get_timeseries function returns with date range loss

gtaxinstitute

Hi there,

I am encountering a problem with <get_timeseries> function when retrieving historical commodity price with Eikon API. pls refer to details below.

If I pass one certain RIC to the rics parameter, like 'SF^1' in screenshot scenario 1, everything works well that historical data is returned from the the first trading day (2015-11-13) to last trading day (2018-01-12) in this example. PS: start_date parameter is set large enough to include the whole date rage.

But if I pass a list of RICs to the rics parameter, like ['SF^1', 'SH8^1', 'SK8^1....'SX8^1'] in screenshot scenario 2, the returned historical data starts from 2016-05-04, which means historical data before this date for some RIC is lost.

Thanks!

scenario 1:

scenario 2:

raksina.samasiri

hi @gtaxinstitute ,

There's a limit on data returned from the get_timeseries function, for more detail, please check Eikon Data API Usage and Limits Guideline

However, to get all of the data available for each RIC, you may call the function on each instrument and then merge them together using Python, for example

# create a list of RICs
rics_list = ['SF8^1', 'SH8^1', 'SK8^1', 'SQ8^1', 'SU8^1', 'SX8^1']

# create Python dictionary to store all output dataframes
dfs = {}
i = 0

# call get_timeseries on each RIC
for _ in rics_list:
    dfs[i] = ek.get_timeseries(_, 'CLOSE', start_date='2010-01-01')
    i += 1

# merge the dataframes together and rename the column name to be each RIC instead of CLOSE
for j in dfs:
    if j == 0:
        df = dfs[j]
    else:
        df = df.merge(dfs[j], how='outer', on='Date
    df.rename(columns = {'CLOSE':dfs[j].columns.name}, inplace = True)
display(df)

and here's the output

Hope this helps and please let me know in case you have any further questions

gtaxinstitute

Thanks very much for you prompt feedback, I got the reason now and your suggestion/script works pretty well!

if you don't mind, another small question linked with <get_timeseries> function is that is it possible for me to retrieve the 'open interest', 'open interest change' data and settlement price, rather than closing price ruled by 'CLOSE' fields, as the public handbook display no available relevant fields parameter.

thanks in advance!

raksina.samasiri

hi @gtaxinstitute ,

Just for information to any viewers of this question, the question in this reply is also being asked in this thread and the answer was provided