How to get historical closing price for ric *=RRPS through Eikon API with python?
I am trying to get the historical closing price for *=RRPS (e.g. AT0000A1K9C8=RRPS, BE352=RRPS)
df_r,e = ek.get_data(' BE291=RRPS' ,['TR.PriceClose'],
{'SDate':'2022-01-01','EDate':'2022-06-30','Frq':'D'})
CF_CLOSE doesn't work for historical prices
I tried ek.get_timeseries but it returned the close yield.
df = ek.get_timeseries([ 'BE352=RRPS' ] ,fields="CLOSE" , start_date = '2022-01-01', end_date = '2022-06-30')
Best Answer
-
Hi @rinnie.cheung ,
Please use the DIB to find the field that you are after. You can use the cog (top right) to filter for series datapoints for which you can look for historical data:
import refinitiv.data as rd
rd.open_session()
df3 = rd.get_history(
universe=["BE291=RRPS"],
fields=["TR.MIDPRICE", "TR.MIDYIELD"],
interval="1D",
start="2021-10-01",
end="2022-06-01",
)
display(df3)
rd.close_session()Daily data using the rd.get_history function returns end-of-day datapoints, be it Bid, Ask or Mid, apart from if mentioned otherwise in the DIB.
0
Answers
-
Can you provide the version of the Eikon Data API you are using? When I tried the code snippets you posted above, the opposite worked for me. For example:
0 -
My Eikon API version is 1.1.14. the values in your numbers are yield, but i am looking for the price
if you check Eikon, the price should be a double digit value.
Would you please advise?
0 -
My Eikon API version is 1.1.14. the values in your numbers are yield, but i am looking for the price
if you check Eikon, the price should be a double digit value.
Would you please advise?
0 -
would that be equivalent to
df_r,e = ek.get_data(' BE291=RRPS' ,['TR.BidPrice.Date','TR.BidPrice','TR.AskPrice'],{'SDate':'2022-01-01','EDate':'2022-06-30','Frq':'D'})
do these fields capture the last bidprice and last ask price of the day?
0 -
Hi @rinnie.cheung , yes it is the same. Data comes from the same endpoints.0
-
Thanks Jonathan. Would you know the timestamp when these data were captured?0
-
This would be a content question, please reach out to myRefinitiv where you will be able to ask this question.0
-
Thanks for your help!0
Categories
- All Categories
- 6 AHS
- 39 Alpha
- 161 App Studio
- 4 Block Chain
- 4 Bot Platform
- 16 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 367 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 59 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛