Filter price by certain criteria

gabriel.esquivel01
gabriel.esquivel01
in Eikon Data APIs

Hi all, I need to make a conditional statement that understand the following, if the volume is bigger than X, if the trade type is Y and if it is the most recent trade, display the price that meet this conditions. Is this possible with API Eikon? Any suggestion of how should I start?

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Best Answer

  • Zhenya Kovalyov
    Zhenya Kovalyov
    Answer ✓

    @GABRIEL.ESQUIVEL if you want the data from TRACE that is not instrument specific, you will need access to the streaming data, which is not currently available in Python, use the .NET API.

    If you know the instrument and would like to analyze what trades have taken place , you will need to get to the time and sales data. You can do it either with the Python API, but get a raw JSON as output, or, again - .NET API.

    Hope this helps.

Answers

  • gabriel.esquivel01
    gabriel.esquivel01

    Ok, what you're saying is that I can not extract data from TRACE using conditional statements and Python API ?

  • Alex Putkov.1
    Alex Putkov.1

    Correct. Eikon Data APIs do not provide capability to search for trades fitting a criteria set across all trades reported to FINRA for all instruments. This capability is only available in the TRACE Viewer app.

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