How to fetch real-time candle data for intraday periods in EIkon Data API

neha.bhan

• How to fetch real-time candle data for intraday periods
• What is the resolution for the lag that arises while fetching data using the get_timeseries API
• Is it possible to extract data like RSI and MACD values for a product? If yes, what is the list of products it is possible for?
• There are some RICs (illiquid ones mostly) whose hourly data is returned but daily isn't. Is that a bug? Because if an hourly candle is forming then so should daily.

raksina.samasiri

Hi @neha.bhan,

1. Assuming you want minute data for intraday data, you may follow the code below. (interval for intraday can be minute or hour)
   
2. I tried fetching data using get_timeseries() and found no lag compared to Quote data. Please see the screenshot below, the API was called at 7:13AM (UTC time) and the latest data returned from get_timeseries() is the same time as trade time (TRDTIM_1) in Quote.
   For the lag that occurred,
   - you may check if the user has real-time permission on that RIC
   - or it could be that there's no trading occurred during that time.
   
3. Yes, it's possible to extract RSI and MACD values for a product, and they should be available for all products as they're the standard analysis fields.

   below is an example to extract these values

   import eikon as ek ek.set_app_key("xxxxxxxxxxxxxxxxxxxxxxxxxxx") 
   macd_rsi, err = ek.get_data(["FB.O","AMZN.O","AAPL.O","NFLX.O","GOOG.O"],                            ["TR.MovAvgCDLine1.date","TR.MovAvgCDLine1","TR.MovAvgCDLine2","TR.MovAvgCDSignal",                             "TR.RSISimple14D","TR.RSIExp14D","TR.RSIWilder14D","TR.RSISimple30D","TR.RSIExp30D",                             "TR.RSIWilder30D","TR.RSISimple9D","TR.RSIExp9D","TR.RSIWilder9D","TR.RSISimple3D",                             "TR.RSIExp3D","TR.RSIWilder3D","RSI_14","RSI_30","RSI_7"]) macd_rsi

   To see each field's description, Eikon Data Item Browser can be used.

4. Could you please provide the RICs whose hourly data is returned but daily isn't so we can help check test the data availability, or you may contact the Content team and provide these RICs to them to check.
   To do so,
   1. You can submit a case at https://my.refinitiv.com/content/mytr/en/helpandsupport.html
   2. then select Product and Content >> I believe content is incorrect or incomplete >> Refinitiv Eikon
      
      
      

raksina.samasiri

Eikon Data Item Browser