Ask.close historical at specific time 17:30 for FVSc1

jen.neverida01

Hi team, please confirm the script to use on Python API to get historical ask data for only at 17:30 everyday for <FVSc1>?

I tried:

import refinitiv.data.eikon as ek

ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY')

df = ek.get_timeseries('FVSc1', 'ASK.Close', interval='minute')

df1 = df.iloc[lambda df: df.index.minute == 1730,:]

df1

But not getting results.

Please advise.

raksina.samasiri

Hi @jen.neverida01 ,

Is this what you're looking for?

import refinitiv.data.eikon as ek
import datetime

ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY')

df = ek.get_timeseries('FVSc1', 'CLOSE', interval='minute')

df1 = df.iloc[df.index.time == datetime.time(17, 30)]
df1

field 'ASK.Close' isn't available in the get_timeseries call, to see available fields, the command below can be used

help(ek.get_timeseries)

Hope this helps and please let me know in case you have any further questions

dianne.palmario

Hello, I need to get data between 14:30 to 16:30 GMT Daily.

This works:

df1 = df.iloc[df.index.time >= datetime.time(14, 30)]

But this one does not:

df1 = df.iloc[df.index.time >= datetime.time(14, 30), df.index.time <= datetime.time(16, 30)]

Please advise. Thank you.

raksina.samasiri

Hi @dianne.palmario ,

You can use the below code

df1 = df.iloc[(df.index.time >= datetime.time(14, 30))&(df.index.time <= datetime.time(16, 30)]