Instrument field value is not pulling into eikon python api for certain rics

Instrument field value is not pulling into eikon python api on time series for certain rics.
For example ric ' O-KRINV-P ' , I see within eikon the historic time series values under Field name TOT_VOLUME and within eikon i see the timeseries history but this request on the python api only pulls N/As. I've tried several field names that are populated in eikon ('PRICE', 'LAST', 'HST_CLOSE', etc) but all return N/As, the ric seems to be set up in timeseries as the dataframe returns the correct dates of the data but not the outputs. I've look in eikon quote at display all fields and tried all relevent there.
Any assitance would be appreciated.
e.g.:
df = ek.get_timeseries(['O-KRINV-P'], ['TOT_VOLUME'],start_date=2015-01-01,end_date=2021-12-31 ) display(df)
Best Answer
-
Hi @stace.manley,
You are using the API correctly. If you don't provide any fields in your request, the service will return all available fields for the specific item you are requesting. For example:
df = ek.get_timeseries(['O-KRINV-P'],start_date='2015-01-01',
end_date='2021-12-31')
dfWill return the month-end trade price as you observed, i.e. 'VALUE'.
You can also use the rdp library to retrieve historical summaries, i.e.
rdp.get_historical_price_summaries(
universe = 'O-KRINV-P',
interval = rdp.Intervals.MONTHLY,
start = '2015-01-01',
end = '2021-12-31'
)Unfortunately, this too only provides the trade price.
I would open a ticket within Refinitiv Support to determine if the historical data you are looking for using the item you provided is programmatically available.
0
Answers
-
I got Field name 'VALUE' to work but this is not supplied in the fields list for the ric
thanks0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 685 Datastream
- 1.4K DSS
- 615 Eikon COM
- 5.2K Eikon Data APIs
- 10 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 252 ETA
- 556 WebSocket API
- 38 FX Venues
- 14 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 23 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 275 Open PermID
- 44 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 22 RDMS
- 1.9K Refinitiv Data Platform
- 652 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 27 DACS Station
- 121 Open DACS
- 1.1K RFA
- 104 UPA
- 193 TREP Infrastructure
- 228 TRKD
- 917 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 90 Workspace SDK
- 11 Element Framework
- 5 Grid
- 18 World-Check Data File
- 1 Yield Book Analytics
- 46 中文论坛