python eikon API - is there a parameter value for Edate which will get "all" the available history?

lgreen

I have the following code:

df=ek.get_data('4295905573',['TR.PriceClose.Date', 'TR.PriceClose'], {'SDate':0, 'EDate':-365})

Is there a way to get "all" the available history, instead of setting it at a specific number of days?

Similarly, if I want to only get up to the last day of data for a company, is there an SDate value that will start on the "last" avaialble date automatically? If I set SDate to 0, and the EDate to say -5000, for a company that delisted say 1 year ago, it fills the whole 5000 reefcords with the last available value forward filled to "today"

m.bunkowski

@lgreen, you can try this workaround to get the timeseries from the first trading date:

dftemp,err=ek.get_data('4295905573','TR.FirstTradeDate')
start = dftemp['First Trade Date'][0]
df,err=ek.get_data('4295905573',['TR.PriceClose.Date', 'TR.PriceClose'], {'SDate':0, 'EDate':start})
df

chavalit-jintamalit

Hi @lgreen

There is no parameter to get "all" the available history.

For delisted company, you can get 'TR.RetireDate' and use it as the end date parameter.

Please also review API limitation at https://developers.refinitiv.com/en/api-catalog/eikon/eikon-data-api/documentation

lgreen

https://community.developers.refinitiv.com/discussion/comment/70115#Comment_70115

m.bunkowski

Dec 3, 2020

@lgreen, you can try this workaround to get the timeseries from the first trading date:

dftemp,err=ek.get_data('4295905573','TR.FirstTradeDate')
start = dftemp['First Trade Date'][0]
df,err=ek.get_data('4295905573',['TR.PriceClose.Date', 'TR.PriceClose'], {'SDate':0, 'EDate':start})
df

would that go for the last trade date also? for companies that may be delisted?

m.bunkowski

https://community.developers.refinitiv.com/discussion/comment/70116#Comment_70116

@lgreen

as suggested by @chavalit-jintamalit you can use TR.RetireDate. If the TR.FirstTradingDate is null then you may try:

ek.get_data('TRIL.L^I09','MIN(TR.PriceClose.date)',{'SDate':0, 'EDate':-9999})