Eikon API usage from Python: Getting a DF with both dates and values?

i start with this

formula = 'TR.ACCRUEDINTEREST(SDate=0,EDate=-19,Frq=C).date'
df, e = ek.get_data(instruments='XS1572326145', fields=formula)
print(df)

and it gives the dates; to get values, we would change:

formula = 'TR.ACCRUEDINTEREST(SDate=0,EDate=-19,Frq=C).value'

however, i don't understand how to get a DF containing both dates and values?

Thanks!

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Accepted answers

r.patel

Hello,

To get a DF containing both dates and values, you just need to change your formula variable to be a list of the 2 fields you would like.

For your example, try this:

formula = ['TR.ACCRUEDINTEREST(SDate=0,EDate=-19,Frq=C).date','TR.ACCRUEDINTEREST(SDate=0,EDate=-19,Frq=C).value'] .

All comments

r.patel

Hello,

To get a DF containing both dates and values, you just need to change your formula variable to be a list of the 2 fields you would like.

For your example, try this:

formula = ['TR.ACCRUEDINTEREST(SDate=0,EDate=-19,Frq=C).date','TR.ACCRUEDINTEREST(SDate=0,EDate=-19,Frq=C).value'] .

mika.kastenholz

Great! Many thanks, just tested it and it does exactly what I wanted. Do you know by any chance how this usage reflects on the data download limits -- i.e. is it downloading the same data twice only to discard most of it later on and project it on a specific column?

r.patel

Hi Mika,

Because you requested the data once seperately and then once together, I believe this usage will reflect as downloading the same data twice. Our usage limits are outlined below and more in depth here:

https://developers.refinitiv.com/eikon-apis/eikon-data-api/docs?content=49692&type=documentation_item

You are limited to 5 requests per second. Whenever you use an eikon.get_data,timeseries, etc. function, that counts as 1 request even though you are requesting 2 datapoints.

You are also limited to 50 MB/minute. The volume (size) of data retrieved from the platform via the Eikon Data APIs cannot exceed this limit, or you will encounter an error.

Finally, you are limited to the datapoints returned per request. In this situation, if you are trying to get the value of these 2 columns with one request for 5000 stocks, you may be limited in what you can get with one request.

get_data: The current limit value (10-Oct-2019) is around 10,000 data points.
get_timeseries: The current limit value (10-Oct-2019) is 3,000 data points (rows) for interday intervals and 50,000 data points for intraday intervals. This limit applies to the whole request, whatever the number of requested instrument.
get_news_headlines: The current limit value (10-Oct-2019) is 100 headlines per request. The depth of history is 15 month.
get_news_story: The current limit value (10-Oct-2019) is 1 story per request.
get_symbology: No enforced limit (10-Oct-2019).

The daily volume limit is 5 GB per day.

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