Availability of minute by minute intra-day prices retrieval

When I was watching a tutorial, an instructor demonstrated how to retrieve intra-day prices minute by minute.

On my end, this works:

ek.get_timeseries(["MSFT.O"], fields = 'CLOSE', start_date="2020-01-10 09:00:00", end_date="2020-01-10 10:00:00", interval='minute')

However, the one below give me back error message, EikonError: Error code -1 | MSFT.O: No data available for the requested date range |

ek.get_timeseries(["MSFT.O"], fields = 'CLOSE', start_date="2017-01-10 09:00:00", end_date="2017-01-10 10:00:00", interval='minute')

Seemingly, this function is available for recent trading data only. Could I know availability of minute by minute prices?

Best Answer

  • chavalit-jintamalit
    Answer ✓

    Hi @iwasaki

    The MSFT.O minute data is available back to 1 year.

    So your second API call in your question (in 2017) will not get any data point.

    image

Answers

  • pf
    pf LSEG

    Hi,

    First, there is a limit of 50.000 rows with the size of the result.

    Then according to the interval, there is a second limit within start_date.
    To check this limit, you just have to set only end_date (and not start_date).

    Example:

    >ek.get_timeseries(["MSFT.O"],
    fields='CLOSE',
    end_date="2020-01-17 17:28:00",
    interval='minute')
    >MSFT.O CLOSE
    Date
    2019-12-17 17:26:00  155.1830
    2019-12-17 17:27:00 155.1950
    2019-12-17 17:28:00 155.2100
    2019-12-17 17:29:00 155.2199
    2019-12-17 17:30:00 155.2150
    ... ...
    2020-01-17 17:24:00 165.9938
    2020-01-17 17:25:00 165.9599
    2020-01-17 17:26:00 166.0050
    2020-01-17 17:27:00 166.0800
    2020-01-17 17:28:00 166.1040

    [15484 rows x 1 columns]

    => Limit is 2019-12-17 17:26:00

  • Hello @iwasaki

    Please refer to Eikon Data API Usage and Limits Guideline which describes the limits imposed by the Eikon Data API.