No tick data returned for valid RICs in get_timeseries()
I'm attempting to get tick data for multiple RICs (for EUA options). I can see certain trades have happened today, but I do not receive tick data for this from get_timeseries()
For example:
Dec21 60 call EUA option was traded today. The RIC for this is 'EFOM6000L1'
but when I run this line:
df = ek.get_timeseries('EFOM6000L1', start_date='2021-08-12', end_date='2021-08-17', interval='tick')
I receive this error message:
Error with EFOM6000L1: No data available for the requested date range
Although this code seems to work for Dec21 100 call EUA option (RIC: EFOM10000L1)
Best Answer
-
I would suggest you use the get_historical_price_event() call.
rdp.get_historical_price_events(
universe = 'EFOM6000L1',
start = '2021-08-12',
end = '2021-08-17')2
Answers
-
@elliot.keer I cant see any volume on this today - I tried:
df = ek.get_timeseries('EFOM6000L1', start_date='2021-07-12', end_date='2021-08-16', interval='tick')
dfThen I tried :
df1, err =ek.get_data("EFOM6000L1",['TR.CLOSEPRICE.date','TR.CLOSEPRICE','TR.ACCUMULATEDVOLUME','TR.BLOCKTRADEVOLUME','TR.SETTLEMENTPRICE'],{'SDate':'2021-07-16','EDate':'2021-08-16'})
df1and finally I check the quote:
I cannot see any volume today in this instrument. Where do you see volume?
0 -
Thank you that does the trick - appreciate it.
Is it possible to use rdp.get_historical_price_events() with multiple RICs ? I'm having a little trouble getting tick data for multiple RICs. Or is there another solution ?0 -
Hi @elliot.keer
Glad it was helpful. At this time, the get_historical_price_events() only provides a single item within the request. You will need to apply your own loop to retrieve multiple RICs.
0
Categories
- All Categories
- 6 AHS
- 38 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