No tick data returned for valid RICs in get_timeseries()

Options
elliot.keer
elliot.keer Newcomer
in Eikon Data APIs

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)


Tagged:

Best Answer

  • nick.zincone
    nick.zincone admin
    Answer ✓

    @elliot.keer

    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')

    ahs.png

Answers

Categories