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question

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greg.tyng avatar image
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get data not returning full date range, is there a data limit?

here is the code:

contract = 'DCSc'

riclist = ["{}{}".format(contract, i) for i in range(1,13,1)]
print(riclist)

df = ek.get_timeseries(riclist,'close',
start_date='20140101',
end_date='20190401', interval='daily')

df.reset_index('Date', inplace=True)


df['Date'] = df['Date'].dt.strftime('%Y%m%d')
print(df)


output:

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-api
1609355565720.png (32.3 KiB)
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10 |1500

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1 Answer

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pierre.faurel avatar image
4.3k ●2 ●4 ●5

Hi,

Yes, there is a limit.
You'll have detail in Eikon DAPI usage and limits guide on the Developer Community Site . EIKON DATA API USAGE AND LIMITS GUIDELINE:

  • get_timeseries: The current limit value (10-Oct-2019) is 3,000 data points (rows) for interday intervals and 50,000 data points for intraday intervals. This limit applies to the whole request, whatever the number of requested instrument.


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greg.tyng avatar image greg.tyng

Clear. Thank you for the detail

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