Why do ek.get_timeseries intraday data start at 13:31:00 for Canadian equities?

tta

Hi,

I recently tried downloading intraday data using eikon.get_timeseries for some Canadian equities. However, the data returned by eikon appear to start at 1.30 pm instead of 9.30 am or earlier.

Here is my code:

xiu = ek.get_timeseries('XIU.TO', start_date='2020-05-18T00:00:00', end_date='2020-05-25T23:59:59', interval='minute')

xiu_to_min.head(100)

XIU.TOHIGHLOWOPENCLOSECOUNTVOLUMEDate





2020-05-19 13:31:0022.9422.9122.9322.91140.0141300.02020-05-19 13:32:0022.9222.8922.9222.8920.011400.02020-05-19 13:33:0022.9022.8722.8922.8823.063800.02020-05-19 13:34:0022.8822.8522.8822.8821.051800.02020-05-19 13:35:0022.8822.8322.8722.8330.040600.0.....................2020-05-19 15:07:0022.7422.7322.7422.7412.03400.02020-05-19 15:08:0022.7522.7522.7522.751.0600.02020-05-19 15:09:0022.7522.7522.7522.751.0500.02020-05-19 15:10:0022.7522.7422.7522.7413.03200.02020-05-19 15:11:0022.7422.7422.7422.743.0300.0

100 rows × 6 columns

For comparison, I tried the same query for the US's SPY. The data for the US start as expected at around 08:01:00 every day:

SPYHIGHLOWOPENCLOSECOUNTVOLUMEDate





2020-06-01 08:01:00305.40305.00305.00305.319.0666.02020-06-01 08:02:00305.30305.22305.26305.2812.03695.02020-06-01 08:03:00305.30305.02305.30305.0330.07368.02020-06-01 08:04:00305.11305.04305.04305.1118.03943.02020-06-01 08:05:00305.15305.10305.10305.147.0895.0

So I'm wondering if something unusual with eikon's intraday data for Canadian equities?

Thanks,

TTH

Alex Putkov.1

The timestamps returned by get_timeseries method are in GMT. In summer time 1:30pm GMT is 9:30am EDT, which is the market open for US and Canadian exchanges. For US stocks and ETFs get_timeseries also returns pre-market data. Pre-market trading in the US starts at 4am EDT (8am GMT).