I have some difficulties to retrieves time series of Iboxx index with Elektron. My index Ric is .IBL

I have some difficulties to retrieves time series of Iboxx index with Elektron. My index Ric is .IBLUS0004. I can get series using the eikon API ek.get_timeseries but I get nothing with Elektron requests.get.

Answers

  • Hello @kamal.chancari

    I cannot recognize any APIs in the Elektron that provide "requests.get" interface for developers. Which API in Elektron SDK that you are using? Can you give me a snippet of you code?

  • this is a screen shot of my code:

    image

  • Hello Wasin,

    Thank you for your response.

    You can find in attached screen shot, a part of my code using elektron requests .

    this function work very well for all the other assets.

    Regards,

  • Hello @kamal.chancari

    Based on a screenshot, I assume that you are using Elektron Data Platform API, please confirm my assumption.

    Could you please give me the following information?

    • The service that you send data to (the RESOURCE_ENDPOINT value).
    • Your request message (the requestData value)
    • The response message
  • @kamal.chancari

    It seems you are using Elektron Data Platform(EDP) and that screenshot is the function for GET request which I assume that when you request for time series data(historical pricing), it did not return 200 OK.


    Can you show us the details of "dResp" which is the 4th line from your screen shot? I guess your user may not have the scope for time series data. You can check that at the response message when you got access token under "scope" fields, it should contains "trapi.data.historical-pricing" as following:

    image

  • this is my parametrs and and response status :

    RESOURCE_ENDPOINT :

    https://api.refinitiv.com/data/historical-pricing/v1/views/interday-summaries/.IBLEH0002

    requestData :

    {'interval': 'P1D', 'start': '2019-12-07', 'end': '2019-12-11'}

    request status_code : 200

  • Hello @kamal.chancari

    Could you please confirm if you are using the EDP QuickStart timeSeries.py example code?

    I have run the example with the same request message and I got the following response. Please confirm is it the same issue or not.

    Invoking data request
    Resource access successful
    [
      {
        "adjustments":[
          "exchangeCorrection",
          "manualCorrection",
          "CCH",
          "CRE",
          "RTS",
          "RPO"
        ],
        "data":[],
        "headers":[],
        "interval":"P1D",
        "summaryTimestampLabel":"endPeriod",
        "universe":{
          "ric":".IBLEH0002"
        }
      }
    ]
    Timeseries data
    ---------------

    To let me compare it with Eikon Data API, please give me your ek.get_timeseries function call and parameters that return data.

  • Hi, This RIC hasn't been mapped yet. We will update this once we got the confirmation.

  • Hi Nawapoom, could you map also these RICs : ".IBLUS0005" - ".IBLEM0002" - ".IBLEH0002" ".IBLEU0008" ?

    Thank you

  • Hi Nawapoom, Do you have any news about this mapping issue ?