Error occurred in price extraction from Eikon API, it is throwing Interval not supported error fo...

subarini
subarini Newcomer
in Eikon Data APIs

...r specific RIC codes.

Below is the list of RIC codes for which we are getting interval not supported error:

AR-BNKR-PU, OL-ETNEA-PU, AR-STKR-PU, OL-PRKR-PU

This was working fine until last week. Please help us resolve this.

start_date is 2020-01-01

end_date is 2021-06-01

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Best Answer

  • jason.ramchandani01
    jason.ramchandani01 admin
    Answer ✓

    @subarini this is working fine for me - these are weekly data RICs so need to have a weekly interval API call:

    df = ek.get_timeseries('AR-BNKR-PU',start_date='2020-01-01',end_date='2021-06-01',interval='weekly')
    df

    image

    What code are you trying and what is the error message. Please try restarting your Eikon and presenting the above query. I hope this can help.

Answers

  • subarini
    subarini Newcomer

    Hi,

    Thank you for quick response. We are using the following query:

    ek.get_timeseries('AR-BNKR-PU',fields = ['CLOSE'], interval='daily', start_date='2020-01-01', end_date='2021-06-01', calendar="tradingdays")


    Error message - Error with AR-BNKR-PU: Interval is not supported

    We have been using the same query from last 2 years and never faced this error before.

  • jason.ramchandani01
    jason.ramchandani01 admin

    @subarini which library version are you using? I don't believe the behaviour has changed recently but I will check the dev team. My understanding is that if you request daily you will only receive daily - hence the need to explicitly set weekly or monthly or quarterly for EIA or lower frequency economic data. Are you saying the service returned weekly datapoints for some series and daily datapoints for others in the same query? I doubt this was ever the case. You will need to break your query into appropriate frequencies. This is the error message I receive if I try to request a weekly only and daily RIC:

    image

    This is as I would expect it.

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @subarini

    The code works now but it returns the weekly data. Could you please confirm it?

    1626671893208.png


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