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How can I get intraday data from today? Since today start of day until the time the script is run?

I would like to get intraday data until the time of the day I'm running the script.

The only way I've found so far to get intraday if by using get_timeseries function. However, that only allows me to get the intraday data from previous dates before today. In below example i get data per minute for the 29th, but not for the 30th which is today and the day for which I need the data.

The requirement would be to get data from market open (7AM) until the minute of the day in which the request is triggered (let's say 11:43AM). Is this possible? Thank you


df = ek.get_timeseries('EURAB6E1Y=', ['CLOSE'], interval="minute", start_date='2023-03-29',end_date='2023-03-30')
pythonpython apiswaps
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Hi @f.janeiro

Have you tried with timestamps? E.g. in CodeBook:


import refinitiv.dataplatform.eikon as ek
ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY')
df = ek.get_timeseries('EURAB6E1Y=', ['CLOSE'], interval="minute", start_date='2023-03-29T09:00:00',end_date='2023-03-30T13:00:00')


`end_date` here could be `datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S')`

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@jonathan.legrand

Many thanks. That works very well.

Is it possible to give the time stamps as an attribute so that a longer time series request (example for the last week) excludes data from 19h PM to 7h AM?

Thank you again.

Best

Filipe

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Hi @f.janeiro, There is no way to do that in one call, you'd have to do two separate calls or remove the data that is not of interest in the dataframe.

Understood. Thank you.
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Hi @f.janeiro

Just following on @jonathan.legrand answer above, if your requirement is to get the intraday data at the moment the call is made, I believe you don't need to specify the end_date. Something like this should be good:

ek.get_timeseries('EURAB6E1Y=', ['CLOSE'], 
                  interval="minute", 
                  start_date='2023-03-29T09:00:00')
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