Limit on tick history in python API

What's the limit on the maximum tick history one can retrieve using the python API? For hourly I get a maximum of 2 years. If we have a tick history account, can we use that to get more historical data?

Best Answer

  • Jirapongse
    Answer ✓

    From my test, I could get the maximum of 1 year for hourly data.

    >>> req = ek.get_timeseries(["TRI.N"], start_date="2015-04-17T00:00:00", end_date="2015-07-10T00:00:00", interval="hour")
    >>> req
    {'TRI.N': HIGH LOW OPEN CLOSE COUNT VOLUME
    2015-05-18 15:00:00 40.98 40.910 40.920 40.93 29.0 3824.0
    2015-05-18 16:00:00 41.04 40.930 40.930 40.97 93.0 14875.0
    2015-05-18 17:00:00 40.99 40.810 40.970 40.82 64.0 9838.0
    2015-05-18 18:00:00 40.87 40.780 40.830 40.86 46.0 7757.0
    2015-05-18 19:00:00 40.86 40.800 40.860 40.81 46.0 9816.0
    2015-05-18 20:00:00 40.87 40.805 40.805 40.81 87.0 27432.0
    2015-05-18 21:00:00 40.82 40.820 40.820 40.82 1.0 27534.0

    It is similar to Eikon Chart which limits the range of hourly data to 1 year.

    image

    However, you could get hourly data more than one year when using Thomson Reuters Tick History (TRTH). The following is the result from TRTH.

    image

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