Python Eikon API get_timeseries() Time Interval

Mohsin-Fw

Hello,

I am using the get_timeseries() method to retrieve rates by the minute, though I am noticing that not all the hours of the day are included and that not all minutes in the hour are there.

For example, if I call:

get_timeseries('CNYUSD=R', start_date='2017-10-27T00:00:00',end_date='2017-10-27T23:00:00',interval='minute')

I only get the 1st - 15th hour of the day. For hour 4, I am only seeing 15 values (when I would expect 60, one for each minute). Is it possible with the Python Eikon API to get values for every minute, or ideally every second, of the day?

Alex Putkov.1

What you see is expected. The backend only summarizes price history data into a bar for a standard interval such as one minute if there's a price update within that interval. For less liquid instruments such as this exchange rate the only way you can create the timeseries you're looking for is by constructing it in your code from the timeseries you retrieve from Eikon (by repeating the price from previous interval for every interval without a price).