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thomas.goodman avatar image
38 ●2 ●1 ●3

Cannot Match Excel Historical Data Using Python

Hi,

I am trying to translate an Excel sheet into Python, but cannot get the same data out.

In Excel if I use the following formula I get the data below:

=RHistory("GBP2Y=","ASK.Close","START:22-Apr-2020:16:10 END:22-Apr-2020:16:20 INTERVAL:1M")

04/22/2020 16:2023.204/22/2020 16:1923.504/22/2020 16:1823.3604/22/2020 16:1723.704/22/2020 16:1623.104/22/2020 16:1523.1604/22/2020 16:1423.1604/22/2020 16:1323.104/22/2020 16:1231.804/22/2020 16:1126.2504/22/2020 16:1022.24


This matches what I see using the GUI:

If I try the comparable formula in Python:

ek.get_timeseries('GBP2Y=', 'ASK.Close', start_date='2020-04-22 16:10:00', end_date='2020-04-22 16:20:00', interval='minute')

I get all NaNs. Same if I try 'BID.Close' as the field.

If I change the Field to '*', i.e. all available fields, I get the following:

This doesn't match at all and doesn't contain bid/ask information.

Do you know how I can get the same data using Python?

Thanks

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zoya faberov avatar image   zoya faberov

Hello @thomas.goodman,

Thank you for your participation in the forum.

Is the reply below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

-AHS

wasin.w avatar image   wasin.w

<AHS>

Hello @chavalit.jintamalit @Alex Putkov.

Could you please help the client regarding this Eikon Data API roadmap question?

Jirapongse avatar image   Jirapongse

@thomas.goodman

Hi,

Thank you for your participation in the forum.

Are any of the replies below satisfactory in resolving your query?

If yes please click the 'Accept' text next to the most appropriate reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

wasin.w avatar image   wasin.w

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,


AHS

3 Answers

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Alex Putkov.1 avatar image
39.4k ●77 ●11 ●27

@thomas.goodman

I believe you should be able to retrieve the timeseries you're interested in using Refinitiv Data Platform Library for Python. Follow the link above for the overview, then see Quick Start Guide and Historical Pricing examples under RDP Library Examples on Github.

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Gurpreet avatar image
22k ●58 ●14 ●21

Hi @thomas.goodman,

Please see a comparable answer here. Essentially, RHistory is a COM API and not same as Eikon timeseries API call. I assume bar generation is not aligned to the exact same time, which is why you are seeing different high/low values etc.

I would ask you to open a content query at MyRefinitiv and talk to a content expert about it.

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thomas.goodman avatar image
38 ●2 ●1 ●3

Hi,

Thanks for the answer. Do you know if/when this functionality is going to be included in the Eikon Python package?

Thanks


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