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carsten.gilje avatar image
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Refinitiv Eikon API in R - Issues with extracting paneldata/time series

I am using the Refinitiv Eikon API in R, using this https://github.com/ahmedmohamedali/eikonapir. I am trying to extract values for each month the last 10 years with 30 or so different variables defined. However, the code does not run when trying to loop over several time periods.

I am using the get_data function, as I understand that get_timeseries only allows for some predefined fields. However, only 1 date is allowed to be defined. This is the working code:


regression_data <- get_data(list("XOM,CVX,OXY,COP,PXD,SU.TO,EOG"),

information,

list('SDate'='2012-01-31')

)

Where "information" is a predefined list of variables. I want, however, to extract the data over multiple dates. When I have tried to do this, the code won't run. I know this should be doable, as just changing the date also provides an answer, however, it would be very time-consuming. Happy for any help.

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1 Answer

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raksina.samasiri avatar image
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Hi @carsten.gilje ,

Please be informed that the Eikon R is not an official Refinitiv product, you can submit the issue to the Eikon R development via the GitHub issue page directly.

However, have you tried setting the 'EDate' (End date) along with 'SDate' (Start date)? Does it help?

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