Eikon Scripting API: issues with timeseries

@Joris.Hoendervangers

I guess that the date is ignored, because you are hitting the limit. Here is a handy function to check if your are okay:

from datetime import date
from numpy import busday_count

def number_of_points(instruments, start_date, end_date=0):
    days = busday_count(start_date, date.today() if end_date==0 else end_date)
    return len(instruments)*days

Based on your request, the number of points is 11583 instead of the 3000 limit, as the number of instruments on your market list is 33.

@ Zhenya Kovalyov

@Joris.Hoendervangers

Could you help explain the means for 3000 points limitation.

Is it means that we can't get data more than 3000 at one time ?

If store data to excel, it's limit to get 3000 cell data at a time?

This is a very unfortunate limit of the timeseries Web service behind Eikon Data API. RHistory function of Eikon Excel or Eikon .NET API use different Web service to retrieve timeseries, which is not subject to this limit. The most unfortunate part is that the limit is shared between RICs in the same request. Hopefully one day the limits will be improved. Until then you can execute get_timeseries requests for one RIC at a time, although in this case you'll be subject to another limit: the throttle allowing the requests to be sent with a max frequency of 3 requests per second.

@Alex Putkov.1 Is this 3000 limit going to remain when the API is out of beta?