python eikon API - is there a parameter value for Edate which will get "all" the available history?

I have the following code:

df=ek.get_data('4295905573',['TR.PriceClose.Date', 'TR.PriceClose'], {'SDate':0, 'EDate':-365})

Is there a way to get "all" the available history, instead of setting it at a specific number of days?

Similarly, if I want to only get up to the last day of data for a company, is there an SDate value that will start on the "last" avaialble date automatically? If I set SDate to 0, and the EDate to say -5000, for a company that delisted say 1 year ago, it fills the whole 5000 reefcords with the last available value forward filled to "today"

Best Answer

  • @lgreen, you can try this workaround to get the timeseries from the first trading date:


    dftemp,err=ek.get_data('4295905573','TR.FirstTradeDate')
    start = dftemp['First Trade Date'][0]
    df,err=ek.get_data('4295905573',['TR.PriceClose.Date', 'TR.PriceClose'], {'SDate':0, 'EDate':start})
    df

Answers