Code to get timeseries data

Pattu

Hi, what is the code to get rolling history for an equity ric. I want 30 days history for MSFT.O. I copied and pasted the below code from the Eikon API document, but it is not working.

req = ek.get_timeseries(["MSFT.O"], start_date = get_date_from_today(150), end_date = get_date_from_today(100), interval="daily")

chavalit-jintamalit

Hi @Pattu

You can try this code:

Pattu

https://community.developers.refinitiv.com/discussion/comment/75932#Comment_75932

Thanks. But getting this error message

---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
<ipython-input-21-801a780b8b4c> in <module>
----> 1 req = ek.get_timeseries(["MSFT.O"],start_date = get_date_from_today(150), end_date = get_date_from_today(100), interval="daily")

<ipython-input-20-a9c30f6f9d8a> in get_date_from_today(offset)
      1 from datetime import date, timedelta
      2 def get_date_from_today(offset):
----> 3     return (datetime.today()- timedelta(days=offset))

AttributeError: module 'datetime' has no attribute 'today'

chavalit-jintamalit

https://community.developers.refinitiv.com/discussion/comment/75933#Comment_75933

sorry, it should be import datetime(not date)

Pattu

https://community.developers.refinitiv.com/discussion/comment/75935#Comment_75935

Thanks a lot! It works now. But i need 30 days of history, when i put start_date = get_date_from_today(30) and end_date = get_date_from_today(0), it takes 30 calendar days and gives just 21 days history. What i need is 30 days of working days history. Is it possible to get it.

chavalit-jintamalit

https://community.developers.refinitiv.com/discussion/comment/75936#Comment_75936

Hi @Pattu

ek.get_timeseries() accepts start_date and end_date as calendar date.

You need to calculate how many calendar days are equal to 30 working days.

Or, just as example, you can retrieve a bit longer period, say 50 calendar days?, then use df.tail(30) to get the last 30 records from the result dataframe.

All of this is up to your logic and you can implement them in your Python code.