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# question

Accepted
12 2 3 5

## EIKON API - Composite formula timeseries

I'd like to download a composite time series usiing the EIKON Api . For example (3*LCOc1 - 2*CLc1).

¨what is the syntax that I have to use for the "get_timeseries" command ? Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Accepted
39.3k 76 11 27

The composites are not available at the headend. They're calculated on the desktop by the chart app. You can easily replicate the same calculation. Try

```df1 = ek.get_timeseries(['LCOc1'], ['OPEN','HIGH','LOW','CLOSE'])
df2 = ek.get_timeseries(['CLc1'], ['OPEN','HIGH','LOW','CLOSE'])
df3 = 3*df1 - 2*df2df3.columns.name = '3*LCOc1-2*CL1'``` Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

4.6k 26 7 22

@davide.costanzo, you can request both time series individually, and run the formula on the response:

```df = ek.get_timeseries(['LCOc1', 'CLc1'], 'CLOSE')
df['composite'] = 3*df['LCOc1']-2*df['CLc1']
```  Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

12 2 3 5

It is something I can already see using the 'chart' tab in the TR interface and using the composite expression:

3*"Q%LCOc1"-2*"Q%CLc1"

see attachment:

capture.png

thanks

Davide

capture.png (55.2 KiB) Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

12 2 3 5

This way of calculating the HIGH and LOW of the composite time series leads to a meaningless result.

This because , if A and B are two time series , it can be shown that

max(A-B) != max(A)-max(B)

and similarly

min(A-B) != min(A)-min(B) .

You can see this fact with an example. For example A= (0,3,0,2) and B = (3,4,1,4) . You would see that if one does (A-B) the correct (OPEN , HIGH, LOW, CLOSE) is (-3,2,-3,-2) .

Whereas simply subtracting

(OPEN , HIGH, LOW, CLOSE) - (OPEN ' , HIGH ', LOW ', CLOSE ') 