How can I filter tick data in python eikon.get_timeseries() on basis of tradingHours of exchange ...

How can I filter tick data in python eikon.get_timeseries() on basis of tradingHours of exchange similar to eikon excel plugin parameter "tradingHours:Yes"

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Accepted answers

Zhenya Kovalyov

I guess the answer is no, however, you can do it manually if you know the trading hours for the specific instrument. Use this if df is the name of your pandas data frame, and index is DatetimeIndex

df.loc[np.logical_and(df.index.hour >= 8, df.index.hour <= 16)]

All comments

Zhenya Kovalyov

df.loc[np.logical_and(df.index.hour >= 8, df.index.hour <= 16)]

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