eikon `get_timeseries` and lseg.data `get_history` return different results

Minho_lee_9228 · March 27

I'm currently in the process of updating my Python code to switch from the Eikon API to the LSEG Data Library.

I've encountered an issue where the dates returned by eikon.get_timeseries and ld.get_history are different, even though the same arguments are used.

The first screenshot below shows the result for ".DJI" using the LSEG Data Library, and the second screenshot shows the result using the Eikon API.

As you can see from the index, the LSEG data starts from 2025-03-13, while the Eikon data starts from 2025-03-12.

Also, as shown in the code, all the arguments used for both functions are exactly the same.

I'm not sure why the resulting dates are different, and I would appreciate it if you could explain this discrepancy.

Thank you in advance.

Jirapongse · March 27

@Minho_lee_9228

Thank you for reaching out to us.

I could replicate this issue.

It may relate to the date format used by the LSEG Data Library for Python when requesting daily historical data.

The library uses this date format (2025-03-12T00:00:00.000000000Z) when requesting the data.

However, the document states that the date format of the Interday-summaries data should be YYYY-MM-DD.

I will contact the product team to verify this issue.

Minho_lee_9228 · March 27

https://community.developers.refinitiv.com/discussion/comment/124868#Comment_124868

Thank you so much for your response.
Would you mind letting me know where I can find the documentation? I've been searching for it but haven’t had any luck, so I was hoping you could help me ou

Jirapongse · March 27

https://community.developers.refinitiv.com/discussion/comment/124871#Comment_124871

@Minho_lee_9228

The document is on the API Playground. It require Data Platform credentials.

Minho_lee_9228 · March 27

https://community.developers.refinitiv.com/discussion/comment/124872#Comment_124872

Thank you!

nick.zincone · March 27

Hi @Minho_lee_9228

The historical service does have a parameter called "SummaryTimestampLabel", which will have different default behavior depending on whether it is interday vs intraday. For example here is the command you can use which will return the correct data based on the specified date range:

In this case, for your daily (interday) request, the default is 'endPeriod':

So, you will have to overwrite the default by specifying 'startPeriod'.

eikon `get_timeseries` and lseg.data `get_history` return different results

Answers

Categories

EXPLORE OUR SITES

eikon `get_timeseries` and lseg.data `get_history` return different results

Answers

Categories