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tsando avatar image
31 ●2 ●2 ●5

bug in get_timeseries?

Hi,

If I run the following command in python:

dic = ek.get_timeseries(["CFI2Zc1",  # Carbon
                         "LCOc1"
                         ],
                        start_date=datetime.datetime(2008, 1, 1),
                        end_date=datetime.datetime(2016, 12, 31),
                        interval='daily',
                        fields=['CLOSE'])

I don't get a dataframe that starts from 2008, but 2010 instead. The more RIC codes I add, the less the history goes back. Is this behaviour normal? I only seem to get the correct dates when only using a single RIC code.

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apihistoricaldate
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Andy Rhodes avatar image   Andy Rhodes

AHS - FYI Iain Scott has escalated this to Denis Dollfus & Bob Kuszewski on our behalf. For a full list of API escalation points see here

Jirapongse avatar image   Jirapongse

@tsando

Hi. Thank you for your participation in the forum.

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If so please can you click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question.

Else please post again offering further insight into your question

Thanks

3 Answers

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Denis Dollfus avatar image
219 ●1 ●3 ●7

Hi @tsando , I confirm the problem. The maximum number of points for inter-day data is currently 3000, unfortunately to be divided by number of instruments. So with 10 instrument the maximum becomes 300 points.

This behavior being error-prone, I'll raise this issue to time series service.

Thanks for your feedback.

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iain.scott avatar image
591 ●3 ●2 ●3

Bear in mind that this service is EAP with the main aim of validating the APIs . Given the service is not production ready there may be some issues with underlying data that we would expect to resolve before launch.

Thank you for the feedback, we will look into the issue.

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vlscout avatar image
38 ●0 ●2 ●4

1) I confirm that this restriction still exists.

2) Also, the timeseries function returns an error (AVTCHB.ST', ': ', 'Error: TSIUnknownInstrument, ErrorCode: TA-TSIUnknownInstrument, Fault: TSIError, Description: Invalid RIC', '\n')

for RICs that contain lower case letters like AVTCHb.ST, ANWGn.F etc.

3) And for recent IPOs that have a limited trading history, if you request a time series outside of that history, the function will return that recent trading data regardless whether it matches your requested time frame.

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pierre.faurel avatar image pierre.faurel

Two last cases will be fixed soon.

You can find more information about it in these comments :

2) https://community.developers.refinitiv.com/answers/14240/view.html

3) https://community.developers.refinitiv.com/comments/14196/view.html

vlscout avatar image vlscout pierre.faurel

Thank you!

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