Eikon historical data in python

Discussion in 'App Development' started by Maverick1, Jul 2, 2018.

  1. Maverick1

    Maverick1

    Hi all,

    I'm new to Eikon's API and want to run my code/analysis on a large number of stocks' historical data. What's the best way to load the tickers/data?

    Should I first store all the tickers in a csv file and read them in and then do something like: data, error=ek.get_data(etc)

    Thanks
     
  2. truetype

    truetype

    Ask your sales coverage how much extra it would cost to add QADirect, the correct tool from TR for your purposes.
     
  3. Maverick1

    Maverick1

    figured it out, nvm
     
  4. ryker

    ryker

    Which way did you go?
    What I do is:
    - generate the tickers in a dataframe (list of outrights, spreads and butterflies)
    - download data and save each ticker to a file (or update the file)

    Planning to move to artic database in the next few weeks.
     
  5. Maverick1

    Maverick1

    Hi Ryker,

    I just saved the tickers first in a csv file and then dumped those in an array that then gets passed to the ek.get_data method which then grabs the historical data. The goal was to avoid downloading to excel altogether and instead go straight from API to dataframe sort of thing

    What's artic database?
     
    Last edited: Jul 2, 2018
  6. ryker

    ryker

    Ok makes sense.
    Artic database: https://github.com/manahl/arctic
    Only need it for storing daily bars but I think it'll integrate nicely with my infrastructure.