get_timeseries: get_timeseries

Description Usage Arguments Examples

Description

Returns historical data for one or several RICs

Usage

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get_timeseries(rics, fields = "*", start_date = NULL,
  end_date = NULL, interval = "daily", normalize = FALSE,
  count = NULL, calendar = NULL, corax = NULL, raw_output = FALSE,
  debug = FALSE)

Arguments

rics:

string or list of strings. Single RIC or List of RICs to retrieve historical data for

fields:

string or list of strings Use this parameter to filter the returned fields set.

start_date:

string. The start date of the historical range string format is: Default: current date - 100 days

end_date:

string. The end date of the historical range.

interval:

string. the data interval. Possible values: 'tick', 'minute', 'hour', 'daily', 'weekly', 'monthly', 'quarterly', 'yearly' (Default 'daily')

count:

int. The maximum number of data points you want tp retrieve.

calendar:

string. Possible values: 'native', 'tradingdays', 'calendardays'.

corax:

string. Possible values are : 'adjusted', 'unadjusted'

raw_output:

boolean Set this parameter to TRUE to get the data in json format if set to FALSE, the function will return a data frame which shape is defined by the parameter normalize The default value is False

normalize:

boolean if set to True, the function will return a normalized data frame with the following columns 'Date','Security','Field' If the value of this parameter is False the returned data frame shape will have a different column for each field and a column for the security The default value is False Remark: This parameter has a less precedence than the parameter rawOutput i.e. if rawOutput is set to True, the returned data will be the raw data and this parameter will be ignored

debug:

bool When set to True, the json request and response are printed.

Examples

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> eikonapir.set_app_id('YOUR_APP_ID')
> df = get_timeseries(list("MSFT.O","VOD.L","IBM.N"),list("*"),"2016-01-01T15:04:05","2016-01-10T15:04:05","daily")
> print(df)

ahmedmohamedali/eikonapir documentation built on May 10, 2019, 7:35 a.m.