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Matlab TRTH Timeseries - Getting two days of data when requesting a year
I am using Matlab to connect to the Datascope API (TRTH). When I try to pull a year's worth of timeseries, intraday data using the below code, I get back two days of data rather than the requested year's worth. I am not specifying an interval in order to get back unaggregated results. I have tried putting in two digits on…
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How can I fix this error?
All, I have a problem I dont understand how to pull time series data using the refinitiv API. Does anyone have any idea how to do this? I am after macro data, instead of equity and FX prices, which seem to be in all the online examples. Many thanks Alex
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Historical Inflation swap data from ek.timseries giving bid rather than mid
I'm trying to get historical mids for inflation swaps in Python. My current code is ek.get_timeseries("GBRPIZ1Y=", start_date="2023-08-01", end_date="2023-08-04", interval='daily') However, this gives bid values not mids. Is there a way to get mids instead? I can get them in Eikon Excel using…
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Target Currency (Conversion) for Timeseries
Hi All, I'm facing the problem, that i cannot pull intraday timeseries (e.g. for MSFT.O) converted in an target currency. The following code allows to pull EoD data and an target currency: df, err = ek.get_data('AAPL.O',['TR.PriceClose.date;TR.PriceClose'], {'SDate':'2023-05-01', 'EDate':'2023-07-01', 'CURN':'EUR'})…
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timeseries missing data
Hi am using the below query to get Germany Govies yields over last 5y, but the df resulted miss most of the data (does contain only 2023 and 2022 data): ek.set_app_key(App_Key) RIC = ['DE3MT=RR','DE1YT=RR','DE2YT=RR','DE3YT=RR','DE4YT=RR','DE5YT=RR','DE7YT=RR','DE10YT=RR','DE15YT=RR','DE20YT=RR','DE30YT=RR'] start_date =…
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RKD API seconds level data.
I am retrieving time series data at the minute level interval from the Refinitive Knowledge Direct API. However, I now have a need to obtain the same time series data at a more granular level, specifically at the seconds level interval. To provide further context, I have included a sample of the requests I make and the…
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constantly calling "processTimeSeriesInfo". The function "processTimeSeriesComplete" is not called.
Hello, I'm trying to consume "ric" with "series = ista.getSeries(XXXXReutersTimeSeriesClient, ista.getSession(), vbr[i].getVirbaseTypeRuter(), period, beginDate, endDate);" I am checking "isError", "isComplate", "isInfo" in "while" loop. On my "local" computer, "isComplate" takes the value true, but when I deploy the codes…
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Unable to subscribe to 1 min time series data individual US Rics
Dear Team, in relation to this question https://community.developers.refinitiv.com/questions/96288/delay-in-subscription-and-requested-ohlc-data-us-e.html , I still once in a week have issues subscribing to 1 min timeseries OHLC data for these rics: SBUX.O and MSFT.O I use this code: var timeSeries =…
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I am unable to extract the time series of the following RIC: ".FTBG05GBPT"
I am unable to extract the time series of the following RIC: ".FTBG05GBPT" via ek.get_timeseries. I encounter the following error: "ValueError: datetime64/timedelta64 must have a unit specified".
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get_timeseries: Date column returned as integer instead of datetime
I just tried to fetch price data of a single equity with get_timeseries function of the Python EIKON API. Unfortunately, I receive a warning and the "Date" column has integer values instead of datetime. I attached a screenshot of a simple example.Do you know how to get the dataframe with Date column in datetime format? I…
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Delay in Subscription and Requested OHLC data - US Equity Market opening phase
Hi, I have issues with requesting historical bars(ohlc) as well as with timeseries subscription via the .net API. It mainly happens when the US stock market opens at 9:30 EST for about 15 minutes. When I request historical bars, it can take up to 10 minutes before I get a response. During normal operation, this sort of…
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Error handling retrieving SERIES (Python)
I probably miss something very simple, but ... I am retrieving historic financial data by calling .get_data("list_of_rics" , "list_of_Data_Item_Codes") woks fine UNLESS there is an error in one (or more) of the Data_Item_Codes (a definition in this case) In that case, no data is returned ... not just for the item with the…
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EkionDataApi Gold And Silver Time Stamp Issue
I sent this question yesterday to customersupport@refinitiv.com and they directed me to ask this question here. I state this so that the dates returned at the bottom make sense (they were pulled yesterday). I'm trying to understand why the latest timestamps being returned differ between GCc1 and SIc1. For GCc1 I get a…
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Pulling up timeseries data and creating mathematical equation from the output
Hi Team, We have a client who's looking to pull up timeseries for TR.Liquidity10DAmt , however, we do not have a parameter to directly retrieve this data. I can attach a sample calculation of this data item and requesting for your assistance in providing a sample code that client can use. Thank you
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Fundamental data and get_timeseries
Using PM-OILTOTPD-EIA as an example (other similar data is experiencing the same issue). In Eikon, these data are correct, but pulling via Python they are not. What am I missing? rics = ['PM-OILTOTPD-EIA'] start = (date.today()-timedelta(days=365)).strftime("%Y-%m-%d") fields = ['Timestamp','Close'] df =…
