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I can get the 30min price from EIKON EXCEL，which in python only can acquire hourly data using ek.get_timeseries. Is there any way to get the halfhour data in pyhton?
RIC is :
"EUR=", "JPY=", "AUD=", "GBP=", "HKD=", "MYR=", "CHF=", "NZD=", "RUB=", "SGD=", "CAD=
I want to get 7:30 and 16:30 price of these currency.
thanks very much
Hi @chengyuchi
Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so please can you click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question.
Thanks,
AHS
Hi @chengyuchi
Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so please can you click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar 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
Refer to Eikon Data API Reference Guide, get_timeseries supports 'tick', 'minute', 'hour', 'daily', 'weekly', 'monthly', 'quarterly', and 'yearly' intervals.
For a workaround, please refer to this question.
I had read this Giude.Does get_timeseries() only support 'tick', 'minute' and 'hour', not support half hour data, which work in excel? Because 'tick', 'minute' model can not acquire long period price, such as 1 year. Half hour data support 1 year period.
Thanks
Yes, it only supports those intervals.
For the 'minute' interval, the oldest data that I can retrieve for EUR= is 2017-01-09 08:50:00.
df = ek.get_timeseries(['EUR='],start_date='2017-01-09T00:00:00',end_date='2017-01-10T23:59:59',interval='minute')
@chengyuchi, you can get 1-minute bars and resample them with pandas, have a look at the official documentation or this discussion on stack overflow.
