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
bchip avatar image
5 ●1 ●1 ●1

Quote Historic Data AdvDecline

Hi. Im looking at the ticker ".AD.N" advance declines.

I can see the fields like VOLUME_ADV, VOLUME_DEC in the dataitem browser

Is it possible to get historic data for this? Seems I can only retrieve the last date.


I've tried:

df,err = ek.get_data('.AD.N',['VOLUME_ADV'],{'SDate':'2020-09-01','EDate':'2020-10-30'})

This only retrieves the latest day.


I've also tried:

df2 = ek.get_timeseries('.AD.N', fields='*',start_date='2020-09-01', end_date='2020-10-30', interval='daily')

This retrieves only the Volume difference (cant seem to find any other fields)


I would like historic data for fields like: 'VOLUME_DEC','ISSUES_DEC','ISSUES_ADV','VOLUME_ADV'


Thank you

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apipricing
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.

veerapath.rungruengrayubkul avatar image   veerapath.rungruengrayubkul

@bchip

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

4 Answers

· Write an Answer
Upvotes
Accepted
chavalit-jintamalit avatar image
18.2k ●21 ●13 ●21

Hi @bchip

Per @jirapongse.phuriphanvichai's input.

You can use RDP Lib in Python.

1. Please install RDP Lib

pip install refinitiv.dataplatform

If you already have it installed, please update it to the latest version

pip install --upgrade refinitiv.dataplatform


2. You can follow this sample code:

import refinitiv.dataplatform as rdp
rdp.open_desktop_session('xxxx') # your valid app key

df = rdp.get_historical_price_summaries(
    universe = '.AD.N',
    interval = rdp.Intervals.DAILY,
    start = '20201001',
    end = '20201101',
    fields = ['ISSUES_ADV','ISSUES_DEC']
)

df.tail(10)


ahs.png (33.0 KiB)
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.

Upvote
chavalit-jintamalit avatar image
18.2k ●21 ●13 ●21

Hi @bchip

The fields you are requesting data for, they do not support timeseries retrieval.

You can use Data Item Browser to check its supported parameters:



You can submit a ticket to Refinitiv Content Helpdesk to clarify if there is any fields carrying timeseries data on the fields you are interested in.

The Refinitiv Content Helpdesk can be reached using Contact Us capability in your Eikon application.
Or by calling the Helpdesk number in your country.
Or at https://my.refinitiv.com/

Please ask for the data field name(if any) so you can check them using "Data Item Browser" and with the API call.


ahs1.png (84.8 KiB)
ahs2.png (82.8 KiB)
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
Jirapongse avatar image
78.8k ●250 ●52 ●74

@bchip

Otherwise, you can try Refinitiv Data Platform Libraries. The historical-pricing endpoint can return the following information.



1604292401672.png (64.2 KiB)
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
bchip avatar image
5 ●1 ●1 ●1

Awesome, thanks so much for the responses!


I got this working

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.