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catherine.osea avatar image
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TASTAQ on RW API

Pull TASTAQ interval data for a specific date and time on RW API

Data items/fields:

"TRDPRC_1.Exchtime"

"TRDPRC_1.Bid"

"TRDPRC_1.Bidsize;"

"TRDPRC_1.Ask"

"TRDPRC_1.Asksize"

"TRDPRC_1.Count"

"TRDPRC_1.Exch_sequence"

"TRDPRC_1.Trade_id"

"TRDPRC_1.Trd_status"

Sample date:

START:06-Sep-2022:12:40

END:06-Sep-2022:12:41

Sample company Starbucks, RIC SBUX.O


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nick.zincone avatar image
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Hi @catherine.osea

Try:

response = historical_pricing.events.Definition(
    universe = 'SBUX.O',
    fields = ['BID','BIDSIZE','ASK','ASKSIZE','EVENT_TYPE',
              'SEQNUM','TRADE_ID','TRD_STATUS',
              'TRDPRC_1','TRDVOL_1'],
    start = '2022-09-06T12:40:00.0000000Z',
    end = '2022-09-06T12:41:00.0000000Z').get_data()
response.data.df

ahs.png


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kenley.macandog123 avatar image kenley.macandog123
@nick.zincone Follow-up for this query


Is there an Eikon API equivalent of the script you have provided above? Thank you in advance.

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