How can I get intraday data from today? Since today start of day until the time the script is run?

f.janeiro
f.janeiro Explorer
in Eikon Data APIs

I would like to get intraday data until the time of the day I'm running the script.

The only way I've found so far to get intraday if by using get_timeseries function. However, that only allows me to get the intraday data from previous dates before today. In below example i get data per minute for the 29th, but not for the 30th which is today and the day for which I need the data.

The requirement would be to get data from market open (7AM) until the minute of the day in which the request is triggered (let's say 11:43AM). Is this possible? Thank you


df = ek.get_timeseries('EURAB6E1Y=', ['CLOSE'], interval="minute", start_date='2023-03-29',end_date='2023-03-30')
Tagged:

Best Answer

  • [Deleted User]
    [Deleted User] Newcomer
    Answer ✓

    Hi @f.janeiro

    Have you tried with timestamps? E.g. in CodeBook:


    import refinitiv.dataplatform.eikon as ek
    ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY')
    df = ek.get_timeseries('EURAB6E1Y=', ['CLOSE'], interval="minute", start_date='2023-03-29T09:00:00',end_date='2023-03-30T13:00:00')


    `end_date` here could be `datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S')`

Answers

Categories