Yesterday Ask, Bid tick history for selected RIC

aleksandr.chernov1
aleksandr.chernov1
in Refinitiv Data Platform

Hello.

I'm trying to get tick history, for example yesterday ticks.

In Excel I can just set start date, end date, ric and interval and get Ask, Bid data. In my case interval would be "tick".

Can you please prompt some Python function or request which I'll send from Python. Cause I want process data in Python not in Excel.

I already tried python eikon data api and sending requests (refinitiv data platforn) and did not receive the information I needed.

Thank you.

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Best Answer

  • haykaz.aramyan
    haykaz.aramyan
    Answer ✓

    Hi @aleksandr.chernov1 ,


    Did you try rdp.get_historical_price_events? I would suggest going with that. The code below returns the tick data for AAPL.O.

    df  = rdp.get_historical_price_events(
        universe = 'AAPL.O',
        fields = ['BID', 'ASK'],
        start = '2021-12-12',
        end = '2021-12-16')
    df

    1639734210392.png


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