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Question by pvilleneuve · Aug 07, 2020 at 06:23 PM · pythoneikonpython apipython eikoneikonapi

Retrieving minutely bid prices

Hello,

I would like to retrieve minutely bid data for the instrument "EUR=". I can download this data as a csv using the Eikon app, however I would like to do this using python with the eikon.get_data() function. I am having some issues with choosing the frequency. I am able to pull a daily value, but can't seem to pull at any higher frequency. Please see the code I am using below. Is minutely frequency supported by the "Frq" parameter?

Thanks for your help.

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Answer by Alex Putkov. · Aug 07, 2020 at 07:13 PM

You need to use get_timeseries method instead of get_data. See the documentation for the method under the Documentation tab on Eikon Data APIs page on this portal under Development - Eikon Data APIs for Python - Reference Guide. Examples are available in this tutorial.

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Answer by zoya.farberov · Aug 07, 2020 at 07:46 PM

Hello @pvilleneuve,

You are correct, Frq of minute is not available, you may use Data Item Browser tool available from Eikon deskop to confirm all available parameters and their respective values:


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