API KEY GENERATOR 410 Gone & INTRADAY DATA best retrieval method

marshall_library

1. When I try to use the API KEY GENERATOR, I get HTTP error: 410 Gone message. How can I use API in this case?
2. My main goal is to pull all members of sp500 index's historical one-minute price data from Eikon. Is API the best way to achieve this? or is there a better way?
Thanks!

jason.ramchandani01

@marshall_library I have reported this App Key Generator issue as I experienced it myself earlier Case: 10057695. I will report back the findings.

Regarding getting intraday one minute bars for S&P500 constituents is relatively straightforward - to get the closes:

First- get the constituents:

import refinitiv.dataplatform.eikon as ek
import refinitiv.dataplatform as rdp
import datetime
from datetime import timedelta

ek.set_app_key('YOUR APP KEY HERE')
rdp.open_desktop_session('YOUR APP KEY HERE')

ricList, err = ek.get_data('0#.SPX','CF_NAME')
ricList

then I would use our Historical Pricing service from our RDP APIs to get the timeseries data - you will need to use a loop here as this API only does one RIC at a time:

instruments = ricList['Instrument'].astype(str).values.tolist()
now = datetime.datetime.now() + datetime.timedelta(days=-4)
data1 = pd.DataFrame()
for i in instruments:
    try:
        df1 = rdp.get_historical_price_summaries(universe = i,
                                   interval = rdp.Intervals.ONE_MINUTE, 
                                   start=now + datetime.timedelta(minutes=-500),
                                   end=now,              
                                   fields = ['TRDPRC_1'])
        df1.rename(columns = {'TRDPRC_1': i}, inplace = True)
        if len(data1):
            data1 = pd.concat([data1, df1], axis=1)
        else:
            data1 = df1
    except:
        pass
data1