We are trying to download intra-day bar data for today, however the current time is 13:30pm, but we were only able to download data from 17:00-17:15GMT time, which is 12:00pm -12:15pm. (there is a 5 hour difference between GMT time and EST). Our function is: ek.get_timeseries( 'A', fields=['CLOSE'], interval = 'minute',start_date='2017-10-24-17-0-0', end_date='2017-10-24-18-0-0') Is there anyway we can get real time data?
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how to download real time data in API
Hello @renee.yao,
Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.
Thanks,
-AHS
Hi,
Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.
Thanks,
AHS
Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.
Thanks,
AHS
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Hi Renee. During DST there is a 4 hour different between GMT and EST. (That changes this weekend).
Regarding real-time data - that will be available in Q1 2018.
Regards.
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Hi Jorge, Thank you for your reply. If we want to download 1 min bar data from 15:00-15:30, should we use start_date='2017-10-25-19-0-0', end_date='2017-10-25-20-0-0' since the interval seems could only identify up to hour but not munite?
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Hi Renee, for example to get data for the last 30 mins then it would be:
ek.get_timeseries('VOD.L','CLOSE',start_date='2017-10-25T14:00:00',end_date='2017-10-25T14:30:00',interval='minute')
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Thanks Jorge, this is really helpful. What about time conversion? Is there a way we can set the default time stamp to be EST instead of GMTt?
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Hi Renee - no this is not possible - the data is always GMT time. Perhaps locally you could use the pandas.tz_convert function - but is not something supported by TR.
