Python API get_timeseries use multiple RICs

Tried to call get_timeseries to get historical tick data over multiple RICs, and saw the error - Shape of passed values is (4, 106), indices imply (4, 16). However, it works when I used only one single RIC.


try:
symbolList = list()
list.append("AMXL.MX")
list.append("CMXCPO.MX")
ret = ek.get_timeseries(symbolList, start_date="2018-09-06T20:00:00", end_date="2018-09-06T20:10:00",interval="tick")

print(ret)
except Exception as err:
print(err)
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    User: "pf"
    LSEG
    Accepted Answer

    I suggest to request raw data then extract each serie from result as below:

    try:
    symbolList = ["AMXL.MX", "CMXCPO.MX"]
    ret = ek.get_timeseries(symbolList, start_date="2018-09-06T20:00:00", end_date="2018-09-06T20:10:00", interval="tick", raw_output=True)
    for data in ret['timeseriesData']:
    df = pd.DataFrame(data['dataPoints'], columns=[f['name'] for f in data['fields']]).set_index('TIMESTAMP', drop=True)
    print("Serie[{}]".format(data["ric"]))
    print(df)
    except Exception as err:
    print(err)