RHistory to Python

jurij.reichenecker

Hi Everyone,

I try to reproduce the following formula

=RHistory("US31307WYL26";".Timestamp;MID_PRICE.Close";"CODE:MULTI INTERVAL:1D";;"TSREPEAT:NO CH:Fd";B2)

in Python. But somehow, I am not successful. Can someone help me here? Thanks

Jirapongse

@jurij.reichenecker

From my test, it is unable to retrieve historical MID_PRICE.Close of US31307WYL26 with Eikon Data APIs. Currently, not all fields of RHistory are available in Eikon Data APIs. For more information, please refer to this thread.

I can retrieve the MID_PRICE.Close of US31307WYL26 by subscribing to 31307WYL2=RRPS with the following APIs.

• .NET APIs for use in custom applications: I use ITimesSeriesDataService with MID_PRICE time-series view. For more information, please refer to the Time series tutorial
• Elektron Data Platform (Historical-pricing API):

Jirapongse

For the example of the Elektron Data Platform (Historical-pricing API), please refer to the Python Tutorials: Historical Pricing: Time Series Summaries (bars) in Python.