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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}])

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1 Answer

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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.



Alternatively, you can use this get_data API call.



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