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YunaValianta.Aulia avatar image
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get_timeseries: trade flags

Hallo,

I am using function get_timeseries to get trade volume and price for each trade where my code is df_1 = ek.get_timeseries(['BMWG.DE'],fields = ['VALUE','VOLUME'], interval = 'tick', start_date = '2020-02-12', end_date = '2020-02-13').

The problem is this code takes every trade including trade from the auction in which I intend to separate (in Time and Sales: Trade Glags = Uncrossing trade from auction). Is there any possibility for me to also filter the trade flags when using ek.gettimeseries()?

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Jirapongse avatar image   Jirapongse

@YunaValianta.Aulia

Hi,

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AHS

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chavalit-jintamalit avatar image
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Hi @YunaValianta.Aulia

According to the document at https://docs-developers.refinitiv.com/1582270080115/14684/book/en/index.html

It does not support this parameter, so it is not possible to do that with Eikon Data API(Python)

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