Limit on tick history in python API

tsando
tsando Newcomer
in Eikon Data APIs

What's the limit on the maximum tick history one can retrieve using the python API? For hourly I get a maximum of 2 years. If we have a tick history account, can we use that to get more historical data?

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  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    From my test, I could get the maximum of 1 year for hourly data.

    >>> req = ek.get_timeseries(["TRI.N"], start_date="2015-04-17T00:00:00", end_date="2015-07-10T00:00:00", interval="hour")
    >>> req
    {'TRI.N':                       HIGH     LOW    OPEN  CLOSE  COUNT    VOLUME
    2015-05-18 15:00:00  40.98  40.910  40.920  40.93   29.0    3824.0
    2015-05-18 16:00:00  41.04  40.930  40.930  40.97   93.0   14875.0
    2015-05-18 17:00:00  40.99  40.810  40.970  40.82   64.0    9838.0
    2015-05-18 18:00:00  40.87  40.780  40.830  40.86   46.0    7757.0
    2015-05-18 19:00:00  40.86  40.800  40.860  40.81   46.0    9816.0
    2015-05-18 20:00:00  40.87  40.805  40.805  40.81   87.0   27432.0
    2015-05-18 21:00:00  40.82  40.820  40.820  40.82    1.0   27534.0

    It is similar to Eikon Chart which limits the range of hourly data to 1 year.

    image

    However, you could get hourly data more than one year when using Thomson Reuters Tick History (TRTH). The following is the result from TRTH.

    image

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