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jeremy.cahill avatar image
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Intraday FX Bid/Ask Prices in Eikon Data API

Hello,


I'm trying to pull the bid and ask for FX intraday prices in the Refinitiv Eikon data API. The code below pulls the high, low, open, and close. When I set field = ['BID'], or CF_BID, or TR.BIDPRICE, it returns NAN.


ek.get_timeseries(ric,
                                start_date=datetime.timedelta(-1),
                                end_date=datetime.timedelta(0),
                                interval='minute')
eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-api
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wasin.w avatar image   wasin.w

Hello @jeremy.cahill

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS

raksina.samasiri avatar image   raksina.samasiri

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

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Alex Putkov.1 avatar image
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To retrieve this data you need to use Refinitiv Data Platform Library. E.g.

rdp.get_historical_price_summaries(
    universe = 'GBP=',
    interval = rdp.Intervals.ONE_MINUTE,
    fields = ['BID','ASK'],
    start = dt.timedelta(-1), 
    end = dt.timedelta(0))
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