get_timeseries throws if cannot get info for 1 ticker

igorg
igorg Advocate
in Eikon Data APIs 
{'fields': 'VOLUME;OPEN;CLOSE;HIGH;LOW', 'startDate': '2018-11-30T00:00:00', 'endDate': '2018-11-30T00:00:01', 'interval': 'daily', 'instruments': ['1ENYM9', '1ENYU9', '1ENYZ8', '1ENYZ9']}

The function throws with the exception:

"Empty data passed with indices specified."

This comes from panda. It seems a check for empty data is missing in eikon module.

The problem is only 1 symbol (1ENYZ9) from the instrument list has no data. So if I pass 200 instruments to the function, I receive 0 results.

This looks like a bug. Could you confirm this?

Thanks,

Igor

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @igorg

    Yes, it throws an exception. It is a bug because If I set raw_output to True, it properly returns valid JSON data.

    df = ek.get_timeseries(rics=['1ENYM9', '1ENYU9', '1ENYZ8', '1ENYZ9'], 
                           start_date='2018-11-30T00:00:00', 
                           end_date='2018-11-30T00:00:01', 
                           interval="daily", 
                           raw_output=True)
    df

    image

    However, the Python library is unable to parse this data.

    The workaround is setting raw_output to True to retrieve the raw JSON data instead of DataFrame.

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