lack of historical data through python API compared to EIKON

me39
me39
in Eikon Data APIs

Hi guys,

Can you tell me why I am not able to retrive data on the belowed index prior to 2012 using the python API? I seem to be able to find charts, and data using the EIKON app - but fail to do so using the below call

Index: .dMIWO00000NEU

Call: ek.get_data([".dMIWO00000NEU"], fields=['TR.PRICECLOSE','TR.PRICECLOSE.date','TR.PRICECLOSE.calcdate'],parameters={'SDate':'2005-12-31','EDate':yesterday,'Frq':'m'})

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Best Answer

  • chavalit-jintamalit
    chavalit-jintamalit admin
    Answer ✓

    Hi @me39

    The database which contains "TR.PRICECLOSE" may not have data back to 2005 as in your request.

    Please use this code which has data back to 2001.

    df = ek.get_timeseries(".dMIWO00000NEU", start_date="2000-01-01", end_date = "2019-09-30", interval="monthly",fields="CLOSE")
    df

    image

Answers

  • marcin.bunkowski
    marcin.bunkowski

    Hi @me39

    In addition to @chavalit.jintamalit answer you may still use your function but you need to replace TR.PRICECLOSE to TR.CLOSEPRICE. That field should be used for indices.

    df, err = ek.get_data([".dMIWO00000NEU"], fields=['TR.CLOSEPRICE','TR.CLOSEPRICE.date','TR.CLOSEPRICE.calcdate'],parameters={'SDate':'2005-12-31','EDate':'0D','Frq':'m'}) 
    df

    image

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