get_timeseries caps history, does not return full dataframe

handrew11
handrew11
in Eikon Data APIs 
>>> req = eikon.get_timeseries("SPY", start_date=datetime.datetime(2006, 1, 1))
>>> req.head()
SPY           HIGH   CLOSE     LOW    OPEN  COUNT      VOLUME
Date
2006-07-24  126.32  126.21  124.44  124.44   -1.0  92892700.0
2006-07-25  127.30  126.66  125.72  125.98   -1.0  95528100.0
2006-07-26  127.45  126.83  126.18  126.59   -1.0  84532200.0
2006-07-27  127.69  126.71  126.20  127.33   -1.0  87261200.0
2006-07-28  128.14  127.98  126.86  126.99   -1.0  82138900.0

It does this for other equities as well.

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Best Answer

  • handrew11
    handrew11
    Answer ✓

    Ah, it's because you only allow 3,000 data points per pull. That's inconvenient...

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