Timezone difference between ek.get_timeseries and rd.get_history

Eric Shaun
Eric Shaun LSEG
in Eikon Data APIs

Hi Team. I understand ek.get_timeseries method on Eikon CodeBook/API always return timestamp in GMT/UTC(based on https://community.developers.refinitiv.com/questions/72784/eikon-data-api-time-series-timezone.html) but how come rd.get_history is returning GMT-1

Here is the sample formula:

For ek

df = ek.get_timeseries('AAPL.OQ',

start_date='2023-11-03', end_date='2023-11-07',

interval='hour')


df


For rd

import refinitiv.data as rd

rd.open_session()

rd.get_history(

universe=["AAPL.OQ"],start="2023-11-03",end="2023-11-07",

fields=["TRDPRC_1"],

interval="60min",)


Here is the out

timezone-difference-between-ek-and-rd.png

Tagged:

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @Eric Shaun

    It could relate to the summaryTimestampLabel parameter.

    response1 = historical_pricing.summaries.Definition(
        "AAPL.OQ", 
        interval=Intervals.HOURLY,    
        start = '2023-11-03', 
        end = '2023-11-07',
        fields=["TRDPRC_1"],    
        extended_params={"summaryTimestampLabel":"endPeriod"}
    ).get_data()
    response1.data.df

    To set this parameter, you need to use the historical_pricing in the content layer.

    The output is:

    1701143834685.png


Answers

  • nick.zincone
    nick.zincone admin

    Hi @Eric Shaun

    As far as I can tell, the Historical Pricing service, which is what the get_history() is based on, uses GMT when requesting and reporting results. I can clearly see the 1-hour difference you have observed but it's unclear if the get_timeseries() could be off.

    I've reached out to the dev team to confirm and will report once I hear back.

Categories