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julien.granger avatar image
16 ●0 ●0 ●2

missing EIA data

eikon API

get_timeseries

Python

Executing this python code, I'm trying to get EIA data starting 2015 but only get it populated starting 4/21/2021. There seems to be missing data. Could you pls fix?


fname = "RICList.csv"
riclist_df = pd.read_csv(pricespath+fname)
riclist = riclist_df["RIC"].tolist()
df_wklies = ek.get_timeseries(riclist, 'close',
                         start_date = '2015-01-01',
                         end_date = today)
df_wklies.to_csv(pricespath + "US_weeklies.csv")


RICREFCR-1-EIAREFCO-1-EIADST-OUT-1-EIAJET-OUT-1-EIADST-STK-1-EIAJET-STK-1-EIADST-IMP-1-EIAJET-IMP-1-EIADST-EXP-T-EIAJET-EXP-T-EIADST-DEL-T-EIAJET-DEL-T-EIAREFCR-2-EIAREFCO-2-EIADST-OUT-2-EIAJET-OUT-2-EIADST-STK-2-EIAJET-STK-2-EIAREFCR-3-EIAREFCO-3-EIADST-OUT-3-EIAJET-OUT-3-EIADST-STK-3-EIAJET-STK-3-EIAREFCR-4-EIAREFCO-4-EIADST-OUT-4-EIAJET-OUT-4-EIADST-STK-4-EIAJET-STK-4-EIAREFCR-5-EIAREFCO-5-EIADST-OUT-5-EIAJET-OUT-5-EIADST-STK-5-EIAJET-STK-5-EIADST-IMP-5-EIAJET-IMP-5-EIA
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wasin.w avatar image   wasin.w

Hello @julien.granger

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

wasin.w avatar image   wasin.w

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

Thanks,


AHS

3 Answers

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nick.zincone avatar image
17.3k ●82 ●39 ●63

Hi @julien.granger

The reason it appears like you are receiving missing data is because you have hit the limit for a single request using get_timeseries(). According to the Eikon Data API Usage and Limits Guideline, the get_timeseries() has a limit of 3000 data points per request.

  • get_timeseries: The current limit value (10-Oct-2019) is 3,000 data points (rows) for interday intervals and 50,000 data points for intraday intervals. This limit applies to the whole request, whatever the number of requested instrument.

As a result, the server is truncating the results. You will have to break your list into bundles to avoid this limit.

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nick.zincone avatar image
17.3k ●82 ●39 ●63

Hi @julien.granger

Here is one where I do see all the history:

ek.get_timeseries("REFCR-1-EIA", 'close',
                  start_date = '2015-01-01', 
                  end_date='2022-08-05')

ahs.png

Does the above fail for you?


ahs.png (11.9 KiB)
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julien.granger avatar image
16 ●0 ●0 ●2

Thank you. The RIC list is below. I think that some of the RICs have missing data and therefore the get_timeseries gets truncated at 4/21/22. Can you try querying for all those RICs at one time and see if you get everything starting at 1/1/2015?

  • REFCR-1-EIA
  • REFCO-1-EIA
  • DST-OUT-1-EIA
  • JET-OUT-1-EIA
  • DST-STK-1-EIA
  • JET-STK-1-EIA
  • DST-IMP-1-EIA
  • JET-IMP-1-EIA
  • DST-EXP-T-EIA
  • JET-EXP-T-EIA
  • DST-DEL-T-EIA
  • JET-DEL-T-EIA
  • REFCR-2-EIA
  • REFCO-2-EIA
  • DST-OUT-2-EIA
  • JET-OUT-2-EIA
  • DST-STK-2-EIA
  • JET-STK-2-EIA
  • REFCR-3-EIA
  • REFCO-3-EIA
  • DST-OUT-3-EIA
  • JET-OUT-3-EIA
  • DST-STK-3-EIA
  • JET-STK-3-EIA
  • REFCR-4-EIA
  • REFCO-4-EIA
  • DST-OUT-4-EIA
  • JET-OUT-4-EIA
  • DST-STK-4-EIA
  • JET-STK-4-EIA
  • REFCR-5-EIA
  • REFCO-5-EIA
  • DST-OUT-5-EIA
  • JET-OUT-5-EIA
  • DST-STK-5-EIA
  • JET-STK-5-EIA
  • DST-IMP-5-EIA
  • JET-IMP-5-EIA
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