Hi there,

I am trying to use get_data from the eikon library for python in order to retrieve some historical values for fx pairs.

This is my code:

rics=['AUDCAD=','AUDCHF=']
fields=['TR.AMERICACLOSEBIDPRICE.date','TR.AMERICACLOSEBIDPRICE','OPEN_PRC','CF_HIGH','CF_LOW','CF_VOLUME']
df, err = ek.get_data(rics, fields, {'SDate': '2020-01-20', 'EDate': '2020-01-24', 'FRQ': 'D'})

The problem is, while AMERICACLOSEBIDPRICE returns the history as expected, the rest of the fields (open/high/low/volume) return only the latest available price, instead of historical.

I know for a fact that historical values are available, because via Excel API formula I can retrieve them using the below...

=RHistory($C$2:$C$3,"NDA_RAW.Nda_date;"&"NDA_RAW.Nda_open;"&"NDA_RAW.Nda_bid_close_america;"&"NDA_RAW.Nda_high;"&"NDA_RAW.Nda_low;"&"NDA_RAW.Nda_volume","START:20-Jan-2020:01:00 INTERVAL:1D",,"CH:In;Fd")

I am struggling finding the fields that would return as the same values as Excel does.

Could you help pls?

Thanks!