Migration of Eikon get_timeseries "tick" interval calls to rd.get_history

dgarrard
dgarrard Explorer
in Refinitiv Data Platform Libraries

When requesting get_timeseries from Eikon Python API with interval ‘tick’, it would return Date,VALUE,VOLUME data:

Date,VALUE,VOLUME

2024-06-27 13:30:00.135,135.79,200

2024-06-27 13:30:00.357,135.86,14


I would call it like this:


while (rows == 50000): #and (df.index[0] >= start_date_time_obj ) :

dfloop = ek.get_timeseries([Symbol_T], start_date = ek_Start_T, end_date = str(df.index[0]), interval = Interval_T)

shape = dfloop.shape

rows = shape[0]

df = pd.concat([dfloop,df], axis=0)


What are the field names to call using Workspace’s rd.get_history?

Is the 50,000 limit still applicable?

Is there a code sample somewhere I can refer to?


Thank you

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Best Answer

  • raksina.samasiri
    raksina.samasiri admin
    Answer ✓

    Hi @dgarrard ,

    Regarding the related article, Upgrade from using Eikon Data API to the Data library,

    For RD library rd.get_history, fields parameter are not required, all available historical fields of instrument will be returned in the result if no field is specified. While the ek.get_timeseries retrieves data only from the default view and map them to OPEN, HIGH, LOW, and CLOSE fields.

    However, the field names to be used in Workspace will be suggested to you by the Content team via ticket number 13696720 that was raised on behalf of you and the support team is going to contact you soon to assist with this.

    About the limit, for RD library Desktop session, it was also mentioned in the same article that

    Usage and Limits Guideline

    If you are connecting using a desktop session to Eikon or Workspace via RD Library - the same limit as Eikon Data API applies - as the RD Library is mimicking the Eikon API and still sourcing its data from Eikon. We will keep you posted in case there is any update on this.

    Hope this help and please let me know in case you have any further questions

Answers

  • dgarrard
    dgarrard Explorer

    Following up on this Question, I have discovered, with the support team help, that whereas the Interval in Eikon was 'tick' to get the data we wanted, in Workspace I must use "tas" to get the Time and Sales data. The following fields worked to give me individual trade price and quantity data:

    df = rd.get_history(universe = "MSFT.O", start = "2023-12-20", end = "2023-12-21", fields=["TRDPRC_1","TRDVOL_1"], interval = "tas")

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