Overcome data max

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  • Jirapongse
    Jirapongse ✭✭✭✭✭
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    @mbp

    According to a comment in this question, it is expected behaviour.

    The response to any single get_timeseries request for interday timeseries interval is limited to 3K rows. That is you will never get more than 3K rows of timeseries data when you execute get_timeseries method no matter what parameters you use. If get_timeseries uses a list of RICs, the 3K limit is shared. I.e. if you pass 10 RICs to get_timeseries method the total response is limited to 3K rows or 300 rows per RIC.

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  • mbp
    mbp Explorer

    Ups, forgot the question

    When I run this

    sample=[ ".SPX",".TOPX",".STOXXE"]
    df1=ek.get_timeseries(sample, ["Close"], start_date="2000-06-01", end_date="2019-06-07")
    df2=ek.get_timeseries('.spx', ["Close"], start_date="2000-06-01", end_date="2019-06-07")
    df3=ek.get_timeseries('.topx', ["Close"], start_date="2000-06-01", end_date="2019-06-07")
    df4=ek.get_timeseries('.stoxxe', ["Close"], start_date="2000-06-01", end_date="2019-06-07")

    I get 1000+ lines in df1, and 3.000 in the other three.

    It this what is expected?

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