Different data length between Rhistory and get_timeseries

ethan.cao
ethan.cao
in Eikon Data APIs

I'm trying to get data using python api get_timeseries:

ek.get_timeseries(['KR1Y10YPS2P=GFIS'], fields=["Close"], start_date = dt.datetime(2012, 1, 1),interval="daily")

to replicate the results using Rhistory in excel. However in excel I got data back to 2012, but in get_timeseries the earlies data it return is 2020-02-17.

Is there any way I can fix it? Thanks

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1
    Answer ✓

    @ethan.cao

    As an alternative to get_timeseries method of Eikon Data APIs, I suggest you use get_historical_price_summaries method of RDP Libraries, e.g.

    rdp.get_historical_price_summaries('KR1Y10YPS2P=GFIS',
                                       start='2012-01-01',
                                       end='2021-02-17')

Answers

  • Jirapongse
    Jirapongse admin

    @ethan.cao

    Are using the Last quote view in RHistory to get the Close values?

    image

    If yes, the get_timeseries is unable to retrieve the data of that view.

    You may need to contact the Eikon Excel support via MyRefinitiv and ask for the field used in the =TR function to get the same data. If the field is available, you can use it with the get_data method to get the same data.

    For more information, you can refer to this thread.

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