Wrong Tick data using get_timeseries()

siddharth.marya

I am using the eikon python library and the get_timeseries() function

my command looks like:

ek.get_timeseries(ric_list,
                  fields=['CLOSE'],
                  start_date='2023-02-21T12:00:00',
                  interval="minute")

Here, ric_list is a list with multiplie RICs.

I get the following output:

In above for example take a look at RIC "X03F.DE". The API returns nan till around 16:00:00. However, when I look up the price in refinitiv platform itself I see the last trade price as 167,0900 at 12:03:50 in the following:

Jirapongse

@siddharth.marya

I think you need to compare the interval minute from the get_timeseries method with the Eikon Chart app with the same minute interval, not time and sales.

To get time and sales data, please try the following code.

ek.get_timeseries(['X03F.DE'],
                  #fields=['*'],
                  start_date='2023-02-21T12:00:00',
                  interval="tas",
                  raw_output=True) 

However, the output can't be converted to a data frame. I need to display it as raw output.