Intraday FX Bid/Ask Prices in Eikon Data API

jeremy.cahill
jeremy.cahill
in Eikon Data APIs

Hello,


I'm trying to pull the bid and ask for FX intraday prices in the Refinitiv Eikon data API. The code below pulls the high, low, open, and close. When I set field = ['BID'], or CF_BID, or TR.BIDPRICE, it returns NAN.


ek.get_timeseries(ric,
                                start_date=datetime.timedelta(-1),
                                end_date=datetime.timedelta(0),
                                interval='minute')
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Best Answer

  • Alex Putkov.1
    Alex Putkov.1
    Answer ✓

    To retrieve this data you need to use Refinitiv Data Platform Library. E.g.

    rdp.get_historical_price_summaries(
        universe = 'GBP=',
        interval = rdp.Intervals.ONE_MINUTE,
        fields = ['BID','ASK'],
        start = dt.timedelta(-1), 
        end = dt.timedelta(0))

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