Pulling timeseries for a set of RICs do not give the expected output

@Chrisma Joy.Salut

Refer to this discussion thread, for the interday timeseries interval, it is limited to 3K rows for a single request.

From the raw output, the first returned data point for JP3MT=RR is '2013-05-27' while the first returned data point for JP6MT=RR is '2013-06-05'. For this reason, when the data was displayed on the dataframe, you see the NaN value for JP6MT=RR between '2013-05-27' and '2013-06-04'.

To avoid this issue, you need to specify end_date. The range could be 3-4 years for 2 RICs.

bills=['JP3MT=RR','JP6MT=RR'] 
df = ek.get_timeseries(bills, fields='CLOSE', start_date='1994-06-01', end_date='1998-12-31',interval='daily')

@jefferson.low

This is the output:

@jefferson.low

Yes, it is possible to write a loop to full all data points from 1994-06-01. However, it is unable to get the exact 3000 rows for each request. The code looks like:

import eikon as ek 
import pandas as pd 
import datetime 

bills=['JP3MT=RR','JP6MT=RR'] 
dfList = [] 
startDate = datetime.datetime(1994, 6, 1) 
while startDate < datetime.datetime.now(): 
   endDate = startDate + datetime.timedelta(days=1500) 
   df = ek.get_timeseries(bills, fields='CLOSE', start_date=startDate, end_date=endDate,interval='daily') 
   dfList.append(df) 
   startDate = endDate + datetime.timedelta(days=1) 

result = pd.concat(dfList) 
result