Unable to retrieve stock prices before 2008 with get_time_series
I'm trying to build a database with the adjusted close prices for all the components of the Stoxx 600, from 2000 to 2020. But I only get data no earlier than 2008, even for those stocks that existed before that year (i.e. volkswagen). I'm using this code and getting the result below.
adjusted_prices = []
for stock in range(len(rics)):
adjusted_prices.append(ek.get_timeseries(rics[stock], fields='CLOSE', start_date="2000-01-01", end_date="2020-12-30", interval="daily", corax="adjusted")
Best Answer
-
Please review API limitation guideline at https://developers.refinitiv.com/en/api-catalog/eikon/eikon-data-api/documentation
In your case, the API exceeds the maximum data point per API call.
You can reduce the time period and make them into multiple API calls, so the result would not exceed the maximum number of data point.
1
Answers
-
Hi, thank you for the help, but there is a problem with it, I downloaded the ric's list of the STOXX 600 components as of today to run this code, the problem is that if I set a range from 2000 to 2008 a lot of these stocks won't have data for the specified range, so python will return an error code -1. Is there a way to get a list of Rics for the period I want? Or maybe a way to create exceptions on python for this error so that ignore that stocks with no data?
0 -
You can use try/except code block.
1 -
I tried with this solution, but it stops until the first error, so I get only the first six stocks, do you know how to make the process skip the error and go on with the other stocks?
0 -
You can arrange your code to be like this:
Note that this is a pseudocode.
for ric in ric_list:
try:
df = ek.get_timeseries(ric, xxx, xxx)
#if you code is here, you get the data successfully
#process df according to your requirement
except ek.EikonError as err:
print(err)
#if you code is here, you get some error
#this is end of try/except block, back to for loopPlease also review Python For loop tutorial.
1
Categories
- All Categories
- 6 AHS
- 37 Alpha
- 161 App Studio
- 4 Block Chain
- 4 Bot Platform
- 16 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 367 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 59 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛