Why is get_timeseries using Eikon API not pulling the full price history?

gthompson6

Hi, when pulling a time series for the FTSE 250 consituents. I am not getting a full price history. Any ideas would be greatly appreciated as the request seems comfortably below the limit. Thanks.

constituents = ek.get_data('.FTMC', ['TR.IndexConstituentRIC' , 'TR.IndexConstituentName'], {'SDate':'2019-01-01'})[0]

rics = constituents['Constituent RIC']

df = ek.get_timeseries(list(rics), fields='CLOSE', start_date='2016-03-12', end_date='2019-03-12', corax='adjusted',calendar='tradingdays')

df.shape

the result is (12, 250)

Whereas there were 758 trading days in the period requested

ek.get_timeseries('.FTMC', fields='CLOSE', start_date='2016-03-12', end_date='2019-03-12', corax='adjusted',calendar='tradingdays').shape

the result is (758,1)

chavalit-jintamalit

Hi @gthompson6

Please refer to the API limitation document at https://developers.refinitiv.com/eikon-apis/eikon-data-api/docs?content=49692&type=documentation_item

Yes, the interday timeseries is limited to 3000 records per API call.

You should break down your 'rics' list into a smaller list per request, or you can reduce the period.

Please do note that there is also a limitation of 5 API calls per second and 5GB amount of data per day.

gthompson6

Actually, I've noticed 12 * 250 = 3000. So it is the API request limit?