i'm using one sample code one of your colleagues shared with me
Basically i'm creating lists of RIC and then used them in ek.get_timeseries to pull out prices (freq=minute).
The problem i see is that, on certain datetime for some assets the data doesn't populate. However if i do the call for only for same asset, i do get some data.
Is this expected? is there any workaround? I just want to pull out prices for universe of assets frequency minute.
import eikon as ek
def chunks(l, n):
for i in range(0,len(l),n):
data1 = pd.DataFrame()
long_ric_list = list(ids_['RIC'])
ric_chunk = list(chunks(long_ric_list, 100))
for r in ric_chunk:
df = ek.get_timeseries(r,
data1 = data1 = data1.join(df)
data1 = df
Do you have a specific example of a call that does not return the timeseries? One scenario I can think of, when the behavior you describe may happen, is if the requested timeseries contain more than 50K rows. The Web service behind get_timeseries method returns a max of 50K rows in response to a single request for intraday timeseries. This 50K limit is shared by all RICs in the request. So, if you request timeseries where the number of rows (or minute intervals in your case) times the number of RICs in the request exceeds 50K, you'll have timeseries returned for some RICs and not for others. See Eikon Data API Usage and Limits Guideline for more details.