How to get past data, or history from specific field

jwlee08
jwlee08
in Eikon Data APIs

Hello
In the project we are working on, historical data from the field values are needed.
Can you tell me how to retrieve historical data for the field that I mentioned below?

HST_CLOSE

PRIMACT_1

TRDPRC_1

ASK

PRV_LAST

OFF_CLOSE


Fields that start with TR. I know how to get past data
ex

df, err = ek.get_data(

instruments = ['CMZN0'],

fields = ['TR.OFFICIALASKPRICE.date(Frq=D,SDate=0,EDate=-9)']


I don't know what additional parameters I should input for the following.
Can you give me a good inspiration?



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Best Answer

  • jason.ramchandani01
    jason.ramchandani01
    Answer ✓

    @jwlee08 So those are realtime fields they do not have a timeseries history using get_data. We have a new library called Refinitiv Data (RD) Library. You can pip install this:

    pip install refinitiv-data

    then follow this guide to configure your desktop password.

    Once you have done this (to use this outside of codebook) or you can directly use the get_history examples by launching the CodeBook app - Here I used Access__Get_History.ipynb:

    1666283242642.png

    import refinitiv.data as rd
    rd.open_session('your default workspace or eikon session name from your config file')
    rd.get_history(universe="CMZN0", interval="1D")

    1666283032929.png

    This will give you all the fields available from our historical pricing datamodel which differs by asset class. I hope this can help.

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