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Xia.Liu avatar image
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How to get BID/ASK/Open Interest in TAS under Eikon Excel via Python (Eikon API) for Sample RIC ?

There is BID/ASK/Open interest data in TAS in Eikon Excel for sample RIC <SZNc3>, but client cannot retrieve via Eikon API (through Python).

Sample formula in Eikon Excel:

=RHistory("SZNc3","TRDPRC_1.Timestamp;"&"TRDPRC_1.Bid;"&"TRDPRC_1.Ask;"&"TRDPRC_1.Opint_1;"&"TRDPRC_1.Trdprc_1","INTERVAL:TAS",,"CH:Fd",B2)


Would you kindly advise why?


Thanks & Regards,

Xia

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Xia.Liu avatar image
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@marcin.bunkowski Hello Marcin, very sorry for late response (I was not able to log in Develop community for many times.)

You advise helped client fix the issue.

Many thanks!


Best Regards,

Xia


@jirapongse.phuriphanvichai


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marcin.bunkowski avatar image
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Hi @Xia.Liu

Try this

df = ek.get_timeseries('SZNc3',['Timestamp','BID','ASK','Opint_1','Trdprc_1'], start_date = "2020-02-18T06:00:00", end_date = "'2020-02-18T21:00:00", interval="tas")
df


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