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Matlab TRTH Timeseries - Getting two days of data when requesting a year
I am using Matlab to connect to the Datascope API (TRTH). When I try to pull a year's worth of timeseries, intraday data using the below code, I get back two days of data rather than the requested year's worth. I am not specifying an interval in order to get back unaggregated results. I have tried putting in two digits on…
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How can I fix this error?
All, I have a problem I dont understand how to pull time series data using the refinitiv API. Does anyone have any idea how to do this? I am after macro data, instead of equity and FX prices, which seem to be in all the online examples. Many thanks Alex
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Historical Inflation swap data from ek.timseries giving bid rather than mid
I'm trying to get historical mids for inflation swaps in Python. My current code is ek.get_timeseries("GBRPIZ1Y=", start_date="2023-08-01", end_date="2023-08-04", interval='daily') However, this gives bid values not mids. Is there a way to get mids instead? I can get them in Eikon Excel using…
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Target Currency (Conversion) for Timeseries
Hi All, I'm facing the problem, that i cannot pull intraday timeseries (e.g. for MSFT.O) converted in an target currency. The following code allows to pull EoD data and an target currency: df, err = ek.get_data('AAPL.O',['TR.PriceClose.date;TR.PriceClose'], {'SDate':'2023-05-01', 'EDate':'2023-07-01', 'CURN':'EUR'})…
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timeseries missing data
Hi am using the below query to get Germany Govies yields over last 5y, but the df resulted miss most of the data (does contain only 2023 and 2022 data): ek.set_app_key(App_Key) RIC = ['DE3MT=RR','DE1YT=RR','DE2YT=RR','DE3YT=RR','DE4YT=RR','DE5YT=RR','DE7YT=RR','DE10YT=RR','DE15YT=RR','DE20YT=RR','DE30YT=RR'] start_date =…
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RKD API seconds level data.
I am retrieving time series data at the minute level interval from the Refinitive Knowledge Direct API. However, I now have a need to obtain the same time series data at a more granular level, specifically at the seconds level interval. To provide further context, I have included a sample of the requests I make and the…
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constantly calling "processTimeSeriesInfo". The function "processTimeSeriesComplete" is not called.
Hello, I'm trying to consume "ric" with "series = ista.getSeries(XXXXReutersTimeSeriesClient, ista.getSession(), vbr[i].getVirbaseTypeRuter(), period, beginDate, endDate);" I am checking "isError", "isComplate", "isInfo" in "while" loop. On my "local" computer, "isComplate" takes the value true, but when I deploy the codes…
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Unable to subscribe to 1 min time series data individual US Rics
Dear Team, in relation to this question https://community.developers.refinitiv.com/questions/96288/delay-in-subscription-and-requested-ohlc-data-us-e.html , I still once in a week have issues subscribing to 1 min timeseries OHLC data for these rics: SBUX.O and MSFT.O I use this code: var timeSeries =…
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I am unable to extract the time series of the following RIC: ".FTBG05GBPT"
I am unable to extract the time series of the following RIC: ".FTBG05GBPT" via ek.get_timeseries. I encounter the following error: "ValueError: datetime64/timedelta64 must have a unit specified".
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Delay in Subscription and Requested OHLC data - US Equity Market opening phase
Hi, I have issues with requesting historical bars(ohlc) as well as with timeseries subscription via the .net API. It mainly happens when the US stock market opens at 9:30 EST for about 15 minutes. When I request historical bars, it can take up to 10 minutes before I get a response. During normal operation, this sort of…
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EkionDataApi Gold And Silver Time Stamp Issue
I sent this question yesterday to customersupport@refinitiv.com and they directed me to ask this question here. I state this so that the dates returned at the bottom make sense (they were pulled yesterday). I'm trying to understand why the latest timestamps being returned differ between GCc1 and SIc1. For GCc1 I get a…
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Error handling retrieving SERIES (Python)
I probably miss something very simple, but ... I am retrieving historic financial data by calling .get_data("list_of_rics" , "list_of_Data_Item_Codes") woks fine UNLESS there is an error in one (or more) of the Data_Item_Codes (a definition in this case) In that case, no data is returned ... not just for the item with the…
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get_timeseries: Date column returned as integer instead of datetime
I just tried to fetch price data of a single equity with get_timeseries function of the Python EIKON API. Unfortunately, I receive a warning and the "Date" column has integer values instead of datetime. I attached a screenshot of a simple example.Do you know how to get the dataframe with Date column in datetime format? I…
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Pulling up timeseries data and creating mathematical equation from the output
Hi Team, We have a client who's looking to pull up timeseries for TR.Liquidity10DAmt , however, we do not have a parameter to directly retrieve this data. I can attach a sample calculation of this data item and requesting for your assistance in providing a sample code that client can use. Thank you
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Fundamental data and get_timeseries
Using PM-OILTOTPD-EIA as an example (other similar data is experiencing the same issue). In Eikon, these data are correct, but pulling via Python they are not. What am I missing? rics = ['PM-OILTOTPD-EIA'] start = (date.today()-timedelta(days=365)).strftime("%Y-%m-%d") fields = ['Timestamp','Close'] df =…
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Excel formula builder: only 1 data point retrieved
Hi, I am attempting to retrieve pricing data between 2016-2021 for all constituents of the Euro STOXX 600 index using Formula Builder in Excel. The formula appears to work but only returns one result. I have also tried retrieving pricing data for the same time period using one individual stock with the same issue…
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HIGH values not available anymore for US3MINV=RR
Since around 2-3 weeks, I cannot download HIGH value for US3MINV=RR. It was working in the past but now returns "NaN". Please code below : ReutersCode = 'US3MINV=RR' ReutersField = 'HIGH' start_date = '21/10/2021' end_date = '27/12/2021' res = ek.get_timeseries(ReutersCode, fields=ReutersField,start_date,end_date,…
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Import a Time Series into a UCTS custom data series in DSWS
Hello, is there now a way to upload whatever custom time series (calculated/determined in CODEBOOK with a script or uploaded in CODEBOOK from a csv file etc) into a datastream TS custom series directly using python code ? If no, is this something that will be eventually possible in the near future, something on which you…
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How do I get Clean Price for US treasuries
I am trying the following, but it is not finding the field and fills the dataframe with <NA>s df = ek.get_timeseries( 'US5YT=RR', fields = ['TR.CLEANPRICE'] ) display(df)
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No data available for the requested date range
hi, i am using get_timeseries to pull option pricing from the begining of the day until about an hour before the current time. i am doing this for a long list rics. many of these requests come back with the following warning: 'Error with 'RIC': No data available for the requested date range' it is not 1 or 2 but about 1/20…
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Got error: x509: certificate is valid for support-portal.rkd.refinitiv.com, not api.trkd.thomsonreut
Hello. After posting a request to: https://api.trkd.thomsonreuters.com/api/TimeSeries/TimeSeries.svc/REST/TimeSeries_1/GetIntradayTimeSeries_5" I've got an error:x509: certificate is valid for support-portal.rkd.refinitiv.com, not api.trkd.thomsonreuters.com How can we get access to historical data?
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If I want to retrieve weekly closing yield data for a series of government bonds using the function
If I want to retrieve weekly closing yield data for a series of government bonds using the function ek.get_timeseries in the Python API, on which value should I set the parameter Fields?
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ESG scores for all US companies with the excel plug in
Hi all, I am a super beginner with Datastream and I was wondering if any of you could help me. I'd like to retrieve all ESG scores for all available US companies for the period 2007 onwards using the excel plug in. I have zero experience with Datastream so if you can't provide a strightforward answer it would be great if…
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How to construct Bond's 10 year Yield Series through Python API
Hi, I want to construct a 10 year worth of data yield timeseries of a number of cash bonds (say 10 year US Gov Bond for sake of example). I have the ISINs in a spreadsheet and have been able to map them with RICs in Datascope Select. Is there a Python API I could use to import such RICs and build my timeseries? Or even…
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unexpected IndexError
I am getting a really strange error when executing following lines IndexError: index 2 is out of bounds for axis 0 with size 2 This is unexpected to me because it only happens to this 2 RICs. Anyone has any clue on why these 2 RICs are so special? rics = ['005110.KS', '005160.KQ'] df2 = ek.get_timeseries(rics=rics,…
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How can I sum a field within a chain RIC?
Looking to get the sum of OPINT_1 for an options chain RIC (0#KODK*.U) by puts and calls. I separated out the puts and calls into different lists. But I cannot find any instruction on how to now sum these values. As you can tell, I'm a beginner here. My goal is to look at the summed data in a time series. fields =…