For a deeper look into our Eikon Data API, look into:
Overview | Quickstart | Documentation | Downloads | Tutorials | Articles
For an external client, she is using the below code to get historical data using Phyton from EIkon
ek.set_app_key('***')
data=ek.get_timeseries('SBI.NS', interval='tick')
data.tail(10)
output
SBI.NS VALUE VOLUME
Date
2021-07-09 10:20:09.000 423.75 6
2021-07-09 10:20:21.000 423.75 10
2021-07-09 10:20:24.000 423.75 15
2021-07-09 10:20:37.000 423.75 1
2021-07-09 10:20:44.000 423.75 300
2021-07-09 10:21:39.000 423.75 1
2021-07-09 10:26:15.000 423.75 1
The timestamp is in UTC. She would like to know if there is a way she can get the timestamp of the results in IST.
The pythonic way is to utilize vectorized methods wherever possible instead of your own loops. The main reason is that vectorized methods are optimized for runtime and typically run faster than your own loops (sometimes by an order of magnitude faster). Vectorized methods also improve readability of the code by making the code more compact.
Please see an example of of converting the timezone in the dataframe index from UTC to the timezone of your choice on this thread.
This is a very good point, maybe this is better for you @jaredd.matutina01 then:
import pytz data.index = data.index.tz_localize(pytz.utc).tz_convert('Asia/Kolkata')
Hi @jaredd.matutina01 ,
I would suggest looking this up on StackOverflow:
https://stackoverflow.com/questions/4770297/convert-utc-datetime-string-to-local-datetime
Does this provide the answer you're looking for?
E.g.:
import datetime from pytz import timezone
ist = [] for i in data.index: try: _ist = datetime.datetime.strptime(str(i), '%Y-%m-%d %H:%M:%S.%f') _ist = _ist.astimezone(timezone('Asia/Kolkata')) _ist = _ist.strftime("%Y-%m-%d %H:%M:%S.%f") except: _ist = datetime.datetime.strptime(str(i), '%Y-%m-%d %H:%M:%S') _ist = _ist.astimezone(timezone('Asia/Kolkata')) _ist = _ist.strftime("%Y-%m-%d %H:%M:%S") ist.append(_ist)
data.index = ist
@jonathan.legrand @jaredd.matutina01
I ran the above code but the data index remained the same. This is what I ran:
ist = []
for i in data.index:
try:
_ist = datetime.datetime.strptime(str(i), '%Y-%m-%d %H:%M:%S.%f')
_ist = _ist.astimezone(timezone('Asia/Kolkata'))
_ist = _ist.strftime("%Y-%m-%d %H:%M:%S.%f")
except:
_ist = datetime.datetime.strptime(str(i), '%Y-%m-%d %H:%M:%S')
_ist = _ist.astimezone(timezone('Asia/Kolkata'))
_ist = _ist.strftime("%Y-%m-%d %H:%M:%S")
ist.append(_ist)
data.index = ist
data.tail()
but the index remained utc
@jaredd.matutina01 @Alex Putkov. @jonathan.legrand
Hi, I tried this code but got the following error:
--------------------------------------------------------------------------- AttributeError Traceback (most recent call last) <ipython-input-14-bcd1c96da781> in <module> 1 import pytz 2 ----> 3 data.index = data.index.tz_localize(pytz.utc).tz_convert('Asia/Kolkata') AttributeError: 'Index' object has no attribute 'tz_localize
Hi @akshmita ,
That will be because the Python objects used as indices in your pandas data-frame (if indeed 'data ' is a pandas data-frame in your code) are not of type 'pandas.core.indexes.datetimes.DatetimeIndex'. Would you mind either (i) showing us more of your code that leads to your 'data ' object or (ii) the object type of your index? Without this information, we will not be able to help.
@jonathan.legrand here's the full code
import eikon as ek
import datetime as dt
from datetime import time
import pytz
ek.set_app_key('.....')
data=ek.get_timeseries('SBI.NS', interval='tick')
data.index = data.index.tz_localize(pytz.utc).tz_convert('Asia/Kolkata')
data.tail()
I have no problem running this code on my end. Could you check whether you get any values in the dataframe? I'm thinking that perhaps for some reason get_timeseries method does not return any timeseries for you. Comment out the line that converts the timezone for the index and run the code to see what's returned into the dataframe. If the dataframe looks ok to you, check the type for the index. Run
type(data.index)
The expected results is pandas.core.indexes.datetimes.DatetimeIndex. What do you get?