For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
tsando avatar image
31 ●2 ●2 ●5

bug in get_timeseries?

Hi,

If I run the following command in python:

dic = ek.get_timeseries(["CFI2Zc1",  # Carbon
                         "LCOc1"
                         ],
                        start_date=datetime.datetime(2008, 1, 1),
                        end_date=datetime.datetime(2016, 12, 31),
                        interval='daily',
                        fields=['CLOSE'])

I don't get a dataframe that starts from 2008, but 2010 instead. The more RIC codes I add, the less the history goes back. Is this behaviour normal? I only seem to get the correct dates when only using a single RIC code.

eikoneikon-data-apiworkspaceworkspace-data-apirefinitiv-dataplatform-eikonpythonhistoricaldate
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

3 Answers

Upvotes
Accepted
Denis Dollfus avatar image
219 ●1 ●3 ●7

Hi @tsando , I confirm the problem. The maximum number of points for inter-day data is currently 3000, unfortunately to be divided by number of instruments. So with 10 instrument the maximum becomes 300 points.

This behavior being error-prone, I'll raise this issue to time series service.

Thanks for your feedback.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Upvotes
iain.scott avatar image
591 ●3 ●2 ●3

Bear in mind that this service is EAP with the main aim of validating the APIs . Given the service is not production ready there may be some issues with underlying data that we would expect to resolve before launch.

Thank you for the feedback, we will look into the issue.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Upvotes
vlscout avatar image
38 ●0 ●2 ●4

1) I confirm that this restriction still exists.

2) Also, the timeseries function returns an error (AVTCHB.ST', ': ', 'Error: TSIUnknownInstrument, ErrorCode: TA-TSIUnknownInstrument, Fault: TSIError, Description: Invalid RIC', '\n')

for RICs that contain lower case letters like AVTCHb.ST, ANWGn.F etc.

3) And for recent IPOs that have a limited trading history, if you request a time series outside of that history, the function will return that recent trading data regardless whether it matches your requested time frame.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

pierre.faurel avatar image pierre.faurel

Two last cases will be fixed soon.

You can find more information about it in these comments :

2) https://community.developers.refinitiv.com/answers/14240/view.html

3) https://community.developers.refinitiv.com/comments/14196/view.html

vlscout avatar image vlscout pierre.faurel

Thank you!

Click below to post an Idea Post Idea