The get_timeseies function isn't pulling bid and ask price
Best Answer
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Hi Tina,
get_timeseries function doesn't provide TR.xxx fields but a limited list (TR.xxx fields are available with get_data() function that provides all fundamental and historic data)
You can check this list by requesting without fields parameters. In your case, available fields are HIGH, LOW, OPEN, CLOSE, COUNT and VOLUME (that differs according to the selected interval):
>>> ek.get_timeseries(['CSPX.L'], interval='daily', start_date='2017-06-01', end_date='2017-06-15')
CSPX.L HIGH LOW OPEN CLOSE COUNT VOLUME
Date
2017-06-01 230.53 229.8915 230.00 230.49 347.0 158087.0
2017-06-02 232.39 231.6100 232.17 232.06 68.0 150843.0
2017-06-05 232.56 232.1800 232.28 232.25 896.0 139029.0
2017-06-06 232.13 231.4500 231.78 231.94 145.0 113467.0
2017-06-07 232.17 231.5500 231.86 231.74 243.0 1110011.0
2017-06-08 232.36 231.5500 232.04 232.04 366.0 249644.0
2017-06-09 233.31 232.1200 232.21 233.07 305.0 128490.0
2017-06-12 231.56 230.9400 231.51 231.43 152.0 54842.0
2017-06-13 232.52 231.9400 232.06 232.21 187.0 120640.0
2017-06-14 233.20 232.3800 232.62 232.55 321.0 138308.0
2017-06-15 232.00 230.7800 232.00 231.78 245.0 139610.0If you still want to request TR.BIDPRICE, you can retrieve with get_data function:
>>> result, error = ek.get_data('CSPX.L', ['TR.BIDPRICE(Points=15).date','TR.BIDPRICE(Points=15)'])
>>> result
Instrument Date Bid Price
0 CSPX.L 2017-06-15T00:00:00Z 231.78
1 CSPX.L 2017-06-14T00:00:00Z 232.48
2 CSPX.L 2017-06-13T00:00:00Z 232.21
3 CSPX.L 2017-06-12T00:00:00Z 231.38
4 CSPX.L 2017-06-09T00:00:00Z 233.07
5 CSPX.L 2017-06-08T00:00:00Z 232.04
6 CSPX.L 2017-06-07T00:00:00Z 231.71
7 CSPX.L 2017-06-06T00:00:00Z 231.94
8 CSPX.L 2017-06-05T00:00:00Z 232.25
9 CSPX.L 2017-06-02T00:00:00Z 232.06
10 CSPX.L 2017-06-01T00:00:00Z 230.46
11 CSPX.L 2017-05-31T00:00:00Z 229.34
12 CSPX.L 2017-05-30T00:00:00Z 229.95
13 CSPX.L 2017-05-26T00:00:00Z 230.16
14 CSPX.L 2017-05-25T00:00:00Z 230.16NB: I didn't find a way to set a range of dates but only the number of values
Hope it'll help you !
1
Answers
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Only
HIGH, CLOSE, LOW, OPEN, VOLUME
datapoints are available in the timeseries request.
0 -
Thank you so much!!! This was so helpful!
0 -
Here's how you can request bid price history for a range of dates:
ek.get_data('IBM.N',['TR.BIDPRICE.date','TR.BIDPRICE'],{'SDate':'2017-06-01', 'EDate':'2017-05-01'})
The values of SDate and EDate parameters can be fixed dates or relative date notations like '-5D', '-1M' etc.
2
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