how download a data into csv file
Hello Guys, i´m trying to download a data with get_timeseries and when i get it i have a problem with my csv file.
I currently use:
import eikon as ek
ek.set_app_id('XXXXXXXXXXXXXXXXXXX')
df=ek.get_timeseries(['CARC.BA','CEL.BA','CAMb.BA','COL.BA','DYC.BA','ESM.BA','FER.BA','FIP.BA','GAR.BA', 'GBA.BA','CLA.BA','GRM.BA','CEC.BA','INR.BA','IRCP.BA','IRCP.BA','LON.BA','.MERV', '.MAR','.MER25','ARBPLD3=BA','ARCUAP3=BA','ARDICA3=BA','ARDICP3=BA','ARDICY3=BA', 'ARNO203=BA','ARPARA3=BA','ARPARY3=BA','ARPR133=BA','ARTVPA3=BA','ARTVPP3=BA', 'ARTVPY3=BA','ARBP283=BA','ARBPMD3=BA','ARPARP3=BA','ARBARX13=BA','ARBPLE3=BA'], interval="daily", fields=['date','open','high','low','close'], start_date='2000-01-01' , end_date='2008-01-01')
df.to_csv('ALFIN1.csv')
and then my data come
i have a problem with my date... run like the year is the day
2001-11-29
2002-02-27
2003-08-25
.........
your request causes too large result (too many instruments and too large range of date), then you meet the limit of 3000 datapoints. That's why a lot data has NaN value.
Note that 'date' field doesn't exists for timeseries, right name is 'timestamp' that is included by default in result.
If you reduce the number of instrument and the range of date, the result makes sense:
>>> df2=ek.get_timeseries(['CARC.BA','CEL.BA'], interval="daily", fields=['open','high','low','close'], start_date='2000-01-01' , end_date='2002-01-01') >>> df2.head() Security CARC.BA CEL.BA \ Field OPEN HIGH LOW CLOSE OPEN HIGH Date 2000-01-03 0.250202 0.250202 0.240194 0.240194 0.331061 0.331061 2000-01-04 0.225182 0.235190 0.225182 0.235190 NaN NaN 2000-01-05 0.225182 0.225182 0.225182 0.225182 0.308489 0.308489 2000-01-06 0.220178 0.225182 0.220178 0.225182 NaN NaN 2000-01-07 0.225182 0.225182 0.225182 0.225182 NaN NaN Security Field LOW CLOSE Date 2000-01-03 0.331061 0.331061 2000-01-04 NaN NaN 2000-01-05 0.308489 0.308489 2000-01-06 NaN NaN 2000-01-07 NaN NaN >>>
Otherwise, within my RIC´S list 'AGR.BA','ALU.BA','APBR.BA','AUS.BA','BHI.BA'
,'BMA.BA','BOL.BA','BYMA.BA','cec.ba','CEPU.BA','COM.BA','CRE.BA','CON.BA','ECO.BA','EDN.BA','SID.BA',
'FRA.BA','GFG.BA','HARG.BA','MIR.BA','OEST.BA','PAM.BA','PGR.BA','SMI.BA','SUPV.BA','TEC2.BA','TGNC.BA',
'TGS2.BA','TRA.BA','TENA.BA','YPFD.BA','BPAT.BA','RIO.BA','CAO.BA','CAU.BA','CARC.BA','CEL.BA','CAMb.BA','COL.BA',
'CTGM.BA','CVH.BA','DYC.BA','EDLH.BA','EMDH.BA','ESM.BA','FER.BA','FIP.BA','GAR.BA','GBA.BA','CLA.BA','GRM.BA','HAVH.BA',
'CEC.BA','INR.BA','INVJ.BA','IRCP.BA','IRCP.BA','LEDh.BA','LOMA.BA','LON.BA','metr.BA','.MERV','.MAR','.MER25','ARA2E23=BA',
'ARA2E2D3=BA','ARA2E73=BA','ARA2E7D3=BA','ARA2E83=BA','ARA2E8D3=BA','ARA2M23=BA','ARAA21D3=BA','ARAA22X3=BA',
'ARAA22Z3=BA','ARAA253=BA','ARAA25D3=BA','ARAA263=BA','ARAA373=BA','ARAA37D3=BA','ARAA46D3=BA','ARAC173=BA',
'ARAC17D3=BA','ARAE483=BA','ARAE48D3=BA','ARAF193=BA','ARAM203=BA','ARAMX93=BA','ARAN183=BA','ARAN18D3=BA',
'ARAO203=BA','ARAO20D3=BA','ARAY243=BA','ARAY24D3=BA','ARBCIUA3=BA','ARBD2C93=BA','ARBDC193=BA','ARBDC223=BA',
'ARBPLD3=BA','ARBPLDD3=BA','ARCEDI3=BA','ARCH24D3=BA','ARCO24D3=BA','ARCO263=BA','ARCO26D3=BA','ARCUAP3=BA',
'ARDIA03=BA','ARDICA3=BA','ARDICAD3=BA','ARDICP3=BA','ARDICPD3=BA','ARDICY3=BA','ARDICYD3=BA','ARDIY03=BA',
'ARNO203=BA','ARPAA03=BA','ARPAA0D3=BA','ARPAP03=BA','ARPARA3=BA','ARPARAD3=BA','ARPARY3=BA','ARPARYD3=BA',
'ARPAY03=BA','ARPB21D3=BA','ARPBF233=BA','ARPBM243=BA','ARPF23D3=BA','ARPMG183=BA','ARPMJ213=BA','ARPMN183=BA',
'ARPMO183=BA','ARPR133=BA','ARPR153=BA','ARPUM213=BA','ARPUO193=BA','ARRNG233=BA','ARSA24D3=BA','ARTC213=BA','ARTC233=BA',
'ARTJ203=BA','ARTO263=BA','ARTVPA3=BA','ARTVPAD3=BA','ARTVPE3=BA','ARTVPP3=BA','ARTVPY3=BA','ARTVPYD3=BA','ARPSUR3=BA',
'ARSTD3=BA','ARKO3=BA','ARLMT3=BA','ARA2E33=BA','ARA2E3D3=BA','ARAA223=BA','ARAA463=BA','ARBDC203=BA','ARBDC283=BA','ARBP283=BA',
'ARBPMD3=BA','ARCCO263=BA','ARDIA0D3=BA','ARPARP3=BA','ARPMD183=BA','ARRI25D3=BA','ARTC203=BA','ARTFU273=BA','ARTS183=BA',
'ARINAG3=BA','ARBRIO63=BA','ARDOME3=BA','AREDSH3=BA','ARMTBA3=BA','ARMSFT3=BA','ARAA193=BA','ARAA19D3=BA','ARAA213=BA',
'ARBARX13=BA','ARBDC243=BA','ARBOC6O3=BA','ARBP18D3=BA','ARBP213=BA','ARBP28D3=BA','ARBPLE3=BA','ARBPLED3=BA','ARDICE3=BA',
'ARDIP03=BA','ARNDG213=BA','ARPAY0D3=BA','ARPB24D3=BA','ARPB27D3=BA','ARPBY223=BA','ARPMY243=BA','ARS24DD3=BA','ARTO213=BA',
'ARTU27D3=BA','ARTVY03=BA','ARABT3=BA','ARHMY3=BA','ARMON3=BA','ARPFE3=BA','ARQCOM3=BA','ARXOM3=BA','ARA2M2Z3=BA','ARAA26D3=BA',
'ARERF253=BA','ARPARE3=BA','ARPBD193=BA','ARPBJ273=BA','ARABX3=BA','ARBSBR3=BA','ARCAT3=BA','ARPU23D3=BA','ARTXAR3=BA','ARBA.C3=BA',
'ARJPM3=BA','ARRIO3=BA','ARCHSG13=BA','ARLEID3=BA','ARDIY0D3=BA','ARMERA3=BA','ARHULI3=BA','ARIBM3=BA','ARRNG223=BA','ARSLB3=BA',
'ARPBA253=BA','ARPBJ9D3=BA','ARPU26D3=BA','ARRIF253=BA','ARTO233=BA'
AT LEAST THE 70% OF THEM HAVE AN ERROR LIKE
INVALID RIC
