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

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kwikmar1
kwikmar1 Newcomer
in Eikon Data APIs

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


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Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    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


Answers

  • nick.zincone
    nick.zincone admin

    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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