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How to get historical closing price for ric *=RRPS through Eikon API with python?

I am trying to get the historical closing price for *=RRPS (e.g. AT0000A1K9C8=RRPS, BE352=RRPS)


df_r,e = ek.get_data(' BE291=RRPS' ,['TR.PriceClose'],

{'SDate':'2022-01-01','EDate':'2022-06-30','Frq':'D'})

CF_CLOSE doesn't work for historical prices

screenshot-2022-07-12-162814.jpg

I tried ek.get_timeseries but it returned the close yield.

df = ek.get_timeseries([ 'BE352=RRPS' ] ,fields="CLOSE" , start_date = '2022-01-01', end_date = '2022-06-30')


2.jpg


eikoneikon-data-apipythonhistoricalprice-history
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Hi @rinnie.cheung ,


Please use the DIB to find the field that you are after. You can use the cog (top right) to filter for series datapoints for which you can look for historical data:


1657705367252.png



import refinitiv.data as rd
rd.open_session()
df3 = rd.get_history(
    universe=["BE291=RRPS"],
    fields=["TR.MIDPRICE", "TR.MIDYIELD"],
    interval="1D",
    start="2021-10-01",
    end="2022-06-01",
)
display(df3)
rd.close_session()

1657705540705.png


Daily data using the rd.get_history function returns end-of-day datapoints, be it Bid, Ask or Mid, apart from if mentioned otherwise in the DIB.


1657705367252.png (157.3 KiB)
1657705540705.png (27.8 KiB)
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would that be equivalent to
df_r,e = ek.get_data(' BE291=RRPS' ,['TR.BidPrice.Date','TR.BidPrice','TR.AskPrice'],

{'SDate':'2022-01-01','EDate':'2022-06-30','Frq':'D'})


do these fields capture the last bidprice and last ask price of the day?

Hi @rinnie.cheung , yes it is the same. Data comes from the same endpoints.
Thanks Jonathan. Would you know the timestamp when these data were captured?
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Hi @rinnie.cheung

Can you provide the version of the Eikon Data API you are using? When I tried the code snippets you posted above, the opposite worked for me. For example:

ahs.png


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My Eikon API version is 1.1.14. the values in your numbers are yield, but i am looking for the price


screenshot-2022-07-13-082903.jpg

if you check Eikon, the price should be a double digit value.

Would you please advise?