get_data not working for historical data for RIC = 'ECBDF=ECBF'

maria.vieira
LSEG
Can someone please help me in fixing the code below to get historical data for RIC = 'ECBDF=ECBF'
df1, err = ek.get_data(instruments = ['ECBDF=ECBF'], fields = ['VALUE_DT1','PRIMACT_1'], parameters = {'SDate':'2022-01-01', 'EDate': str(datetime.date.today())[:10], 'FRQ': 'D'})
I also tried get_timeseries, as shown below, without success.
df1, err = ek.get_timeseries(['ECBDF=ECBF'], ['VALUE_DT1','PRIMACT_1'], start_date = "2022-01-01", end_date = "2022-05-04", interval = "daily" )
I would be happy if either get_data or get_timeseries works.
Thanks.
Tagged:
0
Best Answer
-
The 'VALUE_DT1' and 'PRIMACT_1' fields are in the Real-Time category so they don't support historical data. You need to use other fields, such as TR.ClosePrice.
df1, err = ek.get_data(instruments = ['ECBDF=ECBF'],
fields = ['TR.ClosePrice','TR.ClosePrice.Date'],
parameters = {'SDate':'2022-01-01', 'EDate': str(datetime.date.today())[:10], 'FRQ': 'D'})The output is:
The get_timeseries method only supports the following fields ('TIMESTAMP', 'VALUE', 'VOLUME', 'HIGH', 'LOW', 'OPEN', 'CLOSE', 'COUNT'). Therefore, you can use the following code to get the daily close prices.
df2 = ek.get_timeseries(['ECBDF=ECBF'], start_date = "2022-01-01", end_date = "2022-05-04", interval = "daily" )
The output is:
0
Answers
-
0
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