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maria.vieira avatar image
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get_data not working for historical data for RIC = 'ECBDF=ECBF'

Can someone please help me in fixing the code below to get historical data for RIC = 'ECBDF=ECBF'

df1, err = ek.get_data(instruments = ['ECBDF=ECBF'], fields = ['VALUE_DT1','PRIMACT_1'], parameters = {'SDate':'2022-01-01', 'EDate': str(datetime.date.today())[:10], 'FRQ': 'D'})


I also tried get_timeseries, as shown below, without success.

df1, err = ek.get_timeseries(['ECBDF=ECBF'], ['VALUE_DT1','PRIMACT_1'], start_date = "2022-01-01", end_date = "2022-05-04", interval = "daily" )

I would be happy if either get_data or get_timeseries works.

Thanks.

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wasin.w avatar image   wasin.w

Hello @maria.vieira

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS

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Jirapongse avatar image
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@maria.vieira

The 'VALUE_DT1' and 'PRIMACT_1' fields are in the Real-Time category so they don't support historical data. You need to use other fields, such as TR.ClosePrice. 

df1, err = ek.get_data(instruments = ['ECBDF=ECBF'], 
                       fields = ['TR.ClosePrice','TR.ClosePrice.Date'], 
                       parameters = {'SDate':'2022-01-01', 'EDate': str(datetime.date.today())[:10], 'FRQ': 'D'})

The output is:

1651724523918.png

The get_timeseries method only supports the following fields ('TIMESTAMP', 'VALUE', 'VOLUME', 'HIGH', 'LOW', 'OPEN', 'CLOSE', 'COUNT'). Therefore, you can use the following code to get the daily close prices.

df2 = ek.get_timeseries(['ECBDF=ECBF'], start_date = "2022-01-01", end_date = "2022-05-04", interval = "daily" )

The output is:

1651724655193.png



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1651724655193.png (8.0 KiB)
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maria.vieira avatar image maria.vieira
Thank you!

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