Odd behavior for one particular historical RIC in the Eikon Data API. If I use get_data, I can get the correct last data for this, valid as of 2017-09-29:
In [55]: eikon.get_data('AF^I17', ['TR.Close', 'TR.Volume'])
Out[55]:
( Instrument Price Close Volume
0 AF^I17 21.5 16922941, [])
However if I use get_timeseries to get the full history, I receive an exception saying Invalid RIC when requesting the same security:
In [56]: eikon.get_timeseries(['AF^I17'], start_date='2000-01-01', end_date='2017-10-02')
2019-08-16 18:26:24 pyeikon WARNING> Error with AF^I17: Invalid RIC
2019-08-16 18:26:24 pyeikon ERROR> AF^I17: Invalid RIC |
---------------------------------------------------------------------------
EikonError Traceback (most recent call last)
<ipython-input-56-bc986d533278> in <module>()
----> 1 eikon.get_timeseries(['AF^I17'], start_date='2000-01-01', end_date='2017-10-02')
C:\Miniconda3\envs\prod\lib\site-packages\eikon\time_series.pyc in get_timeseries(rics, fields, start_date, end_date, interval, count, calendar, corax, normalize, raw_output, debug)
195 if len(ts_status_errors)==len(ts_timeserie_data):
196 logger.error(ts_error_messages)
--> 197 raise EikonError(-1, message=ts_error_messages)
198
199 if raw_output: return ts_result
EikonError: Error code -1 | AF^I17: Invalid RIC |
This doesn't make any sense. I have tried many other historical RICs and by and large they work just fine with get_timeseries. This issue appears to be limited to AF^I17 and AF.N^I17.