Unable to pull data for more than a year

joel-b.tan
joel-b.tan
in Eikon Data APIs

Hi,

I'm currently trying to pull time series data of a handful of currencies; THB1MV= etc etc.

However each get_timeseries pull only yields me around 1 year's worth of data despite my specified date range of 2015 till today. Please assist.


Thank you

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Best Answer

  • raksina.samasiri
    raksina.samasiri admin
    Answer ✓

    hi @joel-b.tan ,

    You may put start_date, end_date parameters into the function.

    From the example code below, you'll get the data from 2015 till today.

    import eikon as ek
    ek.set_app_key('#### put your app key here ####')

    ek.get_timeseries(rics = 'THB1MV=', start_date = '2015-01-01', end_date = '2021-09-06')

    1630920893119.png

    Please note that there's a limit of Eikon Data API usage, which can be checked from this page Eikon Data API Usage and Limits Guideline.

    For example, the current limit of datapoints returned per request of get_timeseries is 3,000 data points (rows) for interday intervals and 50,000 data points for intraday intervals. This limit applies to the whole request, whatever the number of the requested instruments.


Answers

  • jason.ramchandani01
    jason.ramchandani01

    @joel-b.tan Its hard for us to ascertain what is happening if we don't see the API call code with all parameters. I can pull daily closing data back to 2015 no problems:

    df1 = ek.get_timeseries(['THB1MV='],['CLOSE'],start_date='2015-01-01')
    df1

    1630920951322.png

    If you are trying to get data for a large number of RICs you will run into our API limits per call for example which for interday time series is 3,000 rows - you can see those limits detailed here. So it maybe best to split this up per RIC in a loop of instruments. I hope this can help.

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