How to get trading status of RICs through python api ?
@alex
when i run the below codes
start=time.strftime("%Y-%m-%dT01:29:00",time.localtime(time.time()))
end=time.strftime("%Y-%m-%dT07:00:00",time.localtime(time.time()))
df=ek.get_timeseries(['000001.SZ','600781.SS'],fields=["Open","High","Low","Close","Volume"], start_date = start,end_date =end,interval='minute')
I get the result like this: "ERROR"
('600781.SS', ': ', 'Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range', '\n')
and I know the reason is that RIC(600781.SS) is suspended on Nov-23-2017。
Is there a function to calculate fun(600781.SS) 's trading status ,for example I hava a code list like this
lst=['000001.SZ', '000002.SZ', '000004.SZ', '000005.SZ', '000008.SZ', '000009.SZ', '000010.SZ', '000011.SZ', '000012.SZ', '000014.SZ', '000016.SZ', '000017.SZ', '000018.SZ', '000020.SZ', '000021.SZ', '000022.SZ', '000023.SZ', '000025.SZ',]if there is a function to get trading status , I can avoid upper "ERROR"s when I try to get data .Thanks a lot!@ Alex Putkov @ jirapongse.phuriphanvichai
You can try this one:
df = ek.get_data(['600781.SS', '000001.SZ', '000002.SZ', '000004.SZ', '000005.SZ', '000008.SZ', '000009.SZ', '000010.SZ', '000011.SZ', '000012.SZ', '000014.SZ', '000016.SZ', '000017.SZ', '000018.SZ', '000020.SZ', '000021.SZ', '000022.SZ', '000023.SZ', '000025.SZ'], ["PRC_QL_CD"])
The result is:
( Instrument PRC_QL_CD 0 600781.SS SDL 1 000001.SZ 2 000002.SZ 3 000004.SZ 4 000005.SZ 5 000008.SZ 6 000009.SZ 7 000010.SZ 8 000011.SZ 9 000012.SZ 10 000014.SZ 11 000016.SZ 12 000017.SZ 13 000018.SZ 14 000020.SZ SUS 15 000021.SZ 16 000022.SZ SUS 17 000023.SZ 18 000025.SZ , None)
The above code shows the value of PRC_QL_CD which is a real-time field.
The definition of this field is defined in the RDMFieldDictionary file.
PRC_QL_CD "PRICE CODE" 118 NULL ENUMERATED 3 ( 3 ) ENUM 1 ! ! Price qualifier code for equities, bonds, and options, generally related to the ! quote price.
It is an enumerated field. Its values are defined in the enumtype.def file.
PRC_QL_CD 118
!
! VALUE DISPLAY MEANING
! ----- ------- -------
0 " " normal market or not allocated
...
19 "SDL" instrument suspended while drawing of lots takes place
...
54 "SUS" Suspended
...
94 "CLS" Market closed
...
Yeah， that's exactly what i want, thanks very much!
Further Question:
df=ek.get_timeseries(['000001.SZ','600781.SS'],fields=["Open","High","Low","Close","Volume"], start_date = start,end_date =end,interval='minute')
interval='minute'
I saw the parameters ["PRC_QL_CD"]is same as in Eikon Excel, and i know the parameters interval='minute' can be set to "5M" in excel ， I don't know if it can be used here "interval='5M'", so I won't retrieve so much data and process them from 1min to 5min, thanks again
Could you please share the formula used in Excel?
Hi,
You'll find a short python code to aggregate timeseries from 1 minute to 5 minute interval here : https://community.developers.thomsonreuters.com/questions/20853/is-there-an-interval-type-30-minutes-for-python-ap.html