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chinmayjokhla avatar image
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Eikon get_data API not working for ex

I am trying to extract some data using Eikon Data API - the code is as follows, however i am not getting any prices from the below command


df, err = ek.get_data(

instruments = ['LCON1','LCOQ1'],

fields = [

'TR.CLOSEPRICE.date(Frq=D,SDate=-5Y,EDate=1D)',

'TR.CLOSEPRICE(Frq=D,SDate=-5Y,EDate=1D)'

]

)


display(df)

------------------------------------------------------------------------------------

df, err = ek.get_data(

instruments = [

'LCON1',

'LCOK2'

],

fields = [

'TR.CLOSEPRICE.timestamp(Frq=D,SDate=2021-05-04,EDate=2015-01-01)',

'TR.CLOSEPRICE(Frq=D,SDate=2021-05-04,EDate=2015-01-01)'

]

)


display(df)


------------------------------------------------------------


eikoneikon-data-apirefinitiv-dataplatform-eikonworkspaceworkspace-data-apifutures
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Alex Putkov.1 avatar image   Alex Putkov.1

@chinmayjokhla

Thank you for your participation in the forum. Are any of the replies below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply that best answers your question. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

-AHS

Jirapongse avatar image   Jirapongse

@chinmayjokhla

Hi,

Please be informed that a reply has been verified as correct in answering the question, and marked as such.

Thanks,

AHS

1 Answer

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jonathan.legrand avatar image
5.8k ●21 ●2 ●6

Hi @chinmayjokhla,


Does the below output results you were expecting?


from datetime import datetime, timedelta

df1, err = ek.get_data(instruments = ['LCON1','LCOQ1'],
                      fields = ['TR.CLOSEPRICE.date',
                                'TR.CLOSEPRICE.timestamp',
                                'TR.CLOSEPRICE'],
                     parameters = {'SDate': '2020-02-01',
                                   'EDate': str(datetime.today())[:10],
                                   'FRQ': 'D'})

df1.dropna()
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