get data using Eikon Data APIs instead of Rhistory

sgs
sgs Newcomer
edited December 2024 in Eikon Data APIs

I'm trying to get market data like using excel formula function(=RHistory), but I found Eikon Data APIs couldn't retrieve the same historical data as the =RHistory excel function.
so I'm trying to get a few days of data("OPEN","HIGH","LOW","CLOSE","OFF_ASK") using Eikon Data APIs, but it doesn't work.
I tried get_data function and get_timeseries function.

req= ek.get_data(['mcu0'],["OPEN","HIGH","LOW","CLOSE","OFF_ASK"])

out:
( Instrument OPEN HIGH LOW CLOSE OFF_ASK
0 MCU0 <NA> <NA> <NA> <NA> 8850.5, [{'code': 251658244, 'col': 1, 'message': "Error: Field 'OPEN' was not found in response for the instrument 'MCU0'", 'row': 0}, {'code': 251658244, 'col': 2, 'message': "Error: Field 'HIGH' was not found in response for the instrument 'MCU0'", 'row': 0}, {'code': 251658244, 'col': 3, 'message': "Error: Field 'LOW' was not found in response for the instrument 'MCU0'", 'row': 0}, {'code': 251658244, 'col': 4, 'message': "Error: Field 'CLOSE' was not found in response for the instrument 'MCU0'", 'row': 0}])

df = ek.get_timeseries("mcu0",start_date='2024-11-28', end_date='2024-11-29')

out:
MCU0 CLOSE HIGH LOW OPEN VOLUME COUNT
Date2024-11-28 8884.35 <NA> <NA> 8855 <NA> -1

where can I find "RICS(Instrument)" and "fields" to retrieve the data by Eikon Data APIs?
what is the difference between .get_data() and .get_timeseries()?
Thank you in advance.

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @sgs

    Thank you for reaching out to us.

    ek.get_timeseries can be used to retrieve the same data as RHistory but the ek.get_timeseries can only retrieve data from the default view.

    Please try the get_history method in the LSEG Data Library for Python instead. The examples are on GitHub.

    For example:

    ld.get_history(universe=["mcu0"])
    

    where can I find "RICS(Instrument)" and "fields" to retrieve the data by Eikon Data APIs?

    You can use the Data Item Browser tool to get a list of fields and parameters that can be used in the get_data mehtod.

    what is the difference between .get_data() and .get_timeseries()?

    The get_data method can be used to get fundmantal data and current real-time data while the get_timeseries method can retrive historical real-time data, such as OPEN HIGH LOW CLOSE.

Answers