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I can get the 30min price from EIKON EXCEL，which in python only can acquire hourly data using ek.get_timeseries. Is there any way to get the halfhour data in pyhton?
RIC is :
"EUR=", "JPY=", "AUD=", "GBP=", "HKD=", "MYR=", "CHF=", "NZD=", "RUB=", "SGD=", "CAD=
I want to get 7:30 and 16:30 price of these currency.
thanks very much
Refer to Eikon Data API Reference Guide, get_timeseries supports 'tick', 'minute', 'hour', 'daily', 'weekly', 'monthly', 'quarterly', and 'yearly' intervals.
For a workaround, please refer to this question.
I had read this Giude.Does get_timeseries() only support 'tick', 'minute' and 'hour', not support half hour data, which work in excel? Because 'tick', 'minute' model can not acquire long period price, such as 1 year. Half hour data support 1 year period.
Thanks
Yes, it only supports those intervals.
For the 'minute' interval, the oldest data that I can retrieve for EUR= is 2017-01-09 08:50:00.
df = ek.get_timeseries(['EUR='],start_date='2017-01-09T00:00:00',end_date='2017-01-10T23:59:59',interval='minute')
@chengyuchi, you can get 1-minute bars and resample them with pandas, have a look at the official documentation or this discussion on stack overflow.
