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Baoping.Lv2 avatar image
1 ●2 ●1 ●2

get_timeseries ignored start date,returns full Data history

Received report from our big client.
ek.get_timeseries() ignored start date, return all of history data,
not just return data from start date to end date.
Seems not an expected behaviour, could you help investigate and give feedback.

sample code:

data_16pm = ek.get_timeseries(["XAU="],
  fields='CLOSE',
  start_date=date.astype('M8[ms]').astype('O') + datetime.timedelta(hours=8),
  end_date=date.astype('M8[ms]').astype('O') + datetime.timedelta(hours=8),
  interval='hour')

I found below link,seems it's a bug with an underlying time series service.
but didn't found any fixed plan or fix schedule.
If this issue is a bug, could you help check when will fix it.
or if you can provide any workaround.

https://community.developers.refinitiv.com/questions/6355/view.html
Title: bug in get_timeseries
https://community.developers.refinitiv.com/questions/22759/get-timeseries-returns-full-dataframe-when-queried.html
Title: get_timeseries returns full DataFrame when queried for holidays.

https://community.developers.refinitiv.com/questions/13936/eikon-api-proxy-timeseries-start-date-ignored.html?childToView=14655#answer-14655
Title: Eikon API proxy timeseries start date ignored

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-api
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Zhenya Kovalyov avatar image   Zhenya Kovalyov

@Olivier DAVANT would you please advise?

zoya faberov avatar image   zoya faberov

Hello @Baoping.Lv,

Have you had a chance to review,

has the issue been resolved according to your test?

Thanks,

-AHS

4 Answers

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Jirapongse avatar image
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@Baoping.Lv

I have tested it. The data is correct now.


get-timeseries.png (13.6 KiB)
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Baoping.Lv2 avatar image
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@Olivier DAVANT Add sample code and output to you.

Code:

import eikon as ek
ek.set_app_id('XXXXXXXX')
ek.set_timeout(2000)
fx1 = ek.get_timeseries(
"XAU=",
fields='CLOSE',
start_date="2018-05-09T09:00:00",
end_date="2018-05-09T13:00:00",
interval='hour')
print(fx1)

Output:

XAU= CLOSE
Date
1968-03-22 40.0000
1968-03-25 40.2500
1968-03-26 41.1000
..........
2018-05-08 1314.0800
2018-05-09 1310.3600

[12577 rows x 1 columns]

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Baoping.Lv2 avatar image
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@jirapongse.phuriphanvichai

Thanks for your answer.

But I tested used below code, returns full Data history. please help take a look.

fx1 = ek.get_timeseries(
"XAU=",
fields='CLOSE',
start_date="2018-05-16T01:01:00",
end_date="2018-05-16T01:01:00",
interval='hour')

fx1 = ek.get_timeseries(
"USD=",
fields='CLOSE',
start_date="2018-03-16T01:01:00",
end_date="2018-05-16T01:01:00",
interval='hour')
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Alex Putkov.1 avatar image Alex Putkov.1

In your example there's no point in the hourly timeseries that falls between the start_date and end_date. As a result I would expect the service to return either an error or an empty result, not the entire timeseries available from default daily interval. I'll raise this issue.

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Baoping.Lv2 avatar image
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@Alex Putkov, thanks for your answer. It's very appreciate if we can set a schedule for this.

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