ek.get_timeseries with multiple RICS omits timestamps
Hi,
I obeserved the following problem when querying multiple RICS:
1. Using...
# Load Data
hist_start = datetime(2022,5,3)
hist_end = datetime(2022,5,5)
rics = ['CFI2Z2']
ts = ek.get_timeseries(
rics,
start_date=hist_start,
end_date=hist_end,
interval='tick',
normalize=False,
raw_output=True
)
ts['timeseriesData'][0]['dataPoints']
Yields...
[['2022-05-03T06:00:12.394Z', 83.3, 1], ['2022-05-03T06:00:12.46Z', 83.3, 1], ['2022-05-03T06:00:35.079Z', 83.23, 1], ['2022-05-03T06:00:35.187Z', 83.23, 1],
But when calling multiple RICS ...
# Load Data
hist_start = datetime(2022,5,3)
hist_end = datetime(2022,5,5)
rics = ['CFI2Z2','CFI2Z3','CFI2Z4', 'USDEUR=R','PTTFYc1','TRAPI2Yc1','DEBYc1','CFI2Z1','SRMCAPI2Mc1']
ts = ek.get_timeseries(
rics,
start_date=hist_start,
end_date=hist_end,
interval='tick',
normalize=False,
raw_output=True
)
ts['timeseriesData'][0]['dataPoints']
Yields:
[['2022-05-04T10:38:00.522Z', 87.85, 1], ['2022-05-04T10:38:15.687Z', 87.8, 1], ['2022-05-04T10:38:57.498Z', 87.85, 1],
Best Answer
-
The Eikon DATA API team have investigated this issue and advised that it is related to the 100,000 data points limit.
e.g.
Set start/end date to (2022, 5, 10) / (2022, 5, 12) to get 'tick' values
'CFI2Z2' => 22.084 lines x 2 (nb of fields [VALUE, VOLUME]) = 44.168 (limit not reached)
['CFI2Z2','CFI2Z3','CFI2Z4', 'USDEUR=R','PTTFYc1','DEBYc1', 'SRMCAPI2Mc1']
=> 7142 lines x 7 (nb of RICs) x 2 (nb of fields [VALUE, VOLUME]) = 99.988
The limit was reached because the first datapoint's date is '2022-05-11T09:36:39.862Z' (the result was cut to approx 100.000 data points)Change start/end dates to (2022, 10, 0, 0, 0) / (2022, 10, 9, 0, 0):
'CFI2Z2' => 2.944 lines x 2 (nb of fields [VALUE, VOLUME]) = 5,888 (limit not reached)
['CFI2Z2','CFI2Z3','CFI2Z4', 'USDEUR=R','PTTFYc1','DEBYc1', 'SRMCAPI2Mc1']
=> always 2.944 lines x 7 (nb of RICs) x 2 (nb of fields [VALUE, VOLUME]) = 41,216 (the limit is not reached)So you can either reduce the data range and make multiple requests to fulfil your data range requirement OR request each RIC one by one.
0
Answers
-
Can you confirm that you are not exceeding the data item limits on your requests. To see the limits, please refer to this document - https://developers.refinitiv.com/en/api-catalog/eikon/eikon-data-api/documentation
0 -
I was also able to recreate this inside my Codebook running in Workspace.
For some of the RICs, in the multi-RIC request it is missing data for the 05-03 - but for others it is present.
I will report to the Eikon API team for investigation and get back to you once I hear back.0 -
Hi umer.nalla,
Thank you for the excellent feedback. I will try to work around the issue by sending multiple requests, although, given that I do not know how many data points will be returned for a given period, this will be tricky.
However, Thanks to you feedback I know what the issue is.
0
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