how to download real time data in API

renee.yao

We are trying to download intra-day bar data for today, however the current time is 13:30pm, but we were only able to download data from 17:00-17:15GMT time, which is 12:00pm -12:15pm. (there is a 5 hour difference between GMT time and EST). Our function is: ek.get_timeseries( 'A', fields=['CLOSE'], interval = 'minute',start_date='2017-10-24-17-0-0', end_date='2017-10-24-18-0-0') Is there anyway we can get real time data?

jorge.santos

Hi Renee. During DST there is a 4 hour different between GMT and EST. (That changes this weekend).
Regarding real-time data - that will be available in Q1 2018.

Regards.

renee.yao

Hi Jorge, Thank you for your reply. If we want to download 1 min bar data from 15:00-15:30, should we use start_date='2017-10-25-19-0-0', end_date='2017-10-25-20-0-0' since the interval seems could only identify up to hour but not munite?

jorge.santos

Hi Renee, for example to get data for the last 30 mins then it would be:

ek.get_timeseries('VOD.L','CLOSE',start_date='2017-10-25T14:00:00',end_date='2017-10-25T14:30:00',interval='minute')

renee.yao

Thanks Jorge, this is really helpful. What about time conversion? Is there a way we can set the default time stamp to be EST instead of GMTt?

jorge.santos

Hi Renee - no this is not possible - the data is always GMT time. Perhaps locally you could use the pandas.tz_convert function - but is not something supported by TR.