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Eric Shaun avatar image
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Timezone difference between ek.get_timeseries and rd.get_history

Hi Team. I understand ek.get_timeseries method on Eikon CodeBook/API always return timestamp in GMT/UTC(based on https://community.developers.refinitiv.com/questions/72784/eikon-data-api-time-series-timezone.html) but how come rd.get_history is returning GMT-1

Here is the sample formula:

For ek

df = ek.get_timeseries('AAPL.OQ',

start_date='2023-11-03', end_date='2023-11-07',

interval='hour')


df


For rd

import refinitiv.data as rd

rd.open_session()

rd.get_history(

universe=["AAPL.OQ"],start="2023-11-03",end="2023-11-07",

fields=["TRDPRC_1"],

interval="60min",)


Here is the out

timezone-difference-between-ek-and-rd.png

eikon-data-apipython#contentcodebook
timezone-difference-between-ek-and-rd.png (292.3 KiB)
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2 Answers

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Jirapongse avatar image
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@Eric Shaun

It could relate to the summaryTimestampLabel parameter.

response1 = historical_pricing.summaries.Definition(
    "AAPL.OQ", 
    interval=Intervals.HOURLY,    
    start = '2023-11-03', 
    end = '2023-11-07',
    fields=["TRDPRC_1"],    
    extended_params={"summaryTimestampLabel":"endPeriod"}
).get_data()
response1.data.df

To set this parameter, you need to use the historical_pricing in the content layer.

The output is:

1701143834685.png



1701143834685.png (29.8 KiB)
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nick.zincone avatar image
17.7k ●82 ●39 ●63

Hi @Eric Shaun

As far as I can tell, the Historical Pricing service, which is what the get_history() is based on, uses GMT when requesting and reporting results. I can clearly see the 1-hour difference you have observed but it's unclear if the get_timeseries() could be off.

I've reached out to the dev team to confirm and will report once I hear back.

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