@cqlc94

The get_timeseries method has limitations, as mentioned in the EIKON DATA API USAGE AND LIMITS GUIDELINE.

get_timeseries: The current limit value (10-Oct-2019) is 3,000 data points (rows) for interday intervals and 50,000 data points for intraday intervals. This limit applies to the whole request, whatever the number of requested instrument. 

Your request hits 3,000 data points which is a limitation of interday interval.

To get all data, there are two options.

1. Using the get_data method to get time-series data

df, err = ek.get_data(['IBM.N'],['TR.OPENPRICE.Date','TR.OPENPRICE','TR.CLOSEPRICE'],
                      {'Sdate':'2000-01-01', 'EDate':'2004-12-31','Frq':'D'})

2. Using the get_timeseries method with multiple requests. For example, the below code uses multiple get_timeseries requests by splitting requests by start_date and end_date.

import datetime
import math

ic, err = ek.get_data('.GDAXI','TR.IndexConstituentRIC(SDate=2016-12-31)')
riclist = ic['Constituent RIC'].tolist()


startDate = datetime.datetime(2016, 12, 31)
numberOfDays = math.floor(3000 / len(riclist))
endDate = startDate + datetime.timedelta(days=numberOfDays)
#print(startDate, endDate, numberOfDays)
field_list = ['OPEN', 'CLOSE']
df = []
while startDate < datetime.datetime.now():
    #print(startDate, endDate)
    hist = ek.get_timeseries(riclist,fields=field_list, interval='daily',start_date = startDate, end_date=endDate)
    df.append(hist)
    startDate = endDate + datetime.timedelta(days=1)
    endDate = startDate + datetime.timedelta(days=numberOfDays)
    if endDate > datetime.datetime.now():
        endDate = datetime.datetime.now()

result = pd.concat(df)
result