Reuters API question

Question

I understand that the fields parameter can return historical data fields such as TIMESTAMP, VALUE, VOLUME, HIGH, LOW, OPEN, CLOSE, and COUNT.

Currently, I am using the following parameters:

start_date: Previous day

end_date: Current day

interval: daily

fields: CLOSE

I have two questions:

* If I would like to retrieve the current Bid and Ask prices shown on the market watch screen, do I need to change the fields parameter or use a different API/function? If so, which parameters should be used?
* For instruments traded in countries with public holidays, can I use the same request parameters (start_date, end_date, interval=daily), or do I need to specify additional parameters?

Could you please advise?

wasin.w V3 · Answer

Continue @Charlene123

Question 2: Since some markets have public holidays and non-trading days, can we continue using the same request parameters, or are there any recommended settings (such as calendar-related parameters) to ensure the correct data is returned?

Answer: I did a quick test with the ld.get_history() method for the USA RIC with the following code:

ld.get_history(universe="IBM.N", fields=["BID", "ASK"], interval="1D",
start = '2026-05-20', end = '2026-06-25')

The returned data skip May 25th (Memorial Day - Market Closed) and June 19th (Juneteenth - Market Closed) without additional parameters.

wasin.w V3 · Answer

Hello @Charlene123

Please be informed that the Eikon Data API is an outdated API. It remains compatible with the LSEG Workspace application, but its support and maintenance were discontinued (no bug fix, no new features, not support newer version of Python and associated libraries, etc.).

The current strategic API is the

https://developers.lseg.com/en/api-catalog/lseg-data-platform/lseg-data-library-for-python

. The library provides more features (more API interfaces, configuration file, logging, support newer version of Python and libraries, etc.) for developers. The library access layer API interfaces are almost similar to the Eikon Data API. I highly recommend you upgrade your application to the Data Library for Python (lseg-data).

Please check the following resources for more detail:

* Essential Guide to the Data Libraries - Generations of Python library (EDAPI, RDP, RD, LD)
* Upgrade from using Eikon Data API to the Data library

* The Data Library for Python  - Quick Reference Guide (Access layer)

Let's getting back to the questions.

Question 1: If we would like to retrieve the current Bid and Ask prices displayed on the trading screen, can this be achieved by changing the fields parameter, or do we need to use get_history()?

Answer:

TL;DR: Use the get_data() method or Pricing module.

Long answer: No, you cannot use the ek.get_timeseries() and ld.get_history() methods to get the current pricing data. There are no fields parameter or additional parameters to let those methods return the "current pricing data". Those method supports the historical data only.

To get "the current BID and Price" Data, there are two ways:

* Use the get_data() method to the current price data as a snapshot (no updates). The strategic ld.get_data() and pre-historic ek.get_data() method can do the job. See EX-1.01.01-GetData.ipynb example for more detail. 
* Use the Pricing module (lseg.data.content import pricing) to get the current price data as a streaming (with updates). See the EX-2.02.04-Pricing-StreamingEvents.ipynb example for more detail. The outdated Eikon Data API does not have this feature.

Charlene123 · Answer

Hi @wasin.w V3,

We are currently using get_timeseries() with the following parameters:

start_date: Previous day

end_date: Current day

interval: daily

fields: CLOSE

We have a couple of questions:

* If we would like to retrieve the current Bid and Ask prices displayed on the trading screen, can this be achieved by changing the fields parameter, or do we need to use get_history()?
* Since some markets have public holidays and non-trading days, can we continue using the same request parameters, or are there any recommended settings (such as calendar-related parameters) to ensure the correct data is returned?

Any guidance would be appreciated. Thank you.

Data_api_for_python.pdf

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