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iwasaki avatar image
34 ●3 ●7 ●7

Availability of minute by minute intra-day prices retrieval

When I was watching a tutorial, an instructor demonstrated how to retrieve intra-day prices minute by minute.

On my end, this works:

ek.get_timeseries(["MSFT.O"], fields = 'CLOSE', start_date="2020-01-10 09:00:00", end_date="2020-01-10 10:00:00", interval='minute')

However, the one below give me back error message, EikonError: Error code -1 | MSFT.O: No data available for the requested date range |

ek.get_timeseries(["MSFT.O"], fields = 'CLOSE', start_date="2017-01-10 09:00:00", end_date="2017-01-10 10:00:00", interval='minute')

Seemingly, this function is available for recent trading data only. Could I know availability of minute by minute prices?

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pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

Hello @iwasakI

Thank you for your participation in the forum. Is the reply below 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

3 Answers

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chavalit-jintamalit avatar image
18.2k ●21 ●13 ●21

Hi @Hitoshi

The MSFT.O minute data is available back to 1 year.

So your second API call in your question (in 2017) will not get any data point.


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pierre.faurel avatar image
4.3k ●2 ●4 ●5

Hi,

First, there is a limit of 50.000 rows with the size of the result.

Then according to the interval, there is a second limit within start_date.
To check this limit, you just have to set only end_date (and not start_date).

Example:

>ek.get_timeseries(["MSFT.O"],
                   fields='CLOSE',
                   end_date="2020-01-17 17:28:00",
                   interval='minute')
>MSFT.O                  CLOSE
Date                         
2019-12-17 17:26:00  155.1830
2019-12-17 17:27:00  155.1950
2019-12-17 17:28:00  155.2100
2019-12-17 17:29:00  155.2199
2019-12-17 17:30:00  155.2150
...                       ...
2020-01-17 17:24:00  165.9938
2020-01-17 17:25:00  165.9599
2020-01-17 17:26:00  166.0050
2020-01-17 17:27:00  166.0800
2020-01-17 17:28:00  166.1040

[15484 rows x 1 columns]

=> Limit is 2019-12-17 17:26:00

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pimchaya.wongrukun01 avatar image
9.6k ●10 ●7 ●7

Hello @Hitoshi

Please refer to Eikon Data API Usage and Limits Guideline which describes the limits imposed by the Eikon Data API.

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