How can I filter tick data in python eikon.get_timeseries() on basis of tradingHours of exchange sim

mohit.garg
mohit.garg
in Eikon Data APIs
How can I filter tick data in python eikon.get_timeseries() on basis of tradingHours of exchange similar to eikon excel plugin parameter "tradingHours:Yes"
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Best Answer

  • Zhenya Kovalyov
    Zhenya Kovalyov
    Answer ✓

    I guess the answer is no, however, you can do it manually if you know the trading hours for the specific instrument. Use this if df is the name of your pandas data frame, and index is DatetimeIndex

    df.loc[np.logical_and(df.index.hour >= 8, df.index.hour <= 16)]

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