Function Name: get_timeseries(symbols, fields, granularity, start_date, end_date, timeline='', timeref='', intradayfilter='')
Description:
Retrieves historical or intraday time series data for one or more financial instruments based on selected fields, time window, and frequency. Returns a structured table with timestamps and field values grouped by symbol.
Function Signature:
get_timeseries(symbols: List[str], fields: Union[str, List[str]], granularity: str,
start_date: str, end_date: str, timeline: str = '',
timeref: str = '', intradayfilter: str = '') -> tuple
Parameters:
| Name | Type | Required | Default | Description |
| symbols | List[str] | Yes | — | List of instrument symbols (e.g., ['BRN 1!-ICE']). |
| fields | str or List[str] | Yes | — | One or more fields to retrieve (e.g., 'last' or ['last','volume']). Case-insensitive. |
| granularity | str | Yes | — | Frequency: 'D'=Daily, 'W'=Weekly, 'M'=Monthly, 'I1'=1 Min, 'I30'=30 Min, 'I60'=1 Hour. |
| start_date | str | Yes | — | Start date or datetime in ISO format (e.g., '2024-01-01' or '2024-01-01T09:00'). |
| end_date | str | Yes | — | End date or datetime in ISO format. |
| timeline | str | No | '' | Optional custom timeline (typically for internal use). |
| timeref | str | No | '' | Optional time reference for alignment (e.g., exchange open time). |
| intradayfilter | str | No | '' | Time filter for intraday data in 'HH:MM-HH:MM' format. Limits output rows to this window. |
Return:
Returns a tuple of tuples (a structured time series table), where:
- The first tuple is the header row. The first column is the datetime (labeled 'Time'); remaining columns follow the format SYMBOL.FIELD (e.g., BRN 1!-ICE.Last).
- Each following tuple is one time step with its values.
Output Sorting Behavior: If multiple fields are requested, columns are grouped so all fields for one symbol are placed together — e.g., Time, BRN 1!-ICE.Last, BRN 1!-ICE.Volume.
Important Notes:
- Ensure fields and granularity are valid for the selected instruments.
- Returns may be empty for non-trading hours or holidays.
- Unlike get_quotes(), this function does not use subscriptions.
- Use ISO 8601 format for date and time (e.g., '2024-01-01T09:30').