Upgrade from Eikon -> Workspace. Learn about programming differences.

For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
siddharth.marya avatar image
20 ●0 ●0 ●2

Wrong Tick data using get_timeseries()

I am using the eikon python library and the get_timeseries() function

my command looks like:

ek.get_timeseries(ric_list,
                  fields=['CLOSE'],
                  start_date='2023-02-21T12:00:00',
                  interval="minute")

Here, ric_list is a list with multiplie RICs.

I get the following output:

1677166021504.png

In above for example take a look at RIC "X03F.DE". The API returns nan till around 16:00:00. However, when I look up the price in refinitiv platform itself I see the last trade price as 167,0900 at 12:03:50 in the following:

1677166208388.png


eikonpythonrefinitiv-dataplatform-eikon#contenttime-series
1677166021504.png (92.2 KiB)
1677166208388.png (148.6 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

siddharth.marya avatar image siddharth.marya
@pf, @jason.ramchandani01 any leads here?
raksina.samasiri avatar image   raksina.samasiri
Hi @siddharth.marya ,

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If so please can you click the 'Accept' text on the left side of the appropriate reply? This will guide all community members who have a similar question.

Thanks,
AHS

raksina.samasiri avatar image   raksina.samasiri

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,
AHS

2 Answers

· Write an Answer
Upvotes
Accepted
Jirapongse avatar image
78.8k ●250 ●52 ●74

@siddharth.marya

I think you need to compare the interval minute from the get_timeseries method with the Eikon Chart app with the same minute interval, not time and sales.

To get time and sales data, please try the following code.

ek.get_timeseries(['X03F.DE'],
                  #fields=['*'],
                  start_date='2023-02-21T12:00:00',
                  interval="tas",
                  raw_output=True) 

However, the output can't be converted to a data frame. I need to display it as raw output.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
raksina.samasiri avatar image
14.2k ●30 ●5 ●10

Hi @siddharth.marya ,

Could you please let us know the list of RICs or how many RICs are used in this code?

as get_timeseries has limitations, mentioned in Eikon Data API Usage and Limits Guideline. like below

get_timeseries: The current limit value (10-Oct-2019) is 3,000 data points (rows) for interday intervals and 50,000 data points for intraday intervals. This limit applies to the whole request, whatever the number of requested instrument.

Hence, if the RICs list is too big and exceeds the get_timesires limit, you should split the RICs list and send it as multiple requests.

Please let me know in case you have any further questions.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

siddharth.marya avatar image siddharth.marya
18 RICs. I understand that there might be a limit. But it is not about getting the dfata it is about getting the wrong data back. If it was a limit issue I would not be getting this data point at all but it is returning me a datapoint for this time point for other RICs and for some it gives nan and for some of these ETFs I can see the data point on the refinitiv platform itself so it is a mismatch problem

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.