question

Upvotes
Accepted
51 15 19 15

Is it true that Eikon APIs(COM, .NET) allow users to retrieve both real-time tick data and the past 90-day historical tick data via Eikon?

I heard a rumor that it's not available yet, so please kindly clarify it.

eikoneikon-data-apieikon-com-api
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.

Upvote
Accepted
81.3k 266 53 76
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.

Upvotes
51 15 19 15

Thank you for your prompt response and I understand that only .NET API supports it and COM API doesn't.

Please let me ask one more related question.

Regardless of the number of ticks(=trades), can the whole past 90-day historical tick data can be retrieved via the API since I believe that to when historical tick data of a RIC dates back on the Eikon Chart App depends on the number of the ticks as you can see in the attached and that there's a restriction that the max number of ticks we can retrieve via Eikon Chart App is 6,000 ticks?tick-chart-on-eikon-20170323.zip

If the API would enable users to access the entire 90-day historical tick data regardless of the number of the ticks, that would be amazing!


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.

Upvote
39.4k 77 11 27

Hi Hiroko,

The limit is actually 60K timeseries records, not 6K, and it does apply to all consumers of timeseries data in Eikon including Eikon .NET SDK. However this is the limit for a single request. Using Eikon .NET SDK you can send as many requests as you need (within reasons), and you can use the timestamp of the earliest record returned in previous request as a criteria for the next request, thus requesting the next batch of 60K records, and so on until you retrieve full 90 days history available.

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.

Upvotes
51 15 19 15

Are all the Eikon Variants(e.g. APAC SEC, CORE, Exchange Pricing, etc.) supported by the Eikon Desktop API(.NET) in terms of the real-time and historical tick data discussed above?

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.

Upvotes
39.4k 77 11 27

Yes, all Eikon variants can be used with Eikon .NET SDK.

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.