New posts are disabled while we improve the user experience.

You can browse the site, or for urgent issues, raise a query at MyAccount.

question

Upvotes
Accepted
mohit.garg avatar image
1 ●0 ●1 ●1

How can I filter tick data in python eikon.get_timeseries() on basis of tradingHours of exchange similar to eikon excel plugin parameter "tradingHours:Yes"

eikoneikon-data-apipythonworkspacerefinitiv-dataplatform-eikonworkspace-data-apiexcelparameters
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

1 Answer

· Write an Answer
Upvotes
Accepted
Zhenya Kovalyov avatar image
4.6k ●27 ●7 ●22

I guess the answer is no, however, you can do it manually if you know the trading hours for the specific instrument. Use this if df is the name of your pandas data frame, and index is DatetimeIndex

df.loc[np.logical_and(df.index.hour >= 8, df.index.hour <= 16)]
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.