Upgrade from Eikon -> Workspace. Learn about programming differences.

For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
24 1 1 4

Eikon API Python

How extract historical Shanghai-Hong Kong connect northbound quota values from Eikon API

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-api
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Hello @Jayden.Zhang

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

Hi,

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

Thanks,

AHS

1 Answer

· Write an Answer
Upvote
Accepted
39.4k 77 11 27

Use .NQUOTA.SH RIC. E.g. to retrieve the most recent daily quota limit and balance (scaled to 1000 CNY) use

ek.get_data('.NQUOTA.SH',['QUTA_LMT','QUTA_REM'])

To get the timeseries of daily quota balance for the last 90 days use

ek.get_timeseries('.NQUOTA.SH', 
                  start_date = dt.timedelta(-90), 
                  end_date = dt.datetime.today())
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Thanks. Is there a way to extract more granular information, like money flow, buy amount and etc., as shown in the picture. And if there is a way to check the data for individual stocks?

pic-temp.png (135.1 KiB)

I don't believe the details in the Quota tab in Shanghai Hong Kong Stock Connect app are available through any Eikon APIs. However, you may want to verify this with Refinitiv Helpdesk by asking whether this data can be retrieved into Excel using a formula. If it is possible to retrieve this data into Excel using =TR function, then it's also possible to retrieve this data using Eikon APIs, and vice versa. Refinitiv Helpdesk can be reached by calling the helpdesk number in your country, by using Contact Us capability in your Eikon application or by visiting MyRefinitiv.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.