import eikon as ek
import csv ek.set_app_id('ID')
df = ek.get_timeseries([".MERV"], start_date="2000-01-01", end_date="2018-05-18",interval='minute')
writer = csv.writer(open("C:/data/MERV.csv", 'w'))
for row in df: writer.writerow(row)
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Pandas dataframe provides method to write dataframe to a csv file. Here's the documentation. And here's the example for your use case.
df.to_csv('C:/data/merv.csv')
