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

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Question by Xia.Liu · Feb 19 at 02:18 PM · python eikon tas

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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Answer 1 · 2020-02-27T04:41:00Z

REFINITIV

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Answer by Xia.Liu · Feb 27 at 04:41 AM

@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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Answer 2 · 2020-02-19T14:31:00Z

REFINITIV

Answer by marcin.bunkowski · Feb 19 at 02:31 PM

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

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