Strange output of get_timeseries on FX Spot data

sumit
Explorer
I have this bit of code..
With this I see a very sparse dataset (see attached pic). Some obeservations....
1. FX is almost a 24x6 - so I was hoping to get more dense dataset
2. For JPY- I don't get any data till 23:00
3. For GBP= I dont get data till 22:00 (London market starts at 9:00 GMT)
I believe my Eikon settings are set to UTC.
Any idea where I might be going wrong?
tick_data = ek.get_timeseries(
['EUR=', 'GBP=', 'AUD=', 'NZD=', 'CAD=', 'JPY='],
fields=['BID', 'ASK'],
start_date='2022-08-04T00:00:00',
end_date='2022-08-04T23:59:59',
interval='taq'
)
tick_data = tick_data.resample('1s').mean().dropna(how='all')
Tagged:
0
Best Answer
-
Sorry about the issue that you are facing.
The request may breach the limitations of Eikon Data API.
get_timeseries: The current limit value (10-Oct-2019) is 3,000 data points (rows) for interday intervals and 50,000 data points for intraday intervals. This limit applies to the whole request, whatever the number of requested instrument.
I requested for one RIC and I can get the data properly.
I hope that this information is of help
0
Answers
-
What python packages do i need to get these data on my jupyter notebook ?
0 -
It is Eikon Data API. It retrieves data through Eikon or Refinitiv Workspace running on the same machine. For more information, please refer to the Eikon Data API Overview page.0
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