Is there any difference in retrieving historical data from get_data and get_timeseries function? Is one more efficient than the other?
On Eikon Data API(Python):
get_data() function can retrieve any data fields available on "Data Item Browser".
If the field support timeseries, you can also use get_data() with appropriate parameters to get timeseries data from the field as well.
This get_data is equivalent to =TR function on Eikon Excel
Please refer to this tutorial for "Data Item Browser"
get_timeseries() function can retrieve only timeseries data from a default view.
This get_timeseries is similar to =RHistory on Eikon Excel except that you cannot select view of the data. (only default view is accessible from this API)
It is not about which one is more efficient but it is more about where the data you are looking for.