why can't we get fx rate value in Sun/Sat by function ’ek.get_timeseries()‘

joneliu
joneliu Newcomer
in Eikon Data APIs

when we get fx rate historical data by eikon api, we find Data in Sat/Sun is not existed 

df = ek.get_timeseries(code,
                               # fields=["OPEN", "CLOSE"],
                               start_date=startDate,
                               end_date=endDate,
                               interval='daily',
                               calendar=None,
                               corax=None,
                               normalize=False,
                               raw_output=True)
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  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @joneliu

    Thank you for reaching out to us.

    I used the RHistory function in Eikon Excel to get the historical data of JPY=. The returned data also doesn't have weekends data.

    =@RHistory("JPY=",".Close;.Open;.High;.Low;.Timestamp","INTERVAL:1D",,"TSREPEAT:NO CH:Fd",F5)

    1690776778907.png

    Typically, the data from the get_timeseries function is similar to the data in Eikon Excel.

    Moreover, the Eikon chart also doesn't show the Sat/Sun data.

    1690777408046.png

    Please direclty contact the Eikon support team via MyRefinitiv to verify if this is an expected behavior.


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