

rics=['AUDCAD=','AUDCHF=']
fields=['TR.AMERICACLOSEBIDPRICE.date','TR.AMERICACLOSEBIDPRICE','OPEN_PRC','CF_HIGH','CF_LOW','CF_VOLUME']
df, err = ek.get_data(rics, fields, {'SDate': '2020-01-20', 'EDate': '2020-01-24', 'FRQ': 'D'})

The problem is, while AMERICACLOSEBIDPRICE returns the history as expected, the rest of the fields (open/high/low/volume) return only the latest available price, instead of historical.

I know for a fact that historical values are available, because via Excel API formula I can retrieve them using the below...

=RHistory($C$2:$C$3,"NDA_RAW.Nda_date;"&"NDA_RAW.Nda_open;"&"NDA_RAW.Nda_bid_close_america;"&"NDA_RAW.Nda_high;"&"NDA_RAW.Nda_low;"&"NDA_RAW.Nda_volume","START:20-Jan-2020:01:00 INTERVAL:1D",,"CH:In;Fd")


I am struggling finding the fields that would return as the same values as Excel does.

Could you help pls?

Thanks!

eikoneikon-data-apipythonworkspacerefinitiv-dataplatform-eikonworkspace-data-apihistoricalforex
results.png (8.6 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

1 Answer

Upvote
Accepted
nick.zincone avatar image
13.7k ●61 ●39 ●63

Hi @lef_k,

If you pull up the DIB (Data Item Browser) within Eikon, and choose just to look at historical fields, you will see the list of available historical fields, i.e.

Not all are available but if you try using the get_timeseries() call, this should provide the fields (open/high/low/volume), i..e



1580230713890.png (172.0 KiB)
ahs.png (16.5 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.