Free Trial yields only 50,000 minute candles for S&P Futures

granthaskins1
granthaskins1
in Eikon Data APIs

I used a start_date of 2000-01-01 and the eikon.get_timeseries method for symbol Esc1 only yielded 50k candles dating back to May of this year. Is this a feature of my free trial of is this all of the data that is availabl?. Ideally, I would like minute candles dating back decades so that I can build mathematical models using the historical minute-by-minute data.

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1
    Answer ✓

    It's neither. The depth of timeseries in 1 minute summarization available from Eikon is 1 year. However, the max number of rows get_timeseries method returns for intraday timeseries is 50K. See the document titled Eikon Data API Usage and Limits Guideline for details of this and other limits Eikon Data APIs impose on data retrieval.
    If you need more than 50K rows, you need to execute multiple get_timeseries calls, which you could do in a loop using the earliest date returned from the previous request as the value for end_date parameter for the next request.

    If 1 year worth of price history in 1 minute summarization is insufficient for your purposes, then I recommend you look at Refinitiv Tick History product.

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