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Richard.Lyons1 avatar image
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Query on time-series 1 minute interval data limits

I have a client who maintains that, for the Dec-2023 3M Eurodollar future contract, they have requested minute interval time-series for the duration of the contract (i.e. from 13th December 2013). I believe they should only be able to retrieve a maximum of 90 days' worth of data - but maybe I'm wrong...

Firstly, in a chart app in Eikon Desktop, I get data going back to 30th November 2019 (61 days ago); while using RHistory, I can get data going back to 17th November 2019 (49 days ago); and using get_timeseries, I can get data back to 5th September 2019 (99 days). So, why the huge differences? I thought Eikon Desktop, Excel and DAPI had the same data limits??

Secondly, the client actually maintains their DAPI request provides data right back to 29th January 2019, i.e. a whole year, and they provided a screenshot to prove it...

I was going to advise them about the 60,000 row limit, but I have to say I'm extremely confused now.

Could someone provide a comprehensive guide to the request limits - I'm not talking about daily usage allowances or throttles etc, but about how many rows of data you can get back for different time-series intervals.

Thanks!

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2 Answers

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chavalit-jintamalit avatar image
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Eikon Data API provides minute data back to 1 year.

However, you cannot retrieve all the 1 year data in one single API call, since it will hit limit of 50000 records per intraday timeseries limitation. You can split the request and re-request again and again as long as it does not hit limitation.

Please refer to this limitation document.


Chart App is Eikon provides minute data back to 3 months.


For RHistory, I am not an expert on this API but I believe that it should be the same as .NET API.

Here is the table of depth of history, which is 90 days for minute data.

https://developers.refinitiv.com/eikon-apis/net-apis-use-custom-applications


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Richard.Lyons1 avatar image
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Thank you, Chavalit, that's very useful

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