timeseries missing data

francesco.delaidelli
francesco.delaidelli Newcomer
in Eikon Data APIs

Hi am using the below query to get Germany Govies yields over last 5y, but the df resulted miss most of the data (does contain only 2023 and 2022 data):


1689857651065.png

ek.set_app_key(App_Key)

RIC = ['DE3MT=RR','DE1YT=RR','DE2YT=RR','DE3YT=RR','DE4YT=RR','DE5YT=RR','DE7YT=RR','DE10YT=RR','DE15YT=RR','DE20YT=RR','DE30YT=RR']

start_date = '2018-07-14'

timeseries = ek.get_timeseries(RIC, 'CLOSE', interval='daily', start_date=start_date)

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Best Answer

  • wasin.w
    wasin.w admin
    Answer ✓

    Hello @francesco.delaidelli

    Thank you for contacting us. Based on the Eikon Data API Usage and Limits Guideline document, the intraday data limitation is 3,000 data points

    Your daily query has 272 entries x 11 = 2992 data points.

    eikon-dialy.png


    If I adjust interval to be 'weekly', the ek.get_timeseries returns 5 years data as follows

    RIC = ['DE3MT=RR','DE1YT=RR','DE2YT=RR','DE3YT=RR','DE4YT=RR','DE5YT=RR','DE7YT=RR','DE10YT=RR','DE15YT=RR','DE20YT=RR','DE30YT=RR']
    start_date = '2018-07-14'

    timeseries = ek.get_timeseries(RIC, 'CLOSE', interval='weekly', start_date=start_date)
    timeseries

    Result:

    eikon-weekly.png

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