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Target Currency (Conversion) for Timeseries

Hi All,

I'm facing the problem, that i cannot pull intraday timeseries (e.g. for MSFT.O) converted in an target currency.

The following code allows to pull EoD data and an target currency:

df, err = ek.get_data('AAPL.O',['TR.PriceClose.date;TR.PriceClose'],
           {'SDate':'2023-05-01', 'EDate':'2023-07-01', 'CURN':'EUR'})

Question: Which function shall i use, to get the intraday timeseries in an 5min frequency that is converted in an target currency?

Many Thanks,

Frank

eikon-data-api#technologyrefinitiv-data-platform#contenttimeseries
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Hi @frank.marsollek ,

To get the timeseries data, the ek.get_timeseries function can be used.

ek.get_timeseries(['AAPL.O'],
                  start_date = "2023-05-01",
                  end_date = "2023-07-01",
                  interval='minute')

1691398917270.png

You can run help(ek.get_timeseries) to see the available parameters, which you could see the possible intervals, the minute interval is available, you can use minute and then filter to get the data of 5 mins interval instead

interval: string
        Data interval.
        Possible values: 'tick', 'minute', 'hour', 'daily', 'weekly', 'monthly', 'quarterly', 'yearly' (Default 'daily')
        Default: 'daily'

However, please check Eikon Data API Usage and Limits Guideline to prevent the missing data from limit reaching


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