Replicating Excel Add-ins function to Python

Hi,

I am looking for data for closing auction, intraday auction and opening auction for stocks and ETF

I am looking to replicate the below excel function into python:

1. =RHistory("BMWG.DE";"NDA_RAW.Nda_closing_auction_volume;NDA_RAW.Nda_close_auction_price;NDA_RAW.Nda_date";"INTERVAL:1D";;"CH:Fd";B2)


I tried to replicate this in python using command:

```

import eikon as ek

ek.get_data(['BMWG.DE'],["TR.CLOSINGAUCTIONVOLUME","AUCTN_DATE"],{'SDate': '2020-02-01','EDate': '2020-02-21','Frq': 'D' })

```

Although it gives me the closing auction data as below, but it fails to show to auction date. Is there any possibility to replicate the above excel add-in command into python? Thanks.

( Instrument Closing Auction Volume AUCTN_DATE

0 BMWG.DE 488286 NaN

1 BMWG.DE 463678 NaN

2 BMWG.DE 556202 NaN

3 BMWG.DE 381043 NaN

4 BMWG.DE 677226 NaN

5 BMWG.DE 669288 NaN

6 BMWG.DE 663085 NaN

7 BMWG.DE 738925 NaN

8 BMWG.DE 437460 NaN

9 BMWG.DE 605587 NaN

10 BMWG.DE 371165 NaN

11 BMWG.DE 496757 NaN

12 BMWG.DE 264140 NaN

13 BMWG.DE 615527 NaN

14 BMWG.DE 551504 NaN,

[{'code': 251658244,

'col': 2,

'message': "Error: Field 'AUCTN_DATE' was not found in response for the instrument 'BMWG.DE'",

'row': 0}])

Best Answer

  • Hi @YunaValianta.Aulia

    Here is the similar API call on Eikon Data API(Python)

    But please note that the NDA fields you are looking for are not accessible using get_timeseries.


    image


    Alternatively, you can use this get_data API call.

    image


Welcome!

It looks like you're new here. Sign in or register to get started.

Welcome!

It looks like you're new here. Sign in or register to get started.