Why ASKSIZE and BIDSIZE value is always empty in EIKON DATA API(get_data)?

351166279
351166279
in Eikon Data APIs

I want to using EIKON DATA API(get_data) to get LCCc1 data,but BIDSIZE and ASKSIZE is always empty,how can i get it?

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1
    Answer ✓

    They're not always empty. Many fields including these are emptied during the exchange closing run, which is performed on the datafeed after the exchange close. But during the trading session these fields are populated. I just ran
    ek.get_data(['LCCc1'],['BIDSIZE', 'ASKSIZE', 'ACTIV_DATE', 'TIMACT'])
    and the result I got is
    Instrument BIDSIZE ASKSIZE ACTIV_DATE TIMACT
    LCCc1 2 3 2018-03-08 15:19:39

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