pull tick time series with multiple rics at once

renee.yao
renee.yao Explorer
in Eikon Data APIs

ek.get_timeseries( ['AAPL.O','AA'], interval='tick', start_date='2017-10-27T14:10:00', end_date='2017-10-27T16:10:00' ) has error message:

ValueError: Shape of passed values is (4, 177595), indices imply (4, 33723)

it seems that the tick time series for different rics have different length so they can not be concatenated together. But pulling 1 ric at a time is too time-consuming. Anyone knows how to do bulk request for tick?

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    From the stack, the problem happens when formatting the data frame. However, if I set normalize to True, it works. 

    ek.get_timeseries( ['AAPL.O','AA'], interval='tick', start_date='2017-10-27T14:10:00', end_date='2017-10-27T16:10:00', normalize=True )

    image

    However, if you want the data in JSON format instead of data frame, you can set raw_output to True.

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