Eikon get_data API not working for ex

chinmayjokhla
chinmayjokhla
in Eikon Data APIs

I am trying to extract some data using Eikon Data API - the code is as follows, however i am not getting any prices from the below command


df, err = ek.get_data(

instruments = ['LCON1','LCOQ1'],

fields = [

'TR.CLOSEPRICE.date(Frq=D,SDate=-5Y,EDate=1D)',

'TR.CLOSEPRICE(Frq=D,SDate=-5Y,EDate=1D)'

]

)


display(df)

------------------------------------------------------------------------------------

df, err = ek.get_data(

instruments = [

'LCON1',

'LCOK2'

],

fields = [

'TR.CLOSEPRICE.timestamp(Frq=D,SDate=2021-05-04,EDate=2015-01-01)',

'TR.CLOSEPRICE(Frq=D,SDate=2021-05-04,EDate=2015-01-01)'

]

)


display(df)


------------------------------------------------------------


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Best Answer

  • jonathan.legrand
    jonathan.legrand
    Answer ✓

    Hi @chinmayjokhla,


    Does the below output results you were expecting?


    from datetime import datetime, timedelta

    df1, err = ek.get_data(instruments = ['LCON1','LCOQ1'],
                          fields = ['TR.CLOSEPRICE.date',
                                    'TR.CLOSEPRICE.timestamp',
                                    'TR.CLOSEPRICE'],
                         parameters = {'SDate': '2020-02-01',
                                       'EDate': str(datetime.today())[:10],
                                       'FRQ': 'D'})

    df1.dropna()

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