I am using the Refinitiv Eikon API in R, using this https://github.com/ahmedmohamedali/eikonapir. I am trying to extract values for each month the last 10 years with 30 or so different variables defined. However, the code does not run when trying to loop over several time periods.

I am using the get_data function, as I understand that get_timeseries only allows for some predefined fields. However, only 1 date is allowed to be defined. This is the working code:

regression_data <- get_data(list("XOM,CVX,OXY,COP,PXD,SU.TO,EOG"),

information,

list('SDate'='2012-01-31')

)

Where "information" is a predefined list of variables. I want, however, to extract the data over multiple dates. When I have tried to do this, the code won't run. I know this should be doable, as just changing the date also provides an answer, however, it would be very time-consuming. Happy for any help.