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get_timeseries and get_historical_price_summaries DataOutput Timestamps

I am using the functions get_timeseries and get_historical_price_summaries to create a table that contains high, low, open, close, volume (from get_timeseries) and bid and ask (from get_historical_price_summaries) for german stocks. The timestamps indicate (in both tables) that the first trades occur at 08:00 AM. However, I would have expected 09:00 AM as the exchange opens at 09:00.

If I use the Price chart function in the refinitiv app, I get the following output (for Adidas):

1658316978108.png

However, using the following code:

data = ek.get_timeseries('ADSGn.DE', start_date = start_date, end_date = end_date, interval='minute')
print(data)

returns:

1658317097147.png

the same holds for:

data= rdp.get_historical_price_summaries('ADSGn.DE',
                                          rdp.Intervals.ONE_MINUTE,
                                          start = start_date,
                                          end = end_date,
                                          fields = ['OPEN_PRC','HIGH_1','LOW_1', 'BID', 'ASK'])
pythonprice-historytimestamp
1658316978108.png (69.6 KiB)
1658317097147.png (40.2 KiB)
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1 Answer

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Hi @basilio.konstantin.kalus,

The time stamps from the API are in the UTC timezone and not the local time as opposed to the Eikon display. You will have to factor in the Daylight savings and the UTC offset to get the local time.

In python this can be done with the help of datetime module.


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