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'})

Question: Which function shall i use, to get the intraday timeseries in an 5min frequency that is converted in an target currency?

Many Thanks,

Frank

Best Answer

  • raksina.samasiri
    Answer ✓

    Hi @frank.marsollek ,

    To get the timeseries data, the ek.get_timeseries function can be used.

    ek.get_timeseries(['AAPL.O'],
    start_date = "2023-05-01",
    end_date = "2023-07-01",
    interval='minute')

    1691398917270.png

    You can run help(ek.get_timeseries) to see the available parameters, which you could see the possible intervals, the minute interval is available, you can use minute and then filter to get the data of 5 mins interval instead

    interval: string
           Data interval.
           Possible values: 'tick', 'minute', 'hour', 'daily', 'weekly', 'monthly', 'quarterly', 'yearly' (Default 'daily')
           Default: 'daily'

    However, please check Eikon Data API Usage and Limits Guideline to prevent the missing data from limit reaching