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
1 0 0 0

timeseries missing data

Hi am using the below query to get Germany Govies yields over last 5y, but the df resulted miss most of the data (does contain only 2023 and 2022 data):


1689857651065.png

ek.set_app_key(App_Key)

RIC = ['DE3MT=RR','DE1YT=RR','DE2YT=RR','DE3YT=RR','DE4YT=RR','DE5YT=RR','DE7YT=RR','DE10YT=RR','DE15YT=RR','DE20YT=RR','DE30YT=RR']

start_date = '2018-07-14'

timeseries = ek.get_timeseries(RIC, 'CLOSE', interval='daily', start_date=start_date)

eikon-data-api#technology#contenttimeseries
1689857651065.png (39.9 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.

@francesco.delaidelli

Hi,

Thank you for your participation in the forum.

Is the reply below satisfactory in answering your question?

If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

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

Thanks,
AHS

1 Answer

· Write an Answer
Upvotes
Accepted
24.7k 54 17 14

Hello @francesco.delaidelli

Thank you for contacting us. Based on the Eikon Data API Usage and Limits Guideline document, the intraday data limitation is 3,000 data points

Your daily query has 272 entries x 11 = 2992 data points.

eikon-dialy.png


If I adjust interval to be 'weekly', the ek.get_timeseries returns 5 years data as follows

RIC = ['DE3MT=RR','DE1YT=RR','DE2YT=RR','DE3YT=RR','DE4YT=RR','DE5YT=RR','DE7YT=RR','DE10YT=RR','DE15YT=RR','DE20YT=RR','DE30YT=RR']
start_date = '2018-07-14'

timeseries = ek.get_timeseries(RIC, 'CLOSE', interval='weekly', start_date=start_date)
timeseries

Result:

eikon-weekly.png


eikon-dialy.png (16.9 KiB)
eikon-weekly.png (50.2 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.

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.