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john565 avatar image
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All available fields for Eikon tas data

Hi friends!

Could you help me?

1.) Do you know field id for trade direction? is it buy side or sell side

2.) Do you know field id for trade volume? is it "count" field or something else

3.) If you know complete list of all available fields please post

Just to clarify, "field" mean word i put into 'VALUE Bidsize Bid Asksize Ask count' list


data8 = ek.get_timeseries('LCOc1',

start_date='2020-01-21T17:00:00',

end_date='2020-01-21T18:00:00',

fields='VALUE Bidsize Bid Asksize Ask count',

interval='tas'

)

Best regards, John

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1 Answer

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chavalit-jintamalit avatar image
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Hi @john565

For 1) and 2) You can contact the Refinitiv Content Helpdesk at https://my.refinitiv.com/ to clarify the data behavior.

But I think COUNT is for volume.


For 3)

If you omit the fields parameter in your API call, it will ask for every field.

'fields': [{'name': 'TIMESTAMP', 'type': 'DateTime'},
    {'name': 'EXCHTIME', 'type': 'DateTime'},
    {'name': 'EXCH_SEQUENCE', 'type': 'String'},
    {'name': 'VALUE', 'type': 'Double'},
    {'name': 'TRDPRC_1', 'type': 'Double'},
    {'name': 'COUNT', 'type': 'Double'},
    {'name': 'VWAP', 'type': 'Double'},
    {'name': 'BID', 'type': 'Double'},
    {'name': 'BIDSIZE', 'type': 'Double'},
    {'name': 'ASK', 'type': 'Double'},
    {'name': 'ASKSIZE', 'type': 'Double'},
    {'name': 'PRCTCK_1', 'type': 'Long'},
    {'name': 'BLKVOLUM', 'type': 'Double'},
    {'name': 'EFS_VOL', 'type': 'Double'},
    {'name': 'EFP_VOL', 'type': 'Double'},
    {'name': 'FILTER_CODE1', 'type': 'String'},
    {'name': 'FILTER_CODE3', 'type': 'String'},
    {'name': 'FILTER_CODE4', 'type': 'String'},
    {'name': 'FILTER_CODE5', 'type': 'String'},
    {'name': 'FILTER_CODE6', 'type': 'String'},
    {'name': 'FILTER_CODE7', 'type': 'String'},
    {'name': 'FILTER_CODE8', 'type': 'String'},
    {'name': 'REU_QUAL', 'type': 'String'},
    {'name': 'OPINT_1', 'type': 'Double'},
    {'name': 'TRADE_ID', 'type': 'String'}]
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