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kfernandes avatar image
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Replacing get_time_series with get_data due to field changes for RIC for timeseries data

Previously, the I used the python package of Eikon and utilized the get_time_series function to get data for RIC : BBF-CCT-RIBELB. This would pull fields like Open, Close, High, Low and Volume for this RIC.

However, due to recent changes to the underlying fields - I am unable to pull historical data using get_time_series as the data is not stored under the fields fetched by this function.

We are using the get_data function to fetch the information now from fields like CF_CLOSE, CF_DATE etc. However, get_data only returns 1 data point and not a historical timeseries despite using 'SDate' and 'EDate' in the parameters.


get_time_series returns volume instead of prices:

get_data only returns 1 data point despite SDate and EDate parameters:

Please let me know how I can pull historical price information for this RIC using the Eikon python package since get_timeseries does NOT work for this RIC anymore.

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Jirapongse avatar image   Jirapongse

@kfernandes

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AHS

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Thanks,
AHS

1 Answer

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Alex Putkov.1 avatar image
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The best way to get these timeseries is to use RDP Library

rdp.get_historical_price_summaries('BBF-CCT-RIBELB',
                                   interval=rdp.Intervals.WEEKLY)
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