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eikon get_timeseries download error

I am using eikon.get_timeseries on python trying to get minute data for a list of tickers. I get the following error: timestamps = pd.np.array(datapoints[:, timestamp_index], dtype='datetime64') # index for dataframe IndexError: too many indices for array

Note that the behaviour is totally random: if I shorten my list of tickers, I get a correct download. Then I re-rerun with the shortened list and I get the error again. To me it seems that if the request times out, the response is malformed and therefore cannot conform to a pandas dataframe.

Do you know any solutions for this? Thanks,

pietro

eikoneikon-data-apiworkspaceworkspace-data-apirefinitiv-dataplatform-eikonpython
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4 Answers

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According to the rics list lenght (MyList[0:50] means 50 items), you should check if you reach the limit of 3000 points (same issue than https://community.developers.refinitiv.com/questions/15616/eikon-scripting-api-issues-with-timeseries.html)

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Hi,
could you detail your request using eikon.get_timeseries function ?

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tmp= eik.get_timeseries(MyList[0:50], 'CLOSE', start_date='2017-09-20T13:48', end_date='2017-09-20T13:59', interval='minute', corax='unadjusted', debug=False).tz_localize('GMT').tz_convert('Europe/Amsterdam')

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I think a possible solution is to set raw_output=True and then convert the raw data to pandas myself through a python def.

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