Discover Refinitiv
MyRefinitiv Refinitiv Perspectives Careers
Created with Sketch.
All APIs Questions & Answers  Register |  Login
Ask a question
  • Questions
  • Tags
  • Badges
  • Unanswered
Search:
  • Home /
  • Eikon Data APIs /

For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

avatar image
Question by bjoern.laemmerzahl01 · May 09 at 10:00 AM · refinitiv-dataplatform-eikontime-series

ek.get_timeseries with multiple RICS omits timestamps

Hi,

I obeserved the following problem when querying multiple RICS:

1. Using...

# Load Data
hist_start = datetime(2022,5,3)
hist_end = datetime(2022,5,5)
rics = ['CFI2Z2']
ts = ek.get_timeseries(
    rics, 
    start_date=hist_start,
    end_date=hist_end,
    interval='tick',
    normalize=False,
    raw_output=True
)
ts['timeseriesData'][0]['dataPoints']

Yields...

[['2022-05-03T06:00:12.394Z', 83.3, 1],  ['2022-05-03T06:00:12.46Z', 83.3, 1],  ['2022-05-03T06:00:35.079Z', 83.23, 1],  ['2022-05-03T06:00:35.187Z', 83.23, 1],

But when calling multiple RICS ...

# Load Data
hist_start = datetime(2022,5,3)
hist_end = datetime(2022,5,5)
rics = ['CFI2Z2','CFI2Z3','CFI2Z4', 'USDEUR=R','PTTFYc1','TRAPI2Yc1','DEBYc1','CFI2Z1','SRMCAPI2Mc1']
ts = ek.get_timeseries(
    rics, 
    start_date=hist_start,
    end_date=hist_end,
    interval='tick',
    normalize=False,
    raw_output=True
)
ts['timeseriesData'][0]['dataPoints']

Yields:

[['2022-05-04T10:38:00.522Z', 87.85, 1],  ['2022-05-04T10:38:15.687Z', 87.8, 1],  ['2022-05-04T10:38:57.498Z', 87.85, 1], 


People who like this

0 Show 0
Comment
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

4 Replies

  • Sort: 
avatar image
REFINITIV
Best Answer
Answer by umer.nalla · May 13 at 08:38 AM

Hi @bjoern.laemmerzahl01

The Eikon DATA API team have investigated this issue and advised that it is related to the 100,000 data points limit.

e.g.

Set start/end date to (2022, 5, 10) / (2022, 5, 12) to get 'tick' values

'CFI2Z2' => 22.084 lines x 2 (nb of fields [VALUE, VOLUME]) = 44.168 (limit not reached)

['CFI2Z2','CFI2Z3','CFI2Z4', 'USDEUR=R','PTTFYc1','DEBYc1', 'SRMCAPI2Mc1']
=> 7142 lines x 7 (nb of RICs) x 2 (nb of fields [VALUE, VOLUME]) = 99.988
The limit was reached because the first datapoint's date is '2022-05-11T09:36:39.862Z' (the result was cut to approx 100.000 data points)

Change start/end dates to (2022, 10, 0, 0, 0) / (2022, 10, 9, 0, 0):

'CFI2Z2' => 2.944 lines x 2 (nb of fields [VALUE, VOLUME]) = 5,888 (limit not reached)

['CFI2Z2','CFI2Z3','CFI2Z4', 'USDEUR=R','PTTFYc1','DEBYc1', 'SRMCAPI2Mc1']
=> always 2.944 lines x 7 (nb of RICs) x 2 (nb of fields [VALUE, VOLUME]) = 41,216 (the limit is not reached)

So you can either reduce the data range and make multiple requests to fulfil your data range requirement OR request each RIC one by one.


Comment

People who like this

0 Show 0 · Share
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

avatar image
REFINITIV
Answer by Gurpreet · May 09 at 02:08 PM

Hi @bjoern.laemmerzahl01,

Can you confirm that you are not exceeding the data item limits on your requests. To see the limits, please refer to this document - https://developers.refinitiv.com/en/api-catalog/eikon/eikon-data-api/documentation


Comment

People who like this

0 Show 0 · Share
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

avatar image
REFINITIV
Answer by umer.nalla · May 09 at 02:22 PM

Hi @bjoern.laemmerzahl01

I was also able to recreate this inside my Codebook running in Workspace.

For some of the RICs, in the multi-RIC request it is missing data for the 05-03 - but for others it is present.
I will report to the Eikon API team for investigation and get back to you once I hear back.


Comment

People who like this

0 Show 0 · Share
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

avatar image
Answer by bjoern.laemmerzahl01 · May 18 at 07:45 AM

Hi umer.nalla,


Thank you for the excellent feedback. I will try to work around the issue by sending multiple requests, although, given that I do not know how many data points will be returned for a given period, this will be tricky.


However, Thanks to you feedback I know what the issue is.



Comment

People who like this

0 Show 0 · Share
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Watch this question

Add to watch list
Add to your watch list to receive emailed updates for this question. Too many emails? Change your settings >
13 People are following this question.

Related Questions

Timeout errors on Get_timeseries requests and is slow

is it possible to get initial and maintenance margin for futures as a time series using python API

get_timeseries doesn't return data but RIC contains data in the Eikon terminal

How to handle the multiple columns in pandas with symbols

Server Error: {"code":500,"message":"read ECONNRESET","statusMessage":"Internal Server Error"}: After weeks of functioning we suddenly get this error at random point in our timeseries requests. No settings have been changed. How to fix this?

  • Copyright
  • Cookie Policy
  • Privacy Statement
  • Terms of Use
  • Anonymous
  • Sign in
  • Create
  • Ask a question
  • Spaces
  • Alpha
  • App Studio
  • Block Chain
  • Bot Platform
  • Connected Risk APIs
  • DSS
  • Data Fusion
  • Data Model Discovery
  • Datastream
  • Eikon COM
  • Eikon Data APIs
  • Electronic Trading
    • Generic FIX
    • Local Bank Node API
    • Trading API
  • Elektron
    • EMA
    • ETA
    • WebSocket API
  • FX Venues
    • FX Trading – RFQ Maker
  • Intelligent Tagging
  • Legal One
  • Messenger Bot
  • Messenger Side by Side
  • ONESOURCE
    • Indirect Tax
  • Open Calais
  • Open PermID
    • Entity Search
  • Org ID
  • PAM
    • PAM - Logging
  • ProView
  • ProView Internal
  • Product Insight
  • Project Tracking
  • RDMS
  • Refinitiv Data Platform
    • Refinitiv Data Platform Libraries
  • Rose's Space
  • Screening
    • Qual-ID API
    • Screening Deployed
    • Screening Online
    • World-Check One
    • World-Check One Zero Footprint
  • Side by Side Integration API
  • TR Knowledge Graph
  • TREP APIs
    • CAT
    • DACS Station
    • Open DACS
    • RFA
    • UPA
  • TREP Infrastructure
  • TRKD
  • TRTH
  • Thomson One Smart
  • Transactions
    • REDI API
  • Velocity Analytics
  • Wealth Management Web Services
  • Workspace SDK
    • Element Framework
    • Grid
  • World-Check Data File
  • Yield Book Analytics
  • 中文论坛
  • Explore
  • Tags
  • Questions
  • Badges