The disappearance of monthly data.

Executing

get_timeseries("aUSCPI",list("*"),paste0("2003-02-01T00:00:00"), paste0(Sys.Date(),"T00:00:00"))

in R via eikonapir resulted in

1 NA aUSCPI

This isssue has not been emerged before. Getting other timeseries works perfectly.

While inside Eikon API Proxy Data Item Browser my attempts to explore aUSCPI RIC yielded in "No items match your request".

What could be the reason behind this?

Thank you in advance.

Best Answer

  • Default interval for get_timeseries function is 'daily' which isn't available for 'aUSCPI' item.

    You can see this with debug option:

    >>> ek.get_timeseries('aUSCPI', debug=True)
    ('entity: ', 'TimeSeries')
    ('payload: ', {'startdate': '2017-07-17T10:54:02.245690+02:00', 'enddate': '2017-10-25T10:54:02.246690+02:00', 'rics': [
    'aUSCPI'], 'fields': ['*'], 'interval': 'daily'})
    Request: {"Entity": {"W": {"startdate": "2017-07-17T10:54:02.245690+02:00", "enddate": "2017-10-25T10:54:02.246690+02:00
    ", "rics": ["aUSCPI"], "fields": ["*"], "interval": "daily"}, "E": "TimeSeries"}, "ID": "123"}
    HTTP Response: 200 - {"timeseriesData":[{"dataPoints":null,"errorCode":"TSIError","errorMessage":"Error: TSIIntervalNotS
    upported, ErrorCode: TA-TSIIntervalNotSupported, Fault: TSIError, Description: Interval is not supported","ric":"aUSCPI"
    ,"statusCode":"Error"}]}
    ('aUSCPI', ': ', 'Error: TSIIntervalNotSupported, ErrorCode: TA-TSIIntervalNotSupported, Fault: TSIError, Description: I
    nterval is not supported', '\n')

    You can retrieve data with 'monthly' and 'quarterly' intervals:

    >>> ek.get_timeseries('aUSCPI', interval='monthly')
    aUSCPI VALUE
    Date
    2017-07-31 244.786
    2017-08-31 245.519
    2017-09-30 246.819
    >>> ek.get_timeseries('aUSCPI', interval='quarterly')
    aUSCPI VALUE
    Date
    2017-09-30 245.708

Answers