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kwikmar1 avatar image
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Why is Price Close Dataseries only going back to end of April 2010 and not further

Hi all,

I have a quick question, I try to get a historical Data series for selected SMI, S&P & Eurostoxx50 constituents that goes back until 2009/01/01. But the Data series only goes back to 2010 with different start dates for SMI, S&P & Eurostoxx50.

Please see below a print screen of my code and output.


Is there any reason why or do I make a mistake?


Many thanks for your help.


cheers,

Marc


1652968445364.png


python apitime-seriesprice-history
1652968445364.png (124.7 KiB)
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zoya faberov avatar image   zoya faberov

Hello @kwikmar1 ,

Thank you for your participation in the forum.

Is the reply below satisfactory in resolving your query?

If yes, please click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

-AHS

raksina.samasiri avatar image   raksina.samasiri

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,
AHS

2 Answers

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zoya faberov avatar image
32.2k ●40 ●11 ●20

Hello @kwikmar1 ,

In addition to the suggestion from @nick.zincone, you may wish to refer to Eikon Data API Usage and Limits Guideline

for the complete details on EDAPI usage and limits.

You are running into current get_timeseries per request limit of 3K rows.

Consequently, you can also chunk the requested time interval into two parts in order to obtain the complete result using Eikon Data API:

start = '2009-01-01'
end = '2015-01-01'
ek.get_timeseries(['SLHN.S'],'CLOSE', start_date = start, end_date = end, interval = 'daily')

and

start = '2015-01-02'
end = '2022-05-20'
ek.get_timeseries(['SLHN.S'],'CLOSE', start_date = start, end_date = end, interval = 'daily')

Hope this information also helps


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nick.zincone avatar image
17.5k ●82 ●39 ●63

Hi @kwikmar1

I can't try your specific example, but using the Refinitiv Data Library for Python, and one of the example RICs I see in your result, I can see historical values back to 2009. For example:

rd.get_history(universe='SLHN.S', fields=['TR.Close'], 
               start="2009-01-01", end="2022-03-31")

ahs.png


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