How to collect first bid and first ask at a spesific time using Python API?

guillaume.lefur

Hello, we need to import on a daily basis the first bid and the first ask at 4pm for FGBLZ8 for example. How can we proceed? Many thanks for your assistance?

Zhenya Kovalyov

@guillaume.lefur the python API is in beta and would not be suitable for your purposes just yet. If you want to automate this process, the two ways are - .NET Time Series API and Excel/VBA RHistory API.