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Hi all, I am trying to retrieve some data but when I try to extend the time series (from 2019 to 2020 or more), I am loosing the data for some series... Do you know why? how to fix this issue? Ideally I would like to retrieve data up to today.
Clémence
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Thanks,
AHS
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Thanks,
AHS
@ClemenceD Thanks for your question - so this is because you are probably coming up against some API Limits detailed here. In your case you have probably reached this limit of 3000 data rows per call :
So you could just loop for each RIC yourself then concatenate - this code does this with some error handling:
import time
instruments = ['CAD=','US2YT=RR','CA2YT=RR']
s = '2012-01-06'
e = '2023-03-01'
inv = 'daily'
data1 = pd.DataFrame()
for i in instruments:
succeed = False
while succeed == False:
try:
df1 = ek.get_timeseries(i, # RICs
fields=['CLOSE'], # fields to be retrieved
start_date=s, # start time
end_date=e, # end time
interval=inv)
df1.rename(columns = {'CLOSE': i}, inplace = True)
if len(data1):
data1 = pd.concat([data1, df1], axis=1)
else:
data1 = df1
succeed = True
except:
time.sleep(0.1)
else:
break
else:
var = "p"
data1
I hope this can help.
Very useful, thank you! What if we need would like to extend the time series over 3000 observations to get earlier data, say from 2000, for all series?
Many thanks
Clémence
