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me39 avatar image
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lack of historical data through python API compared to EIKON

Hi guys,

Can you tell me why I am not able to retrive data on the belowed index prior to 2012 using the python API? I seem to be able to find charts, and data using the EIKON app - but fail to do so using the below call

Index: .dMIWO00000NEU

Call: ek.get_data([".dMIWO00000NEU"], fields=['TR.PRICECLOSE','TR.PRICECLOSE.date','TR.PRICECLOSE.calcdate'],parameters={'SDate':'2005-12-31','EDate':yesterday,'Frq':'m'})

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apiindexindices
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wasin.w avatar image   wasin.w

Hello @me39

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If so please can you click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question.

Thanks,

AHS


pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

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

Thanks,

AHS

2 Answers

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chavalit-jintamalit avatar image
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Hi @me39

The database which contains "TR.PRICECLOSE" may not have data back to 2005 as in your request.

Please use this code which has data back to 2001.

df = ek.get_timeseries(".dMIWO00000NEU", start_date="2000-01-01", end_date = "2019-09-30", interval="monthly",fields="CLOSE")
df


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marcin.bunkowski avatar image
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Hi @me39

In addition to @chavalit.jintamalit answer you may still use your function but you need to replace TR.PRICECLOSE to TR.CLOSEPRICE. That field should be used for indices.

df, err = ek.get_data([".dMIWO00000NEU"], fields=['TR.CLOSEPRICE','TR.CLOSEPRICE.date','TR.CLOSEPRICE.calcdate'],parameters={'SDate':'2005-12-31','EDate':'0D','Frq':'m'}) 
df


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