Eikon API script doesnt work with Workspace.
Hi, can you please help on below - this is my script to grab a rolling basis of 5 days VWAP data for an underlying daily into a dataframe but it doesnt seem to work anymore. I changed it from Eikon to lseg.data
import pandas as pd
import win32com.client
import subprocess
import json
import requests
import re
import eikon as ek
import lseg.data as ld
from urllib.request import urlopen
from operator import itemgetter
import openpyxl
from datetime import date,timedelta,datetime
from openpyxl.drawing.text import RichTextProperties
print('Connecting to Eikon')
#ld.set_log_level(0)
ld.open_session(app_key='###########################')
print('Connection Established to Eikon')
RIC1 = 'RCK.V'
RIC = "'" + RIC1 + "'"
print(RIC1)
today = date.today()
beg = date.today()-timedelta(5) #start interval here
date_time = today
date_today = date_time.strftime("'%Y%m%d'")
beg_date = beg.strftime("'%Y%m%d'")
print(date_today)
df,err=ld.get_data(universe=['RCK.V'],fields=['TR.TSVWAP','TR.TSVWAP.Date'],parameters={'SDate':beg_date,'EDate':date_today})
I get this error:
Traceback (most recent call last):
File "C:\Users\gary.chan1\PycharmProjects\pythonProject2\Workspace_EQ_VWAP_Inserter_RCK_V.py", line 34, in <module>
df,err=ld.get_data(universe=['RCK.V'],fields=['TR.TSVWAP','TR.TSVWAP.Date'],parameters={'SDate':beg_date,'EDate':date_today})
^^^^^^
ValueError: too many values to unpack (expected 2)
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Hello @abhinit.kumar
Additionally, you can post a source code snippet on this forum with the code block feature.
Hello @abhinit.kumar
The
LSEG Data Library for Python
get_data() method does not return errors list anymore.
You can use the following statement to check the method help information.
And the help on ek.get_data is:
It means the code for LSEG Data Library should be:
Result: