Upgrade from Eikon -> Workspace. Learn about programming differences.

For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
jgomez1 avatar image
3 ●1 ●1 ●2

Cannot Match Excel Historical Tick Data Using Python

Hi

I have the following EXCEL query working just fine:

=RHistory("GGAL.BA";"TRDPRC_1.Timestamp;TRDPRC_1.Value;TRDPRC_1.Volume";"START:29-May-2020 END:29-May-2020 INTERVAL:TICK";;"CH:Fd";B2)

Which returns tick history:

Updated at 09:48:04

TimestampLastTrade Volume29/5/2020 17:0793,1515029/5/2020 17:0793,1510029/5/2020 17:0793,1510029/5/2020 17:0793,1550029/5/2020 16:5993,5178629/5/2020 16:5993,5200029/5/2020 16:5993,5140029/5/2020 16:5993,520


I'm not quite sure on how to get the same data in python. I'm using:

>>> df, err = ek.get_timeseries(
...   rics       = ["GGAL.BA"],
...   fields     = ["TRDPRC_1.Timestamp","TRDPRC_1.Value","TRDPRC_1.Volume"],
...   start_date = "2020-05-29",
...   end_date   = "2020-05-29",
...   interval   = "tick"
...   )

The response is:

EikonError: Error code -1 | GGAL.BA: No data available for the requested date range | 

Thank you in advance

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-api
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

3 Answers

· Write an Answer
Upvote
Accepted
Gurpreet avatar image
22.1k ●59 ●14 ●21

Your end date is same as start date. Do something like this:

>>> ek.get_timeseries('GGAL.BA', start_date = "2020-05-28", end_date = "2020-05-29", interval = "tick")
GGAL.BA                   VALUE  VOLUME
Date
2020-05-28 14:00:18.086  106.00    15.0
2020-05-28 14:00:18.106  106.00    10.0
2020-05-28 14:00:18.126  106.00    26.0
2020-05-28 14:00:18.156  106.00     6.0
2020-05-28 14:00:18.166  106.00    60.0
2020-05-28 14:00:18.186  106.00     4.0
2020-05-28 14:00:18.196  106.00     2.0
2020-05-28 14:00:18.206  106.00    13.0
2020-05-28 14:00:18.216  106.00     6.0
2020-05-28 14:00:18.226  106.00    11.0
2020-05-28 14:00:18.236  106.00     1.0
2020-05-28 14:00:18.246  106.00    30.0
2020-05-28 14:00:18.256  106.00    15.0
2020-05-28 14:00:18.266  106.00     4.0
2020-05-28 14:00:18.276  106.00    45.0
2020-05-28 14:00:18.286  106.00    13.0
2020-05-28 14:00:18.296  106.00    10.0
2020-05-28 14:00:18.306  106.00    36.0
2020-05-28 14:00:18.316  106.00     1.0
2020-05-28 14:00:18.326  106.00    19.0
2020-05-28 14:00:18.336  106.00    26.0
2020-05-28 14:00:18.346  106.00    20.0
2020-05-28 14:00:18.356  106.00     2.0
2020-05-28 14:00:18.366  106.00    40.0
2020-05-28 14:00:18.376  106.00  1000.0
2020-05-28 14:00:18.386  106.00    20.0
2020-05-28 14:00:18.398  106.00    46.0
2020-05-28 14:00:18.406  106.00    28.0
2020-05-28 14:00:18.416  106.00     1.0
2020-05-28 14:00:18.426  106.00  1000.0
...                         ...     ...
2020-05-28 19:59:06.492  100.20    35.0
2020-05-28 19:59:06.494  100.20   400.0
2020-05-28 19:59:06.502  100.15    31.0
2020-05-28 19:59:06.502  100.10    50.0
2020-05-28 19:59:06.512  100.05   100.0
2020-05-28 19:59:06.514  100.00    40.0
2020-05-28 19:59:06.523  100.00   100.0
2020-05-28 19:59:06.602  100.00   100.0
2020-05-28 19:59:06.612  100.00   244.0
2020-05-28 19:59:14.042  100.20   100.0
2020-05-28 19:59:14.050  100.00   229.0
2020-05-28 19:59:14.502  100.25  1997.0
2020-05-28 19:59:14.510  100.25    25.0
2020-05-28 19:59:14.512  100.25  3000.0
2020-05-28 19:59:14.520  100.30    50.0
2020-05-28 19:59:14.550  100.30  1730.0
2020-05-28 19:59:21.289  100.30    78.0
2020-05-28 19:59:28.217  100.30   490.0
2020-05-28 19:59:28.439  100.25   173.0
2020-05-28 19:59:31.947  100.30    70.0
2020-05-28 19:59:36.789  100.30  2632.0
2020-05-28 19:59:36.797  100.30   700.0
2020-05-28 19:59:39.530  100.30  1668.0
2020-05-28 19:59:39.546  100.30  3000.0
2020-05-28 19:59:39.560  100.30  5332.0
2020-05-28 19:59:50.353  100.35   100.0
2020-05-28 19:59:54.114  100.35   100.0
2020-05-28 19:59:54.123  100.30   900.0
2020-05-28 19:59:57.154  100.55   369.0
2020-05-28 19:59:57.164  100.55  1731.0

[6143 rows x 2 columns]
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

jgomez1 avatar image jgomez1

Great!!!! Just to understand the syntaxis, with "tick" interval:

a) there is no need for "fields" parameters?

b) can not query one single day of data (always must set a range of 2 days)?

Gurpreet avatar image Gurpreet jgomez1

Omitting fields will get all the fields in timeseries. Start Date is inclusive, End date is exclusive.

jgomez1 avatar image jgomez1 Gurpreet

Many thanks!

Upvotes
Gurpreet avatar image
22.1k ●59 ●14 ●21

Hi @jgomez1, Please see answers to similar question here.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
jgomez1 avatar image
3 ●1 ●1 ●2

Ok, having read that, am I right to say that RHistory and Eikon API for python may not have this particular data? ¿Is the python code ok to replicate the RHistory query?

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.