No tick data returned for valid RICs in get_timeseries()

elliot.keer

I'm attempting to get tick data for multiple RICs (for EUA options). I can see certain trades have happened today, but I do not receive tick data for this from get_timeseries()

For example:
Dec21 60 call EUA option was traded today. The RIC for this is 'EFOM6000L1'

but when I run this line:

df = ek.get_timeseries('EFOM6000L1', start_date='2021-08-12', end_date='2021-08-17', interval='tick')

I receive this error message:
Error with EFOM6000L1: No data available for the requested date range

Although this code seems to work for Dec21 100 call EUA option (RIC: EFOM10000L1)

nick.zincone

@elliot.keer

I would suggest you use the get_historical_price_event() call.

rdp.get_historical_price_events(
    universe = 'EFOM6000L1',
    start = '2021-08-12',
    end = '2021-08-17')

jason.ramchandani01

@elliot.keer I cant see any volume on this today - I tried:

df = ek.get_timeseries('EFOM6000L1', start_date='2021-07-12', end_date='2021-08-16', interval='tick')
df

Then I tried :

df1, err =ek.get_data("EFOM6000L1",['TR.CLOSEPRICE.date','TR.CLOSEPRICE','TR.ACCUMULATEDVOLUME','TR.BLOCKTRADEVOLUME','TR.SETTLEMENTPRICE'],{'SDate':'2021-07-16','EDate':'2021-08-16'})

df1

and finally I check the quote:

I cannot see any volume today in this instrument. Where do you see volume?

elliot.keer

https://community.developers.refinitiv.com/discussion/comment/82654#Comment_82654

Thank you that does the trick - appreciate it.

Is it possible to use rdp.get_historical_price_events() with multiple RICs ? I'm having a little trouble getting tick data for multiple RICs. Or is there another solution ?

nick.zincone

https://community.developers.refinitiv.com/discussion/comment/82657#Comment_82657

Hi @elliot.keer

Glad it was helpful. At this time, the get_historical_price_events() only provides a single item within the request. You will need to apply your own loop to retrieve multiple RICs.