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Eikon API to retrieve timeseries data through R package
Hi Sir
One of my client is considering retrieve below time series data since 1995. They are considering Eikon API or TRTH, and they plan to use R. Could you help advice which solution is more applicable for them ?
If Eikon API is the solution, could you help indicate when client could get the sample code to have a try ? Thank you!
Yes, the client can use Eikon API to retrieve historical data.
However, most Eikon APIs support are COM APIs and .NET APIs. There is an example (Usage Example Time series API) available in C#. There is no R example.
Another option is TRTH REST API. Thomson Reuters Tick History (TRTH) is an Internet-hosted product on the DataScope Select platform that provides a REST API for unparalleled access to historical high frequency data across global asset classes dating to 1996.
For TRTH REST API, there is an example in R available in the github.
Hi Jessie,
The first consideration should be data usage rights. According to Thomson Reuters Master Agreement Information Schedule paragraph 3.1(a) with Eikon the user is granted the right to utilize any data retrieved from Eikon "for the User's individual use". If client intends to utilize timeseries for any purpose other than "individual use", such as use these timeseries in any kind of enterprise application, redistribute the timeseries to other users (unless all these users also have Eikons which entitle them to view these same timeseries), redistribute data to other systems etc., then the client needs to contract for an Enterprise product, which licenses them to use the data in the manner they intend to.
Thank you for the answer, yes I will double confirm client's purpose with AM and Sales.
And if client claim he use the data for his study, are we able to fulfill his requirement with Eikon API ?
Hi Jessie - there is R library available by an external source - it is not supported by Thomson Reuters, but should give your user and idea of how it can be used. You can find that library here: https://github.com/ahmedmohamedali/eikonapir
ther ther
Yes, this library has been developed by Ahmed Mohamed Ali (Thomson Reuters, France)