get_history different BID ASK in 5 min interval between eikon and codebook
Hi,
when retrieving 5 min intervalls of IBM.N for 2023-07-03 i get different Bid Ask Prices.
e.g.
Eikon GUI (left part in screenshot) 2023-07-03 15:35 Bid=133.03 Ask=133.09
via Python in Codebook : Bid=133.86 Ask=133.89
Q: why are these price so different and which price is the right one?
plus: I'm interested in the "last Bid / last Ask" of the given Intervall. Is my code correct at this point?
Many thanks an BR,
Frank
Best Answer
-
Thank you for reaching out to us.
It may relate to TimeZone. The TimeZone from the get_history method is GMT. The TimeZone of your Eikon could be GMT+2.
The left picture is from your Eikon result. The right picture is from the code below.
response = historical_pricing.summaries.Definition(
"IBM.N",
interval=Intervals.FIVE_MINUTES,
count=2000,
fields=["BID","ASK"],
extended_params={"summaryTimestampLabel":"endPeriod"}
).get_data()
response.data.df.tail(50)1
Answers
-
Excellent ! Many Thanks
0 -
OK, i see how it works but nor the following problem:
response = historical_pricing.summaries.Definition(
"FDXc1",
interval=Intervals.FIVE_MINUTES,
#count=2000,
start = '2023-06-15',
end = '2023-07-08',
fields=["BID","ASK"],
extended_params={"summaryTimestampLabel":"endPeriod"}
).get_data()
response.data.df.head(70)When pulling data like this i get Bid and Ask for the following times:
The problem is that FDXc1 trades from 08:00 until 22:00 (GMT+2) and definitely not at 00:30:00
Is there a general way to get Bid and Ask from the trading time only?
best regards,
frank
0 -
I checked the previous issue to find the trading hours of FDXc1. I found that the content team referred to this page: https://www.eurex.com/ex-en/markets/idx/dax/DAX-Futures-139902.
Please contact the content support team directly via MyRefinitiv to verify this.
0
Categories
- All Categories
- 6 AHS
- 37 Alpha
- 161 App Studio
- 4 Block Chain
- 4 Bot Platform
- 16 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 367 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 59 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛