The open price obtained using eikon.get_timeseries with a time resolution of "daily" and the open...

granthaskins1

... price obtained using a time resolution of "minute" at 9:30:00 EST are very different. Please advise.

Alex Putkov.1

There are 3 issues here

1. The timestamps are in GMT

get_timeseries method interprets the times in start_date and end_date values as GMT. The returned timestamps are also in GMT. For your request you need to use start_date='2021-07-09T13:30:00', end_date='2021-07-09T20:00:00'

2. Summarized timeseries in Eikon are timestamped with the end of the time interval, not the with the beginning. The time interval between 9:30 and 9:31 is labeled "9:31", not "9:30". So, the 1 minute open that corresponds to the daily open for US stocks is the open of "9:31" interval. And since the timestamps are in GMT, for TSLA.O on 2021-07-09 it is actually "13:31".

3. To have the 1 minute open at 13:31 GMT match the daily open you also need to include calendar='tradingdays' parameter.

Try the following

df = ek.get_timeseries('TSLA.O', 
                       start_date='2021-07-09T13:30:00',
                       end_date='2021-07-09T20:00:00', 
                       interval='minute', 
                       calendar='tradingdays')
df.loc['2021-07-09 13:31:00']