@handrew11
The behavior you experienced is unexpected. Since it is specific to your Eikon account, as I cannot reproduce it on my end, the only way we can investigate it is by opening a ticket with Refinitiv Helpdesk and working together in direct contact with you. I would happily open a ticket on your behalf, however you chose to register on this portal with a personal rather than a business email address, which effectively makes you anonymous on these forums.
For this reason you need to reach out to Refinitiv Helpdesk yourself and open a support case. Refinitiv Helpdesk can be reached by either calling the Helpdesk phone number in your country or by using Contact Us capability in your Eikon application.

Hi @handrew11: The reason its failing is that you are trying to pass a datetime to a function that is expecting a string - see correct code below:

start = str(datetime.datetime(1850, 1, 1).date())
end = str(datetime.datetime.now().date())
print(start, " ", end)
df2 = ek.get_timeseries(".GDAXI", interval="monthly", start_date=start, end_date=end)
df2

One should be able to use datetime for start_date and end_date arguments of get_timeseries method. I have no problem executing the code snippet @handrew11 provided, and I retrieve full timeseries going back to 1987.
@handrew11, I suggest you use Fiddler to capture the HTTP request going on the wire. Alternatively you may enable logging in eikon library as follows

ek.set_log_path(r'C:\Temp')
ek.set_log_level(10)

The log file name will be pyeikon.%Y%m%d.%H-%M-%S.log
After you started Fiddler or enabled logging in eikon library reproduce the issue and see the request captured in Fiddler or in the log file.
The request going on the wire should be

{'Entity': {'E': 'TimeSeries', 'W': {'rics': ['.GDAXI'], 'fields': ['*'], 'interval': 'monthly', 'startdate': '1850-01-01T00:00:00', 'enddate': '2019-04-03T11:04:51.059467'}}} 

Is this what you get? Or is the request generated on your end different?

@Alex Putkov.

The log said:

2019-04-03 09:19:42,118 -- pyeikon -- DEBUG -- Request:{'Entity': {'E': 'TimeSeries', 'W': {'rics': ['.GDAXI'], 'fields': ['*'], 'interval': 'monthly', 'startdate': '1850-01-01T00:00:00', 'enddate': '2019-04-03T00:00:00'}}}

I re-ran the code that both you and Jason gave and I am still only getting one month of data. This doesn't happen for other codes, like '.SPX'.

Does it have to do with my permissions?

2019-04-03 09:19:42,266 -- pyeikon -- DEBUG -- HTTP Response code: 200 
2019-04-03 09:19:42,266 -- pyeikon -- DEBUG -- HTTP Response: {"timeseriesData":[{"dataPoints":[["2019-03-31T00:00:00Z",11823.29,11526.04,11299.8,11584.24,-1]],"fields":[{"name":"TIMESTAMP","type":"DateTime"},{"name":"HIGH","type":"Double"},{"name":"CLOSE","type":"Double"},{"name":"LOW","type":"Double"},{"name":"OPEN","type":"Double"},{"name":"COUNT","type":"Long"}],"ric":".GDAXI","statusCode":"Normal"}]}