Data missing for ek.get_timeseries ，asking for solution!

when I try to get data from Python API , I met data missing problem ,the code is pasted below.

import eikon as ek
import pandas as pd
import time
ek.set_app_id('ED142B67FBF0B94BAC3AB')

start=time.strftime("%Y-%m-%dT01:30:00",time.localtime(time.time()))
end=time.strftime("%Y-%m-%dT07:00:00",time.localtime(time.time()))

ss=pd.read_csv('ss.csv')
ss.columns=['ss']
ss1=ss.values.tolist()
sslist=list(ss.ss)
s1=sslist[:300]

df1=ek.get_timeseries(s1,fields=["Open","High","Low","Close","Volume"],
                      start_date = start,end_date =end,interval='minute')

The attachments include 2 files, ss for the code list, df1 is the result.

Obviously, there is data missing occurred in the df1.

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Accepted answers

Jirapongse

I think that it reached the limit as mentioned in this question.

If I reduce the number of items to 200, I can get the data properly.

s1=sslist[:200]

All comments

When I run your code, I have following error from Timeseries service:

('600005.SS', ': ', 'Error: TSIUnknownInstrument, ErrorCode: TA-TSIUnknownInstrument, Fault: TSIError, Description: Invalid RIC', '\n')
('600074.SS', ': ', 'Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range', '\n')
('600084.SS', ': ', 'Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range', '\n')
('600145.SS', ': ', 'Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range', '\n')
('600146.SS', ': ', 'Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range', '\n')
('600150.SS', ': ', 'Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range', '\n')
('600161.SS', ': ', 'Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range', '\n')
('600162.SS', ': ', 'Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range', '\n')
('600187.SS', ': ', 'Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range', '\n')
('600199.SS', ': ', 'Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range', '\n')
('600209.SS', ': ', 'Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range', '\n')
('600227.SS', ': ', 'Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range', '\n')
('600239.SS', ': ', 'Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range', '\n')
('600242.SS', ': ', 'Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range', '\n')
('600248.SS', ': ', 'Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range', '\n')
('600257.SS', ': ', 'Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range', '\n')
('600267.SS', ': ', 'Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range', '\n')
('600273.SS', ': ', 'Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range', '\n')
('600289.SS', ': ', 'Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range', '\n')
('600311.SS', ': ', 'Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range', '\n')
('600328.SS', ': ', 'Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range', '\n')
('600332.SS', ': ', 'Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range', '\n')

That means 600005.SS RIC doesn't exist and there is no data available in the time range for all others ('600074.SS','600084.SS','600145.SS','600146.SS','600150.SS','600161.SS', '600162.SS', '600187.SS', '600199.SS', '600209.SS', '600227.SS', '600239.SS', '600242.SS', '600248.SS', '600257.SS', '600267.SS', '600273.SS', '600289.SS', '600311.SS', '600328.SS', '600332.SS')

Do you have the same result ?

Jirapongse

I think that it reached the limit as mentioned in this question.

If I reduce the number of items to 200, I can get the data properly.

s1=sslist[:200]

wyj

Yes，you got the right data, my code list include some delisting stock ,that's the problem.

The problem is for the available RIC, for example, 600004.SS , do u get the miss data problem?

wyj

I guess you r right , maybe it's too many data...

wyj

I hope I can get the official answer, indeed ,how much data should i get one time

Baoping.Lv2

@Jirapongse

I saw your link for this question. but I have some doubt for this.

Could you help explain the means for 3000 points limitation.

Is it means that we can't get data more than 3000 at one time ?

If store data to excel, it's limit to get 3000 cell data at a time?

Thanks very much

Jirapongse

@Baoping.Lv

From my test, each interval has its own limitation. For daily historical data, its limit is 3000 entries.

For example, if I request daily historical data of IBM.N from year 2000 to 2017, the returned data will only have 3000 rows from year 2005 to 2017.

f = ek.get_timeseries(['IBM.N'],['OPEN','CLOSE'],start_date='2000-10-25T00:00:00',end_date='2017-10-25T00:00:00',interval='daily')
df.to_csv('IBM.csv')

However, if I request two RICs, the returned data will have 1500 entries for each RIC.

df = ek.get_timeseries(['IBM.N', 'TRI.N'],['OPEN','CLOSE'],start_date='2000-10-25T00:00:00',end_date='2017-10-25T00:00:00',interval='daily')
df.to_csv('IBM_TRI.csv')

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