How can I get intraday data from today? Since today start of day until the time the script is run?

f.janeiro
f.janeiro
in Eikon Data APIs

I would like to get intraday data until the time of the day I'm running the script.

The only way I've found so far to get intraday if by using get_timeseries function. However, that only allows me to get the intraday data from previous dates before today. In below example i get data per minute for the 29th, but not for the 30th which is today and the day for which I need the data.

The requirement would be to get data from market open (7AM) until the minute of the day in which the request is triggered (let's say 11:43AM). Is this possible? Thank you


df = ek.get_timeseries('EURAB6E1Y=', ['CLOSE'], interval="minute", start_date='2023-03-29',end_date='2023-03-30')
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Best Answer

  • jonathan.legrand
    jonathan.legrand
    Answer ✓

    Hi @f.janeiro

    Have you tried with timestamps? E.g. in CodeBook:


    import refinitiv.dataplatform.eikon as ek
    ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY')
    df = ek.get_timeseries('EURAB6E1Y=', ['CLOSE'], interval="minute", start_date='2023-03-29T09:00:00',end_date='2023-03-30T13:00:00')


    `end_date` here could be `datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S')`

Answers

  • f.janeiro
    f.janeiro

    @jonathan.legrand

    Many thanks. That works very well.

    Is it possible to give the time stamps as an attribute so that a longer time series request (example for the last week) excludes data from 19h PM to 7h AM?

    Thank you again.

    Best

    Filipe

  • jonathan.legrand
    jonathan.legrand

    Hi @f.janeiro, There is no way to do that in one call, you'd have to do two separate calls or remove the data that is not of interest in the dataframe.

  • f.janeiro
    f.janeiro
    Understood. Thank you.
  • nick.zincone
    nick.zincone

    Hi @f.janeiro

    Just following on @jonathan.legrand answer above, if your requirement is to get the intraday data at the moment the call is made, I believe you don't need to specify the end_date. Something like this should be good:

    ek.get_timeseries('EURAB6E1Y=', ['CLOSE'], 
                      interval="minute", 
                      start_date='2023-03-29T09:00:00')

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