I want to get historical prices of "WIPLNOND=" and "PLN6X12F=" instruments. The "get_data" function works fine, but it returns only one record. In this case I tried "get_timeseries" function, but it returns <NA> values. I've checked instruments fields in Data Item Browser and TR.ASKPRICE / TR.MIDPRICE are available in Time Series and are not blank.
df, err = ek.get_data("PLN6X12F=",["TR.MIDPRICE", "TR.MIDPRICE.Timestamp"])
df = ek.get_timeseries("WIPLNOND=",fields=['TR.ASKPRICE', 'TR.ASKPRICE.Timestamp']) df = ek.get_timeseries("PLN6X12F=",["TR.MIDPRICE", "TR.MIDPRICE.Timestamp"], interval='hour')
I've checked similar forum questions like this, but couldn't find a solution. How should my "get_timeseries" input look like?
Hi @rafal.belka ,
get_timeseries returns a limited field list ('TIMESTAMP', 'VALUE', 'VOLUME', 'HIGH', 'LOW', 'OPEN', 'CLOSE' and 'COUNT') whereas you can request almost all TR fields with get_data, including historic within a rnage of dates.
Please, refer to the answer in this post : https://community.developers.refinitiv.com/questions/66338/can-eikon-data-api-support-the-sdate-and-edate-par.html
Alternatively, you can use RDP Library.
Please try the code below:
You can use help(rdp.get_historical_price_summaries) to see the function-supported parameters such as start, end, fields, count, etc...