I am trying to download a time series from 2010-12-31 with FX-rates but I only get 1 year of data. However, when I reduce the number of RIC-codes to one then I get a complete time series. Can somebody help me figure out why I cannot get a full time series?
today = datetime.now() #dagens datum
FXrics=['EURSEK=','EUR=','EURGBP=','EURDKK=','EURNOK=']
data = pd.DataFrame()
data[FXrics]=ek.get_timeseries(FXrics, # the RICs
fields='CLOSE', # close field
start_date='2010-12-31', # start date
end_date=today) # end date
newcols={'EURSEK=','EUR=','EURGBP=','EURDKK=','EURNOK='}