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Eric Shaun avatar image
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Timezone difference between ek.get_timeseries and rd.get_history

Hi Team. I understand ek.get_timeseries method on Eikon CodeBook/API always return timestamp in GMT/UTC(based on https://community.developers.refinitiv.com/questions/72784/eikon-data-api-time-series-timezone.html) but how come rd.get_history is returning GMT-1

Here is the sample formula:

For ek

df = ek.get_timeseries('AAPL.OQ',

start_date='2023-11-03', end_date='2023-11-07',

interval='hour')


df


For rd

import refinitiv.data as rd

rd.open_session()

rd.get_history(

universe=["AAPL.OQ"],start="2023-11-03",end="2023-11-07",

fields=["TRDPRC_1"],

interval="60min",)


Here is the out

timezone-difference-between-ek-and-rd.png

eikon-data-apipython#contentcodebook
timezone-difference-between-ek-and-rd.png (292.3 KiB)
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raksina.samasiri avatar image   raksina.samasiri

Hi @Eric Shaun ,

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,
AHS

aramyan.h avatar image   aramyan.h

Hi,

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

Thank you,

AHS

2 Answers

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Accepted
Jirapongse avatar image
79.2k ●251 ●52 ●74

@Eric Shaun

It could relate to the summaryTimestampLabel parameter.

response1 = historical_pricing.summaries.Definition(
    "AAPL.OQ", 
    interval=Intervals.HOURLY,    
    start = '2023-11-03', 
    end = '2023-11-07',
    fields=["TRDPRC_1"],    
    extended_params={"summaryTimestampLabel":"endPeriod"}
).get_data()
response1.data.df

To set this parameter, you need to use the historical_pricing in the content layer.

The output is:

1701143834685.png



1701143834685.png (29.8 KiB)
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nick.zincone avatar image
17.4k ●82 ●39 ●63

Hi @Eric Shaun

As far as I can tell, the Historical Pricing service, which is what the get_history() is based on, uses GMT when requesting and reporting results. I can clearly see the 1-hour difference you have observed but it's unclear if the get_timeseries() could be off.

I've reached out to the dev team to confirm and will report once I hear back.

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