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Hello,
I'm trying to pull the bid and ask for FX intraday prices in the Refinitiv Eikon data API. The code below pulls the high, low, open, and close. When I set field = ['BID'], or CF_BID, or TR.BIDPRICE, it returns NAN.
ek.get_timeseries(ric,
start_date=datetime.timedelta(-1),
end_date=datetime.timedelta(0),
interval='minute')
To retrieve this data you need to use Refinitiv Data Platform Library. E.g.
rdp.get_historical_price_summaries( universe = 'GBP=', interval = rdp.Intervals.ONE_MINUTE, fields = ['BID','ASK'], start = dt.timedelta(-1), end = dt.timedelta(0))
