How to i retrieve Bid and Ask price in Time Series with ek.get_timeseries for EUR= and GBP=

avishen.bablee

How to i retrieve Bid and Ask price in Time Series with ek.get_timeseries for EUR= and GBP=

Alex Putkov.1

@avishen.bablee

If I understand correctly, you'd like to retrieve intraday price history for BID and ASK quotes for FX spot RICs. If this is the case, you can do it using RDP Library. See an example on this previous thread.

Jirapongse

@avishen.bablee

The ek.get_timeseries method can't get Bid and Ask price for EUR= and GBP=. You need to use the ek.get_data method instead, as shown below.

df, err = ek.get_data(["EUR=",'GBP='],
                      ["TR.BIDPRICE.Date","TR.BIDPRICE", "TR.ASKPRICE"], 
                      {"SDate":"0","EDate":"-10"})
                       
df  

avishen.bablee

@jirapongse.phuriphanvichai How do I set date and time to retrieve todays date at specific time. i am not able to retrieve data for MUR=MAUB. How do i add a calculated field. Say BID + ASK

Thanks

wasin.w

Hello @avishen.bablee

Sorry for the late reply. I do not think you can query data at a specific time. I suggest you use the Eikon/Workspace Data Item Browser app to verify if the instrument, your interested fields, and interval are available or not.
Please see this post for more detail.