What's the limit on the maximum tick history one can retrieve using the python API? For hourly I get a maximum of 2 years. If we have a tick history account, can we use that to get more historical data?
From my test, I could get the maximum of 1 year for hourly data.
>>> req = ek.get_timeseries(["TRI.N"], start_date="2015-04-17T00:00:00", end_date="2015-07-10T00:00:00", interval="hour")>>> req{'TRI.N': HIGH LOW OPEN CLOSE COUNT VOLUME2015-05-18 15:00:00 40.98 40.910 40.920 40.93 29.0 3824.02015-05-18 16:00:00 41.04 40.930 40.930 40.97 93.0 14875.02015-05-18 17:00:00 40.99 40.810 40.970 40.82 64.0 9838.02015-05-18 18:00:00 40.87 40.780 40.830 40.86 46.0 7757.02015-05-18 19:00:00 40.86 40.800 40.860 40.81 46.0 9816.02015-05-18 20:00:00 40.87 40.805 40.805 40.81 87.0 27432.02015-05-18 21:00:00 40.82 40.820 40.820 40.82 1.0 27534.0
It is similar to Eikon Chart which limits the range of hourly data to 1 year.
However, you could get hourly data more than one year when using Thomson Reuters Tick History (TRTH). The following is the result from TRTH.
Can you please explain what is TRTH? Thanks.
TRTH is the acronym for Thomson Reuters Tick History, a separate product which allows retrieving historical pricing data since 1996. For more info click here.
Thomson Reuters Tick History (TRTH) is a web service for accessing historical data.
