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For 2 stocks listed on same exchange I get different number of rows of historical data and missing minutes

Hi folks,

I have downloaded the minute data from AMZN.0 and TSLA.O starting from January 1st to March 18th both 2020.

Dates were selected in that period to avoid the 50k limit.

I expected to get the same number of rows, instead I get 48.868 from one and 43.537 from the other.

So there are two possibilities:

1.- Data is simply correct but the two stocks were not trading the same amount of time.

2. Data is not correct, one of the two is missing data.

I requested "minute" data and I see this for one stock:


2020-01-0100:03:00 1850,85

2020-01-0100:05:00 1850,15

2020-01-0100:09:00 1850,85

2020-01-0100:11:00 1850,34

2020-01-0100:12:00 1850,82

2020-01-0100:16:00 1850,11

2020-01-0100:18:00 1850,21

2020-01-0100:19:00 1850,15

2020-01-0100:20:00 185120

20-01-0100:21:00 1850



And these are the first results for the other:

2020-01-0100:01:00 418,93

2020-01-0100:07:00 418,75

2020-01-0100:10:00 418,75

2020-01-0100:11:00 418,75

2020-01-0100:13:00 418,75

2020-01-0100:14:00 418,7

2020-01-0100:15:00 418,75

2020-01-0100:16:00 418,92

2020-01-0100:17:00 18,75

2020-01-0100:18:00 418,75

2020-01-0100:24:00 418,93


As you can see there are many missing minutes in both of them. I observed that this thing happens massively at the beginning of the request, Is there any explanation? Then it gets better after the first hour but still happens on the entire list of numbers. For this reason I think I did not get the data properly, Or does that mean the price did not change in those minutes?


Here is my code:


import eikon as ek ek.set_app_key('something') a = pd.read_csv("file.csv") #this simply contains the two stocks listt = a['STOCKS'].to_list() i = 1 for j in listt: init = "2020-01-01" fin = "2020-03-18" result = ek.get_timeseries(j, start_date = init, end_date = fin, interval="minute",fields= "HIGH" ) filename = (r"C:\Users\something\%dresult.csv" % i) result.to_csv (filename, index = True, header=True, decimal=',', float_format='%.3f') i = i+1
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1 Answer

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Hi @arnoldpredator

I believe that if there is no trade in the full minute, then you will not get a data point for that minute.

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