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moataz.elmasry avatar image
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Where can I view list of supported parameters?

Hi,

I am trying to pull data for the RIC symbol "'GL-STK-T-API'", and trying to limit the data using start and end dates as follows:

ek.get_data( instruments=['GL-STK-T-API'], fields=["CF_CLOSE"], parameters={'SDate': '27/03/2017', 'EDate': '27/12/2017'} )

but when I run it, I only get the result for one data point:

(     Instrument  CF_CLOSE
 0  GL-STK-T-API    240162, None)

My guess is my SDate and EDate parameters are incorrect. Does anyone know where can I find supported parameters for a given RIC? I am looking to identify the supported format for dates as I believe that is where the issue is.

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Alex Putkov.1 avatar image   Alex Putkov.1

@moataz.elmasry
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

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Alex Putkov.1 avatar image
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get_data method is capable of retrieving snapshots of current market data from Thomson Reuters Elektron real-time datafeed as well as fundamental and reference data from the vast Eikon data cloud. You can distinguish the data coming from Elektron real-time data feed from fundamental and reference data by field name mnemonic. Fundamental and reference fields start with "TR.". Fields that don't start with "TR." such as CF_CLOSE do not have any timeseries that can be retrieved using get_data method. SDate and EDate parameters for such fields are ignored. Many fundamental and reference fields (e.g. TR.CompanyName, TR.CUSIP etc) don't have timeseries either. For these fields SDate and EDate parameters are also ignored. You can see if a field has timeseries associated with it by finding the field in the Data Item Browser app in Eikon or in Formula Builder wizard in Eikon Excel and checking if the Parameters tab displays Series checkbox. If the checkbox is not present, the field does not have timeseries. For the RIC GL-STK-T-API there's no fundamental and reference data in Eikon data cloud. But you can get timeseries of close prices using get_timeseries method:

ek.get_timeseries('GL-STK-T-API','CLOSE',start_date='27/03/2017',end_date='27/12/2017')
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moataz.elmasry avatar image moataz.elmasry

I can't see CLOSE in the Data Item Browser but it worked. Thank you!

Alex Putkov.1 avatar image Alex Putkov.1 moataz.elmasry

Data Item Browser can be used to discover metadata for get_data method. get_timeseries only supports a very small list of fields: 'TIMESTAMP', 'VALUE', 'VOLUME', 'HIGH', 'LOW', 'OPEN', 'CLOSE', 'COUNT' as specified in Eikon Data APIs for Python Reference Guide:
https://developers.thomsonreuters.com/eikon-data-apis/docs
Not all fields may be available for all instruments. For GL-STK-T-API the only field available through get_timeseries method is CLOSE.

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