i start with this
formula = 'TR.ACCRUEDINTEREST(SDate=0,EDate=-19,Frq=C).date' df, e = ek.get_data(instruments='XS1572326145', fields=formula) print(df)
and it gives the dates; to get values, we would change:
formula = 'TR.ACCRUEDINTEREST(SDate=0,EDate=-19,Frq=C).value'
however, i don't understand how to get a DF containing both dates and values?
To get a DF containing both dates and values, you just need to change your formula variable to be a list of the 2 fields you would like.
For your example, try this:
formula = ['TR.ACCRUEDINTEREST(SDate=0,EDate=-19,Frq=C).date','TR.ACCRUEDINTEREST(SDate=0,EDate=-19,Frq=C).value'] .
Because you requested the data once seperately and then once together, I believe this usage will reflect as downloading the same data twice. Our usage limits are outlined below and more in depth here:
You are limited to 5 requests per second. Whenever you use an eikon.get_data,timeseries, etc. function, that counts as 1 request even though you are requesting 2 datapoints.
You are also limited to 50 MB/minute. The volume (size) of data retrieved from the platform via the Eikon Data APIs cannot exceed this limit, or you will encounter an error.
Finally, you are limited to the datapoints returned per request. In this situation, if you are trying to get the value of these 2 columns with one request for 5000 stocks, you may be limited in what you can get with one request.
The daily volume limit is 5 GB per day.