Eikon API to retrieve timeseries data through R package

jessie.lin
jessie.lin
in Eikon Data APIs

Hi Sir

One of my client is considering retrieve below time series data since 1995. They are considering Eikon API or TRTH, and they plan to use R. Could you help advice which solution is more applicable for them ?

If Eikon API is the solution, could you help indicate when client could get the sample code to have a try ? Thank you!

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Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    Yes, the client can use Eikon API to retrieve historical data.

    image

    However, most Eikon APIs support are COM APIs and .NET APIs. There is an example (Usage Example Time series API) available in C#. There is no R example.

    Another option is TRTH REST API. Thomson Reuters Tick History (TRTH) is an Internet-hosted product on the DataScope Select platform that provides a REST API for unparalleled access to historical high frequency data across global asset classes dating to 1996.

    For TRTH REST API, there is an example in R available in the github.

Answers

  • Alex Putkov.1
    Alex Putkov.1

    Hi Jessie,

    The first consideration should be data usage rights. According to Thomson Reuters Master Agreement Information Schedule paragraph 3.1(a) with Eikon the user is granted the right to utilize any data retrieved from Eikon "for the User's individual use". If client intends to utilize timeseries for any purpose other than "individual use", such as use these timeseries in any kind of enterprise application, redistribute the timeseries to other users (unless all these users also have Eikons which entitle them to view these same timeseries), redistribute data to other systems etc., then the client needs to contract for an Enterprise product, which licenses them to use the data in the manner they intend to.

  • jessie.lin
    jessie.lin

    Thank you for the answer, yes I will double confirm client's purpose with AM and Sales.

    And if client claim he use the data for his study, are we able to fulfill his requirement with Eikon API ?

  • jorge.santos
    jorge.santos

    Hi Jessie - there is R library available by an external source - it is not supported by Thomson Reuters, but should give your user and idea of how it can be used. You can find that library here: https://github.com/ahmedmohamedali/eikonapir

    ther ther

  • Joris.Hoendervangers
    Joris.Hoendervangers

    Yes, this library has been developed by Ahmed Mohamed Ali (Thomson Reuters, France)

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