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Different data length between Rhistory and get_timeseries
I'm trying to get data using python api get_timeseries:
ek.get_timeseries(['KR1Y10YPS2P=GFIS'], fields=["Close"], start_date = dt.datetime(2012, 1, 1),interval="daily")
to replicate the results using Rhistory in excel. However in excel I got data back to 2012, but in get_timeseries the earlies data it return is 2020-02-17.
Is there any way I can fix it? Thanks
As an alternative to get_timeseries method of Eikon Data APIs, I suggest you use get_historical_price_summaries method of RDP Libraries, e.g.
rdp.get_historical_price_summaries('KR1Y10YPS2P=GFIS',
start='2012-01-01',
end='2021-02-17')
Are using the Last quote view in RHistory to get the Close values?
If yes, the get_timeseries is unable to retrieve the data of that view.
You may need to contact the Eikon Excel support via MyRefinitiv and ask for the field used in the =TR function to get the same data. If the field is available, you can use it with the get_data method to get the same data.
For more information, you can refer to this thread.