We currently obtain an FX rate using an Excel macro -- the key part is this:
We're trying to get the same figures through a Python API. The Eikon API doesn't have 'mid-price'. The Refinitiv data API has 'mid-price' but not 'mid-price.close'.
Using rd.get_history without specifying fields gives a range of rates, none of which match the rates we get from Excel.
Using ek.get_timeseries or ek.get_data only gives close, high, low and open -- none of which match the Excel rates either.
Is there a way of obtaining the 'MID_PRICE.Close' Excel macro figure through a Python API?