RHistory tick python replication

Hi,

I am trying to replicate the following example (excel eikon api) using the eikon python api:

=RHistory("EURUSDON=";"ASK.Timestamp;ASK.Value";"START:02-Jul-2018 END:09-Jul-2018 INTERVAL:TICK";;"CH:Fd";E12)

Since Bid/Ask is not supported for get_timeseries I try to replicate using get_data, along the lines of question 20332

Is there a possibility to obtain the bid/ask fields at tick frequency? (streaming?) fields are "Bid" and "Ask" or Primact Secact

Thank you

Best Answer

  • @daniel.schmitt2 unfortunately, you can not get tick data using time series over fundamental data API. If you require some API to access to time series, the only option is to use RHistory API which is COM.

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