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elliot.keer avatar image
3 ●0 ●1 ●4

No tick data returned for valid RICs in get_timeseries()

I'm attempting to get tick data for multiple RICs (for EUA options). I can see certain trades have happened today, but I do not receive tick data for this from get_timeseries()

For example:
Dec21 60 call EUA option was traded today. The RIC for this is 'EFOM6000L1'

but when I run this line:

df = ek.get_timeseries('EFOM6000L1', start_date='2021-08-12', end_date='2021-08-17', interval='tick')

I receive this error message:
Error with EFOM6000L1: No data available for the requested date range


Although this code seems to work for Dec21 100 call EUA option (RIC: EFOM10000L1)


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2 Answers

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nick.zincone avatar image
9.7k ●49 ●38 ●60

@elliot.keer

I would suggest you use the get_historical_price_event() call.

rdp.get_historical_price_events(
    universe = 'EFOM6000L1',
    start = '2021-08-12',
    end = '2021-08-17')

ahs.png


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elliot.keer avatar image elliot.keer
Thank you that does the trick - appreciate it.


Is it possible to use rdp.get_historical_price_events() with multiple RICs ? I'm having a little trouble getting tick data for multiple RICs. Or is there another solution ?

nick.zincone avatar image nick.zincone elliot.keer

Hi @elliot.keer

Glad it was helpful. At this time, the get_historical_price_events() only provides a single item within the request. You will need to apply your own loop to retrieve multiple RICs.

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jason.ramchandani01 avatar image
6.7k ●8 ●6 ●7

@elliot.keer I cant see any volume on this today - I tried:

df = ek.get_timeseries('EFOM6000L1', start_date='2021-07-12', end_date='2021-08-16', interval='tick')
df

Then I tried :

df1, err =ek.get_data("EFOM6000L1",['TR.CLOSEPRICE.date','TR.CLOSEPRICE','TR.ACCUMULATEDVOLUME','TR.BLOCKTRADEVOLUME','TR.SETTLEMENTPRICE'],{'SDate':'2021-07-16','EDate':'2021-08-16'})

df1

and finally I check the quote:

1629131098857.png

I cannot see any volume today in this instrument. Where do you see volume?


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