For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
iwasaki avatar image
32 ●0 ●2 ●3

Availability of minute by minute intra-day prices retrieval

When I was watching a tutorial, an instructor demonstrated how to retrieve intra-day prices minute by minute.

On my end, this works:

ek.get_timeseries(["MSFT.O"], fields = 'CLOSE', start_date="2020-01-10 09:00:00", end_date="2020-01-10 10:00:00", interval='minute')

However, the one below give me back error message, EikonError: Error code -1 | MSFT.O: No data available for the requested date range |

ek.get_timeseries(["MSFT.O"], fields = 'CLOSE', start_date="2017-01-10 09:00:00", end_date="2017-01-10 10:00:00", interval='minute')

Seemingly, this function is available for recent trading data only. Could I know availability of minute by minute prices?

eikoneikon-data-apiworkspaceworkspace-data-apirefinitiv-dataplatform-eikonpythontime-series
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

3 Answers

Upvotes
Accepted
chavalit-jintamalit avatar image
18k ●21 ●12 ●20

Hi @Hitoshi

The MSFT.O minute data is available back to 1 year.

So your second API call in your question (in 2017) will not get any data point.


ahs.png (31.5 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Upvotes
pierre.faurel avatar image
4.3k ●2 ●4 ●5

Hi,

First, there is a limit of 50.000 rows with the size of the result.

Then according to the interval, there is a second limit within start_date.
To check this limit, you just have to set only end_date (and not start_date).

Example:

>ek.get_timeseries(["MSFT.O"],
                   fields='CLOSE',
                   end_date="2020-01-17 17:28:00",
                   interval='minute')
>MSFT.O                  CLOSE
Date                         
2019-12-17 17:26:00  155.1830
2019-12-17 17:27:00  155.1950
2019-12-17 17:28:00  155.2100
2019-12-17 17:29:00  155.2199
2019-12-17 17:30:00  155.2150
...                       ...
2020-01-17 17:24:00  165.9938
2020-01-17 17:25:00  165.9599
2020-01-17 17:26:00  166.0050
2020-01-17 17:27:00  166.0800
2020-01-17 17:28:00  166.1040

[15484 rows x 1 columns]

=> Limit is 2019-12-17 17:26:00

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Upvotes
pimchaya.wongrukun01 avatar image
9.5k ●10 ●5 ●7

Hello @Hitoshi

Please refer to Eikon Data API Usage and Limits Guideline which describes the limits imposed by the Eikon Data API.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Click below to post an Idea Post Idea