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student.2 avatar image
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Tick history limit

Hello,

I'm trying to get tick history for bid and ask quotes with python. I'm managing to get data needed but my maximum observations currently stops at 50000 entries, which in practice covers only couple of days. For my research, I need much larger data set that covers 3 years.

Is there a way to increase how much data can I collect?

Thanks.

Code I'm currently using:

ek.get_timeseries(["XXLA.OL"], fields = ["Bid","Ask"], start_date="2018-01-01T00:00:00", end_date="2021-01-01T00:00:00", interval = "taq")
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1 Answer

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chavalit-jintamalit avatar image
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Hi @student.2

Please review the API limitation from this document.

Intraday data is limit to 50000 records.

Please also note that "taq" is available for the past 15 months.

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