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missing data in ek.get_timeseries request

Hi, I am using the following code in Python

ek.get_timeseries( ric_list, fields = 'CLOSE', start_date = datetime.datetime(2010, 1, 1, 0, 0), end_date = datetime.datetime(2018, 12, 28, 23, 59, 59), interval = 'daily' )

where

ric_list = ['KCH0^1', 'KCK0^1', 'KCN0^1', 'KCU0^1', 'KCZ0^1', 'KCH1^1', 'KCK1^1', 'KCN1^1', 'KCU1^1', 'KCZ1^1', 'KCH2^1', 'KCK2^1', 'KCN2^1', 'KCU2^1', 'KCZ2^1', 'KCH3^1', 'KCK3^1', 'KCN3^1', 'KCU3^1', 'KCZ3^1', 'KCH4^1', 'KCK4^1', 'KCN4^1', 'KCU4^1', 'KCZ4^1', 'KCH5^1', 'KCK5^1', 'KCN5^1', 'KCU5^1', 'KCZ5^1', 'KCH6^1', 'KCK6^1', 'KCN6^1', 'KCU6^1', 'KCZ6^1', 'KCH7^1', 'KCK7^1', 'KCN7^1', 'KCU7^1', 'KCZ7^1', 'KCH8^1', 'KCK8^1', 'KCN8^1', 'KCU8^1', 'KCZ8^1', 'KCH9']

The returned data set is not complete and a chunk part of prices is missing.

Take KCK2^1 for example, the first price from the above returned data set is 201.2 on 2012-02-16. However, the actual first price should be 222.55 on 2012-01-23.

Please advise how I could retrieve the correct and complete price history.

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Hello @chong.xu,

Thank you for your participation in the forum.

Is the reply below, with the additional info from Alex, 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

Hello @chong.xu,

Thank you for your participation in the forum.

Is the reply below, with the additional info from Alex, 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

@chong.xu

Hi,

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

AHS

1 Answer

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4.6k 26 7 22

@chong.xu i suggest splitting your request into several chunks. When requesting individual instruments, for example, KCK2^1 (May 2012), the first date I am getting is 1st of June 2009, so, the data is there and you are hitting a limit.


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what's the size limit of a single request? @Zhenya Kovalyov

See the answer on this thread or this thread.

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