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

Xia.Liu
Xia.Liu LSEG
in Eikon Data APIs

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

Tagged:

Best Answer

  • Xia.Liu
    Xia.Liu LSEG
    Answer ✓

    @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


Answers

  • m.bunkowski
    m.bunkowski LSEG

    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

    image

Categories