bug in get_timeseries?

Hi,

If I run the following command in python:

dic = ek.get_timeseries(["CFI2Zc1",  # Carbon
"LCOc1"
],
start_date=datetime.datetime(2008, 1, 1),
end_date=datetime.datetime(2016, 12, 31),
interval='daily',
fields=['CLOSE'])

I don't get a dataframe that starts from 2008, but 2010 instead. The more RIC codes I add, the less the history goes back. Is this behaviour normal? I only seem to get the correct dates when only using a single RIC code.

Best Answer

  • Denis Dollfus
    Answer ✓

    Hi @tsando , I confirm the problem. The maximum number of points for inter-day data is currently 3000, unfortunately to be divided by number of instruments. So with 10 instrument the maximum becomes 300 points.

    This behavior being error-prone, I'll raise this issue to time series service.

    Thanks for your feedback.

Answers