Intraday data with eikonapir in R
I am testing if I could get hourly data for the .SPX:
> result <- get_timeseries(list(".SPX"),list("*"),"2016-01-01T15:04:05","2016-01-10T15:04:05",interval="hour", debug = TRUE)
[1] "Request *************************************"
{"Entity":{"E":["TimeSeries"],"W":{"rics":[[".SPX"]],"fields":[["*"]],"interval":["hour"],"startdate":["2016-01-01T15:04:05"],"enddate":["2016-01-10T15:04:05"]}}}
[1] "Response *************************************"
[1] "{\"timeseriesData\":[{\"dataPoints\":null,\"errorCode\":\"TSIError\",\"errorMessage\":\"Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range\",\"ric\":\".SPX\",\"statusCode\":\"Error\"}]}"
[1] "Response status *************************************"
[1] 200
> result
1 NA .SPX
For daily data it works fine:
> result <- get_timeseries(list(".SPX"),list("*"),"2016-01-01T15:04:05","2016-01-10T15:04:05",interval="daily", debug = TRUE)
[1] "Request *************************************"
{"Entity":{"E":["TimeSeries"],"W":{"rics":[[".SPX"]],"fields":[["*"]],"interval":["daily"],"startdate":["2016-01-01T15:04:05"],"enddate":["2016-01-10T15:04:05"]}}}
[1] "Response *************************************"
[1] "{\"timeseriesData\":[{\"dataPoints\":[[\"2016-01-04T00:00:00Z\",2038.2,2012.66,1989.68,2038.2,null],[\"2016-01-05T00:00:00Z\",2021.94,2016.71,2004.17,2013.78,null],[\"2016-01-06T00:00:00Z\",2011.71,1990.26,1979.05,2011.71,null],[\"2016-01-07T00:00:00Z\",1985.32,1943.09,1938.83,1985.32,null],[\"2016-01-08T00:00:00Z\",1960.4,1922.03,1918.46,1945.97,null]],\"fields\":[{\"name\":\"TIMESTAMP\",\"type\":\"DateTime\"},{\"name\":\"HIGH\",\"type\":\"Double\"},{\"name\":\"CLOSE\",\"type\":\"Double\"},{\"name\":\"LOW\",\"type\":\"Double\"},{\"name\":\"OPEN\",\"type\":\"Double\"},{\"name\":\"VOLUME\",\"type\":\"Double\"}],\"ric\":\".SPX\",\"statusCode\":\"Normal\"}]}"
[1] "Response status *************************************"
[1] 200
> result
TIMESTAMP HIGH CLOSE LOW OPEN VOLUME NA
1 2016-01-04T00:00:00Z 2038.2 2012.66 1989.68 2038.2 <NA> .SPX
2 2016-01-05T00:00:00Z 2021.94 2016.71 2004.17 2013.78 <NA> .SPX
3 2016-01-06T00:00:00Z 2011.71 1990.26 1979.05 2011.71 <NA> .SPX
4 2016-01-07T00:00:00Z 1985.32 1943.09 1938.83 1985.32 <NA> .SPX
5 2016-01-08T00:00:00Z 1960.4 1922.03 1918.46 1945.97 <NA> .SPX
Does Reuters prevent us from querying this data or do I have to do something differently?
Tagged:
0
Best Answer
-
Hourly timeseries available through Eikon go back 1 year. In your request you're asking for a 10 day range from 2.5 years ago. If you need hourly price history deeper than 1 year you may want to consider Thomson Reuters Tick History product.
0
Categories
- All Categories
- 6 AHS
- 39 Alpha
- 161 App Studio
- 4 Block Chain
- 4 Bot Platform
- 16 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 370 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 60 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛