I am using eikon.get_timeseries on python trying to get minute data for a list of tickers. I get the following error: timestamps = pd.np.array(datapoints[:, timestamp_index], dtype='datetime64') # index for dataframe IndexError: too many indices for array
Note that the behaviour is totally random: if I shorten my list of tickers, I get a correct download. Then I re-rerun with the shortened list and I get the error again. To me it seems that if the request times out, the response is malformed and therefore cannot conform to a pandas dataframe.
Do you know any solutions for this? Thanks,
According to the rics list lenght (MyList[0:50] means 50 items), you should check if you reach the limit of 3000 points (same issue than https://community.developers.thomsonreuters.com/questions/15616/eikon-scripting-api-issues-with-timeseries.html)