Can Python API acquire 30min data of G7 FX？

chengyuchi

I can get the 30min price from EIKON EXCEL，which in python only can acquire hourly data using ek.get_timeseries. Is there any way to get the halfhour data in pyhton?

RIC is :

"EUR=", "JPY=", "AUD=", "GBP=", "HKD=", "MYR=", "CHF=", "NZD=", "RUB=", "SGD=", "CAD=

I want to get 7:30 and 16:30 price of these currency.

thanks very much

Jirapongse

Refer to Eikon Data API Reference Guide, get_timeseries supports 'tick', 'minute', 'hour', 'daily', 'weekly', 'monthly', 'quarterly', and 'yearly' intervals.

For a workaround, please refer to this question.

chengyuchi

I had read this Giude.Does get_timeseries() only support 'tick', 'minute' and 'hour', not support half hour data, which work in excel? Because 'tick', 'minute' model can not acquire long period price, such as 1 year. Half hour data support 1 year period.

Thanks

Jirapongse

Yes, it only supports those intervals.

For the 'minute' interval, the oldest data that I can retrieve for EUR= is 2017-01-09 08:50:00.

df = ek.get_timeseries(['EUR='],start_date='2017-01-09T00:00:00',end_date='2017-01-10T23:59:59',interval='minute')

pierre.faurel

You'll find an example of Python code to aggregate timeseries with an interval of 30 minutes here: https://community.developers.refinitiv.com/questions/20853/is-there-an-interval-type-30-minutes-for-python-ap.html

Zhenya Kovalyov

@chengyuchi, you can get 1-minute bars and resample them with pandas, have a look at the official documentation or this discussion on stack overflow.