Incomplete historic time series data for USDONZ=R

Hi,

I am trying to pull historic data for EURONZ=R and I think there is some incomplete histic data. As per below, example period 2005-2007 returns:

 get_hist_rate('/EURONZ=R','2005-12-07','2007-02-20')
Error with /EURONZ=R: No data available for the requested date range
Traceback (most recent call last):

  File "<ipython-input-477-7ee5f4a6d14f>", line 1, in <module>
    get_hist_rate('/EURONZ=R','2005-12-07','2007-02-20')

  File "<ipython-input-458-6cfb4e167d86>", line 2, in get_hist_rate
    rate = ek.get_timeseries(rate_ric,'CLOSE',start_date= str(startD), end_date=str(endD))

  File "C:\Users\sfuchs\AppData\Local\Continuum\anaconda3\lib\site-packages\eikon\time_series.py", line 179, in get_timeseries
    raise EikonError('Error', message=ts_error_messages)

EikonError: 'Error code Error | /EURONZ=R: No data available for the requested date range
returns: eikonError: 'Error code Error | /EURONZ=R: No data available for the requested date range

whereas 2000-2001 returns

get_hist_rate('/EURONZ=R','2000-12-10','2001-02-20')
Out[473]: 
EURONZ=R       CLOSE
Date                
2000-12-11  5.011400
2000-12-12  4.990000
2000-12-13  4.990000
2000-12-14  4.958000
2000-12-15  5.000000
2000-12-18  4.958000
2000-12-19  4.990000
2000-12-20  4.926000
2000-12-21  4.947300
2000-12-22  5.032000

as expected. Also in eikon app I can see the data points.

image

Can you please check?

Thanks,

Steffen

Best Answer

  • Hi @steffen.fuchs

    The data point for EURONZ=R goes back to around Q1 2015.

    My API call also returned the same error for the data before 2015, same with yours.

    Please see this chart app.

    image


    The picture in your questions is for USDONZ=R and I can get the data either 2000 to 2001 or 2005 to 2007 successfully.

    image