missing EIA data

julien.granger
julien.granger
in Eikon Data APIs

eikon API

get_timeseries

Python

Executing this python code, I'm trying to get EIA data starting 2015 but only get it populated starting 4/21/2021. There seems to be missing data. Could you pls fix?


fname = "RICList.csv"
riclist_df = pd.read_csv(pricespath+fname)
riclist = riclist_df["RIC"].tolist()
df_wklies = ek.get_timeseries(riclist, 'close',
                         start_date = '2015-01-01',
                         end_date = today)
df_wklies.to_csv(pricespath + "US_weeklies.csv")


RICREFCR-1-EIAREFCO-1-EIADST-OUT-1-EIAJET-OUT-1-EIADST-STK-1-EIAJET-STK-1-EIADST-IMP-1-EIAJET-IMP-1-EIADST-EXP-T-EIAJET-EXP-T-EIADST-DEL-T-EIAJET-DEL-T-EIAREFCR-2-EIAREFCO-2-EIADST-OUT-2-EIAJET-OUT-2-EIADST-STK-2-EIAJET-STK-2-EIAREFCR-3-EIAREFCO-3-EIADST-OUT-3-EIAJET-OUT-3-EIADST-STK-3-EIAJET-STK-3-EIAREFCR-4-EIAREFCO-4-EIADST-OUT-4-EIAJET-OUT-4-EIADST-STK-4-EIAJET-STK-4-EIAREFCR-5-EIAREFCO-5-EIADST-OUT-5-EIAJET-OUT-5-EIADST-STK-5-EIAJET-STK-5-EIADST-IMP-5-EIAJET-IMP-5-EIA
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Best Answer

  • nick.zincone
    nick.zincone
    Answer ✓

    Hi @julien.granger

    The reason it appears like you are receiving missing data is because you have hit the limit for a single request using get_timeseries(). According to the Eikon Data API Usage and Limits Guideline, the get_timeseries() has a limit of 3000 data points per request.

    • get_timeseries: The current limit value (10-Oct-2019) 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 requested instrument.

    As a result, the server is truncating the results. You will have to break your list into bundles to avoid this limit.

Answers

  • nick.zincone
    nick.zincone

    Hi @julien.granger

    Here is one where I do see all the history:

    ek.get_timeseries("REFCR-1-EIA", 'close',
                      start_date = '2015-01-01', 
                      end_date='2022-08-05')

    ahs.png

    Does the above fail for you?

  • julien.granger
    julien.granger

    Thank you. The RIC list is below. I think that some of the RICs have missing data and therefore the get_timeseries gets truncated at 4/21/22. Can you try querying for all those RICs at one time and see if you get everything starting at 1/1/2015?

    • REFCR-1-EIA
    • REFCO-1-EIA
    • DST-OUT-1-EIA
    • JET-OUT-1-EIA
    • DST-STK-1-EIA
    • JET-STK-1-EIA
    • DST-IMP-1-EIA
    • JET-IMP-1-EIA
    • DST-EXP-T-EIA
    • JET-EXP-T-EIA
    • DST-DEL-T-EIA
    • JET-DEL-T-EIA
    • REFCR-2-EIA
    • REFCO-2-EIA
    • DST-OUT-2-EIA
    • JET-OUT-2-EIA
    • DST-STK-2-EIA
    • JET-STK-2-EIA
    • REFCR-3-EIA
    • REFCO-3-EIA
    • DST-OUT-3-EIA
    • JET-OUT-3-EIA
    • DST-STK-3-EIA
    • JET-STK-3-EIA
    • REFCR-4-EIA
    • REFCO-4-EIA
    • DST-OUT-4-EIA
    • JET-OUT-4-EIA
    • DST-STK-4-EIA
    • JET-STK-4-EIA
    • REFCR-5-EIA
    • REFCO-5-EIA
    • DST-OUT-5-EIA
    • JET-OUT-5-EIA
    • DST-STK-5-EIA
    • JET-STK-5-EIA
    • DST-IMP-5-EIA
    • JET-IMP-5-EIA

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