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gthompson6 avatar image
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Why is get_timeseries using Eikon API not pulling the full price history?

Hi, when pulling a time series for the FTSE 250 consituents. I am not getting a full price history. Any ideas would be greatly appreciated as the request seems comfortably below the limit. Thanks.


constituents = ek.get_data('.FTMC', ['TR.IndexConstituentRIC' , 'TR.IndexConstituentName'], {'SDate':'2019-01-01'})[0]

rics = constituents['Constituent RIC']

df = ek.get_timeseries(list(rics), fields='CLOSE', start_date='2016-03-12', end_date='2019-03-12', corax='adjusted',calendar='tradingdays')

df.shape

the result is (12, 250)

Whereas there were 758 trading days in the period requested

ek.get_timeseries('.FTMC', fields='CLOSE', start_date='2016-03-12', end_date='2019-03-12', corax='adjusted',calendar='tradingdays').shape

the result is (758,1)

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apitime-series
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zoya faberov avatar image   zoya faberov

Hello @gthompson6,

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

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chavalit-jintamalit avatar image
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Hi @gthompson6

Please refer to the API limitation document at https://developers.refinitiv.com/eikon-apis/eikon-data-api/docs?content=49692&type=documentation_item


Yes, the interday timeseries is limited to 3000 records per API call.

You should break down your 'rics' list into a smaller list per request, or you can reduce the period.

Please do note that there is also a limitation of 5 API calls per second and 5GB amount of data per day.


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gthompson6 avatar image
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Actually, I've noticed 12 * 250 = 3000. So it is the API request limit?

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