Is there an interval type 30 minutes for python api?

Hi,

If you wonder if get_timeseries function accepts other interval type than 'tick', 'daily', ... , the response is no.

Thanks ,after i get data via

df1=ek.get_timeseries(s1,fields=["Open","High","Low","Close","Volume"],
start_date = "2017-11-13T01:00:00",end_date = "2017-11-13T07:04:05",interval='minute')

Do u have any high effect ways to handle this data into 5mins bar?

There's nothing from Thomson Reuters that would facilitate this operation, since Python has very rich capabilities for all kinds of data transformation, summarization and statistical analysis.

I don't think u got the right data for 5 min

for every 5 min data, it should be calculated by the following function

def ohlcsum(df):
    df = df.sort()
    return {
       'Open': df['Open'][0],
       'High': df['High'].max(),
       'Low': df['Low'].min(),
       'Close': df['Close'][-1],
       'Volume': df['Volume'].sum()
      }

Well, your use case is borderline outside what a market data terminal can handle. If indeed you're looking to construct 5 min bars in real-time, i.e. form the continuation of the bars live from the real-time data stream, then you definitely cannot do this using hosted (aka Internet delivered) Eikon, as your concurrent real-time data subscriptions are limited to 2.5K RICs.

Using Eikon your only option would be to poll the timeseries service every 5 minutes for a new 5 min bar if you use .NET API or for 5 new one minute bars if you use Python API. This won't give you the updated 5 min bar in real-time, there certainly will be some delay. How well this will work for 3K RICs if you do it continuously every 5 minutes? There's only one way to find out, but my guess is probably not fully reliably. You should be prepared that some requests will fail and you might need to resubmit, which would result in further delay in obtaining the new bar.