No data available for Dutch stocks between 17:30 and 17:35 local time.

Hi,

Using the TAS app and changing the range to 17:30 - 17:35 local time for ASML.AS for any trading day will display tick data (if not right click in the empty table -> Filters -> ClearAll -> Ok). I have a Excel spreadsheet that is also retrieving those data but it doesn't work when using the Eikon Data python API. I am receiving the following EikonError: "No data available for the requested date range."

The request is fairly simple:

import eikon as ek
import datetime as dt
import pytz as tz

start_date = tz.utc.localize(dt.datetime(2019, 1, 18, 16, 30))

end_date = tz.utc.localize(dt.datetime(2019, 1, 18, 16, 35))
ek.get_timeseries("ASML.AS", start_date=start_date, end_date=end_date, interval="tick")
Do you have any idea why it is not working?
Many thanks

Best Answer

  • dyeung
    Answer ✓

    I solved the issue.

    I changed the interval to "tas" from "tick" and I added the fields to ["TRDPRC_1"]:

    ek.get_timeseries(ric,start_date=start_date,end_date=end_date,interval="tas",fields=["TRDPRC_1"])

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