API KEY GENERATOR 410 Gone & INTRADAY DATA best retrieval method

1. When I try to use the API KEY GENERATOR, I get HTTP error: 410 Gone message. How can I use API in this case?
2. My main goal is to pull all members of sp500 index's historical one-minute price data from Eikon. Is API the best way to achieve this? or is there a better way?
Thanks!

Best Answer

  • @marshall_library I have reported this App Key Generator issue as I experienced it myself earlier Case: 10057695. I will report back the findings.

    Regarding getting intraday one minute bars for S&P500 constituents is relatively straightforward - to get the closes:

    First- get the constituents:

    import refinitiv.dataplatform.eikon as ek
    import refinitiv.dataplatform as rdp
    import datetime
    from datetime import timedelta

    ek.set_app_key('YOUR APP KEY HERE')
    rdp.open_desktop_session('YOUR APP KEY HERE')

    ricList, err = ek.get_data('0#.SPX','CF_NAME')
    ricList

    then I would use our Historical Pricing service from our RDP APIs to get the timeseries data - you will need to use a loop here as this API only does one RIC at a time:

    instruments = ricList['Instrument'].astype(str).values.tolist()
    now = datetime.datetime.now() + datetime.timedelta(days=-4)
    data1 = pd.DataFrame()
    for i in instruments:
    try:
    df1 = rdp.get_historical_price_summaries(universe = i,
    interval = rdp.Intervals.ONE_MINUTE,
    start=now + datetime.timedelta(minutes=-500),
    end=now,
    fields = ['TRDPRC_1'])
    df1.rename(columns = {'TRDPRC_1': i}, inplace = True)
    if len(data1):
    data1 = pd.concat([data1, df1], axis=1)
    else:
    data1 = df1
    except:
    pass
    data1


    1625532622910.png

Answers

  • @marshall_library In terms of generating an app key - could you please try using Eikon Web instead of Eikon standalone. Please go here and click Open in Web button and login in - then try opening APPKEY app there and see if that works. This is working for me. By any chance are you using macOS?