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mohit.garg avatar image
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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"

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chavalit-jintamalit avatar image   chavalit-jintamalit

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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Zhenya Kovalyov avatar image
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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)]
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