EikonGetTimeseries | R Documentation |
Automatically chunks the timeseries in seperate apicalls and binds them together again in order to comply with api regulations.
EikonGetTimeseries(
EikonObject,
rics,
interval = "daily",
calender = "tradingdays",
corax = "adjusted",
fields = c("TIMESTAMP", "VOLUME", "HIGH", "LOW", "OPEN", "CLOSE"),
start_date = "2020-01-01T01:00:00",
end_date = paste0(Sys.Date(), "T01:00:00"),
cast = TRUE,
time_out = 60,
verbose = FALSE,
raw_output = FALSE
)
EikonObject |
Python eikon module result from EikonConnect |
rics |
a vector containing Reuters rics |
interval |
Data interval. Possible values: 'tick', 'minute', 'hour', 'daily', 'weekly', 'monthly', 'quarterly', 'yearly' Default: 'daily' |
calender |
Possible values: 'native', 'tradingdays', 'calendardays'., Default: 'tradingdays' |
corax |
possible values 'adjusted', 'unadjusted'. Default: 'adjusted' |
fields |
a vector containing any combination ('TIMESTAMP', 'VOLUME', 'HIGH', 'LOW', 'OPEN', 'CLOSE') |
start_date |
Starting date and time of the historical range. string format is: '%Y-%m-%dT%H:%M:%S'. |
end_date |
End date and time of the historical range. string format is: '%Y-%m-%dT%H:%M:%S'. |
cast |
cast data from wide to long format using the data.table::dcast function, Default: TRUE |
time_out |
set the maximum timeout to the Eikon server, default = 60 |
verbose |
boolean if TRUE prints out the python call to the console |
raw_output |
provide only the raw downloaded info from Eikon |
A data.frame containing time series from Eikon
## Not run:
Eikon <- Refinitiv::EikonConnect()
ex1 <- EikonGetTimeseries(EikonObject = Eikon, rics = c("MMM", "III.L"),
start_date = "2020-01-01T01:00:00",
end_date = paste0(Sys.Date(), "T01:00:00"), verbose = TRUE)
## End(Not run)
## Not run:
EikonJson <- RefinitivJsonConnect()
ex1 <- EikonGetTimeseries(EikonObject = EikonJson, rics = c("MMM", "III.L"),
start_date = "2020-01-01T01:00:00",
end_date = paste0(Sys.Date(), "T01:00:00"), verbose = TRUE)
## End(Not run)
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