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Retrieving panel data- where can I find documentation on syntax and values?

Hi all,

I have a list of SEDOLs that I need to get time series data for. I know that I can convert the sedols into RICs and use that as an array, but I can't figure out how to get multiple values in the get_timeseries function and the appropriate names to use to get values.

For example, I know I can use "Close" to get close price for each day, but how can I get daily volume, market cap, analyst rating, volatility momentum, etc?

Thanks for the help

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1 Answer

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I assume that you would like to use Eikon Scripting API (Python) to convert ISIN to RIC and then get historical data of those RICs.

First, you can use get_symbology function to convert ISIN to RIC, and then use get_timeseries to retrieve historical data on one or several RICs.

However, currently, get_timeseries function can only return historical data for the following fields: 'TIMESTAMP', 'VALUE', 'VOLUME', 'HIGH', 'LOW', 'OPEN', 'CLOSE', 'COUNT'.

For more information, please refer to Eikon Python API - Reference Guide.

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