No tick data returned for valid RICs in get_timeseries()
I'm attempting to get tick data for multiple RICs (for EUA options). I can see certain trades have happened today, but I do not receive tick data for this from get_timeseries()
For example:
Dec21 60 call EUA option was traded today. The RIC for this is 'EFOM6000L1'
but when I run this line:
df = ek.get_timeseries('EFOM6000L1', start_date='2021-08-12', end_date='2021-08-17', interval='tick')
I receive this error message:
Error with EFOM6000L1: No data available for the requested date range
Although this code seems to work for Dec21 100 call EUA option (RIC: EFOM10000L1)
I would suggest you use the get_historical_price_event() call.
rdp.get_historical_price_events(
universe = 'EFOM6000L1',
start = '2021-08-12',
end = '2021-08-17')
Is it possible to use rdp.get_historical_price_events() with multiple RICs ? I'm having a little trouble getting tick data for multiple RICs. Or is there another solution ?
Hi @elliot.keer
Glad it was helpful. At this time, the get_historical_price_events() only provides a single item within the request. You will need to apply your own loop to retrieve multiple RICs.
@elliot.keer I cant see any volume on this today - I tried:
df = ek.get_timeseries('EFOM6000L1', start_date='2021-07-12', end_date='2021-08-16', interval='tick')
df
Then I tried :
df1, err =ek.get_data("EFOM6000L1",['TR.CLOSEPRICE.date','TR.CLOSEPRICE','TR.ACCUMULATEDVOLUME','TR.BLOCKTRADEVOLUME','TR.SETTLEMENTPRICE'],{'SDate':'2021-07-16','EDate':'2021-08-16'})
df1
and finally I check the quote:
I cannot see any volume today in this instrument. Where do you see volume?