Eikon get_data() doesnt retrieve timeseries with dates parameters

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Question by rcid · Apr 20, 2020 at 04:35 PM · timeseries get_data time_series

Eikon get_data() doesnt retrieve timeseries with dates parameters

Eikon API - Python.

I'm trying to get the timeseries of a paid index, (.JGEMBLA) but It only gets the last value of the field.

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Answer 1 · 2020-04-21T15:02:40Z

REFINITIV

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Answer by nick.zincone.1 · Apr 21, 2020 at 03:02 PM

Hi @rcid,

The Eikon Data API presently provides the get_data() and get_timeseries() calls which as far as I'm aware unfortunately does not provide historical data that maps to the RHistory function. See this related post for an explanation and possible suggestions.

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rcid · Apr 24, 2020 at 09:19 PM 0

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thanks for the info Nick.

Regards

Answer 2 · 2020-04-20T17:48:14Z

REFINITIV

Answer by nick.zincone.1 · Apr 20, 2020 at 05:48 PM

Hi @rcid,

Looking within the DIB (Data Item Browser), I don't see any historical data offered for the Beta Value.

To view the available historical values offered for an instrument, you can narrow down the filter within the DIB:

You may also want to confirm with the Refinitiv Helpdesk and ask whether this data is available for this or any other historical data points you may need.

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rcid · Apr 20, 2020 at 09:09 PM 0

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Thanks for your answer Nick.

Yes, through DIB it seems there are no time series variables available. But I could get some of the data through Rhistory function in Excel. My goal is to replicate this thhorugh Python's API. Any Idea?

this is the function:

=RHistory(".JGEMBLA","NDA_RAW.Nda_date;"&"NDA_RAW.Nda_avg_yield_to_mat_put;"&"NDA_RAW.Nda_one_day_percentage;"&"NDA_RAW.Nda_total_return;"&"NDA_RAW.Nda_weighted_average_price;"&"NDA_RAW.Nda_yield;","START:01-Apr-2020 END:20-Apr-2020 INTERVAL:1D",,"CH:Fd",)

this is my output:

Regards

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Eikon get_data() doesnt retrieve timeseries with dates parameters

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