1. When I try to use the API KEY GENERATOR, I get HTTP error: 410 Gone message. How can I use API in this case?
2. My main goal is to pull all members of sp500 index's historical one-minute price data from Eikon. Is API the best way to achieve this? or is there a better way?
Thanks!
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API KEY GENERATOR 410 Gone & INTRADAY DATA best retrieval method
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Thanks,
AHS
Hello @marshall_library ,
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Thanks,
-AHS
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@marshall_library I have reported this App Key Generator issue as I experienced it myself earlier Case: 10057695. I will report back the findings.
Regarding getting intraday one minute bars for S&P500 constituents is relatively straightforward - to get the closes:
First- get the constituents:
import refinitiv.dataplatform.eikon as ek
import refinitiv.dataplatform as rdp
import datetime
from datetime import timedelta
ek.set_app_key('YOUR APP KEY HERE')
rdp.open_desktop_session('YOUR APP KEY HERE')
ricList, err = ek.get_data('0#.SPX','CF_NAME')
ricList
then I would use our Historical Pricing service from our RDP APIs to get the timeseries data - you will need to use a loop here as this API only does one RIC at a time:
instruments = ricList['Instrument'].astype(str).values.tolist()
now = datetime.datetime.now() + datetime.timedelta(days=-4)
data1 = pd.DataFrame()
for i in instruments:
try:
df1 = rdp.get_historical_price_summaries(universe = i,
interval = rdp.Intervals.ONE_MINUTE,
start=now + datetime.timedelta(minutes=-500),
end=now,
fields = ['TRDPRC_1'])
df1.rename(columns = {'TRDPRC_1': i}, inplace = True)
if len(data1):
data1 = pd.concat([data1, df1], axis=1)
else:
data1 = df1
except:
pass
data1
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@marshall_library In terms of generating an app key - could you please try using Eikon Web instead of Eikon standalone. Please go here and click Open in Web button and login in - then try opening APPKEY app there and see if that works. This is working for me. By any chance are you using macOS?
