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
40 2 2 1

Price data missing for several RIC's using ek.get_timeseries in python API

Historical Price data is missing for several TIC's using python data API:

ek.get_timeseries(ticker, start_date=date_start_1, end_date=date_end_1)

In which "ticker" is any of the below tic's, while dates are multiple combinations between 1988 and 2020.

AKS.N BGG.NCHK.NCTL.NDNR.NDO.NFTR.OQMNK.NNE.NUTX.NWLBAQ.PKALT.N^K99BOAT.O^D99CMY^L96COW.QAD^C95CSGA.QAD^C95CSP.QAD^C95ENE.N^A02FCXb.N^K95FLR_w.N^L00FSR.N^B01GITL.L^ H90GNN.MW^D93GRACq.L^A00GX.N^A02HIA.H^ C90LOCK.CD^ A98MCAc.AS^L90MHC.L^A92NCR.L^I91NOXL.QAD^ L00NRTO.PK^B02OMw.N^K97PINw.N^ J94PPW.BE^C02PZS.N^L99RAM.QAD^L89RTN.N^L97SOVN.QAD^C95SPC.L^D92SQB.F^C90SQD^L97TKA.QAD^L91USH.N^ F97WETT.SI^E01


Best

Filipe

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.

Upvotes
Accepted
39.4k 77 11 27

The stock of Briggs & Stratton Corp was delisted from NYSE in July 2020, and the RIC BGG.N is no longer valid. Use delisted stock RIC BGG.N^G20:

ek.get_timeseries('BGG.N^G20', start_date='1988-08-31', end_date = '1999-12-31')
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
40 2 2 1

missing-data-rics.pdf (208.7 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
4.3k 2 4 5

Hi,

You didn't detail values for the range [start_date_1 , end_date_1] but I assume that you reached the limit of data point you can retrieve.

Check this note to get more information on limits : https://developers.refinitiv.com/en/api-catalog/eikon/eikon-data-api/documentation?content=49692&type=documentation_item


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
39.4k 77 11 27

@f.janeiro

It would be very helpful to get a specific example of the date range where prices are missing for a specific RIC. I noticed that many (if not all) of the RICs you provided refer to delisted stocks. For delisted stocks you would only have price history up to the date when the stock was delisted. This is one reason you may have noticed "missing data". Another reason may be that your requests are hitting the 3K rows limit mentioned by @pierre.faurel. There may be other reasons. To tell you which one applies we'll need a specific example.

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
40 2 2 1

Hello Alex and Pierre.

I'm aware of the 3000 row limit. For each of those ticker I've requested multiple timeseries for different time periods, 1988 - 2000, 2000 - 2010 and 2010 - 2020. The values come empty for all of them using the ek.get_timeseries method.

Please try the BGG.N TIC as example. This stock has been around since 1988 and doesn't matter which time period request I do, the time-series comes empty.

date_start_1 = '1988-08-31'
date_end_1 = '1999-12-31'

or

date_start_1 = '2000-01-01'
date_end_1 = '2010-12-31'

or

date_start_1 = '2011-01-01'
date_end_1 = '2020-11-12'

Moreover, using other methods such as ek.get_data() close princing values are provided for some dates. It seems it's an issue for these stocks on the timrseries method.

Regarding the stock being delisted, no matter when it was delisted, it should have provided values for at least one of the 3 time period requests I did.

Thank you in advance.

Best

Filipe

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
40 2 2 1

Hello Alex.

Thank you for your reply. Indeed, all the TIC's I mentioned that were supposed to be alive are now delisted as you mentioned.

However, the issue seems to persist on the already delisted tics mentioned about. Please consider the following two examples:

ek.get_timeseries('ALT.N^K99', start_date='1988-08-31', end_date = '1999-12-31')

ek.get_timeseries('ENE.N^A02', start_date='1988-08-31', end_date = '1999-12-31')

Thank you in advance.

Best

Filipe
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.

@f.janeiro

I believe we have previously discussed the case of stocks delisted long ago. See my comments here.

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.