Cannot access CBA.AX minute data

yu.yang
yu.yang LSEG
in Eikon Data APIs

Hi team,

tmp = ek.get_timeseries(["MSFT.O"], fields = 'CLOSE', start_date="2021-10-28 09:00:00", end_date="2021-10-28 10:00:00", interval='minute')

# This code work for me


tmp2 = ek.get_timeseries(["CBA.AX"], fields = 'CLOSE', start_date="2021-10-28 09:00:00", end_date="2021-10-28 09:05:00", interval='minute')

# CBA.AX will report "No data available error", not sure why, can you let me know? Thank you!


FYI In excel, I can get 30min level CBA.AX data

=@RHistory($A$2,".Timestamp;.Close;.Close","INTERVAL:30M",,"TSREPEAT:NO CH:Fd",I18)

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Best Answer

  • raksina.samasiri
    raksina.samasiri admin
    Answer ✓

    Hi @yu.yang ,

    As checked, there're no CLOSE data of CBA.AX available at the start-end date range in your code (and there's no start-end date range specified in your Excel formula so the data is returned there)

    I tried adjust the date parameters to be wider and the data are returned properly (without the data between start_date="2021-10-28 09:00:00", end_date="2021-10-28 09:05:00)

    1635511183564.png

    regarding this thread, get_timeseries method of Eikon Data APIs library always returns timestamps in GMT.

    I checked in Eikon Excel and no data is returned during this date time range too (I did compare the result between the API and Excel so I belive that Eikon Excel timezone is the local timezone, which is GMT+7 for me)

    1635511621114.png

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