Historical block trades data

estelle.arnau
estelle.arnau
in Eikon Data APIs

In Eikon, I can use the "block trades viewer" to access block trades historical data. I can also in excel get the info for the last (only the last one) traded block trade (=TR("NOOZ8","BLK_DATE;BLK_PRC1;BLKTRDVOL;BLKVOLUM;BLKTIM_MS;BLKCOUNT","CH=Fd RH=IN") ). I can do it in python too. However, I cannot get the historical data in python/or excel.

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  • Zhenya Kovalyov
    Zhenya Kovalyov

    @500ff8e1-6855-49d9-8d4e-1ebec2ac0bc3 this is a content question, I suggest you speak to your local Refinitiv Support desk, they should be able to help you with figuring it out for Excel. If it is possible, we can revisit this question from the API side of things.

  • estelle.arnau
    estelle.arnau

    The Refinitiv support desk asked to me to ask on the developer community site!!

    From: "customersupport@thomsonreuters.com" <customersupport@thomsonreuters.com> Date: 18 December 2018 at 19:47:10 CET To: "estelle.arnau" Subject: RE: Case : 07187953 Block trades for RIC NOOZ8 - from Thomson Reuters [ ref:_00D30602X._5001W1PxUmM:ref ] (...) The best group that would be able to provide you the exact information you need would be our developer team. The team monitors a website wherein you can post your queries to them directly. It is the Developer Community which is our single point of access for all our APIs. (...) You can sign in using this link - https://developers.thomsonreuters.com Here are the steps on how to post a question on the Developers Community portal after you have signed in 1. Click on the hyperlink for Latest Questions & Answers found under the tab Ask a Question 2. Click on the orange button for Ask a question 3. Fill in the required items for Ask a question s

  • marcin.bunkowski
    marcin.bunkowski

    Hi @500ff8e1-6855-49d9-8d4e-1ebec2ac0bc3

    You were asking about the solution in python/excel. The timeseries for blocktrades is not available via Python API however you can do a call in Eikon Excel for a daily interval

    =RHistory("NOOZ8","BLKVOLUM.Timestamp;BLKVOLUM.Value","INTERVAL:1D",,"CH:Fd",)

    If you have further questions on this formula you can continue with your opened ticket.

  • estelle.arnau
    estelle.arnau

    Thanks Marcin!

    Now: the 1D interval gives me one point a day. I tried these values for INTERVAL: TICK, TAS, TAQ, TASTAQ, 1M, 5M, 15M, 60M but got only #NA.. Do you know if it is possible to get intraday data?

    Also: comparing with ICE screens, it appears that the blocktrades data in eikon actually includes EFPs. I'll ask the refinitiv support about it, but if you know how to filter them out, i'm interested.

  • marcin.bunkowski
    marcin.bunkowski

    Hi @500ff8e1-6855-49d9-8d4e-1ebec2ac0bc3

    For some instruments there are fields for a block volume but they are not populated like an example below:

    RHistory("CLc1","BLKVOLUM.Timestamp;BLKVOLUM.Value;BLKVOLUM.Count","INTERVAL:TICK",,"CH:Fd",)

    This question is more of a content nature and you need to check with Refinitiv Helpdesk why the data is not stored under those fields.

  • estelle.arnau
    estelle.arnau

    ok will check with them; thanks again.

  • estelle.arnau
    estelle.arnau

    No idea why Marcin comment above has vanished from the thread... But i well noted that data is missing for some indices with INTERVAL:TICK

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