Eikon Python API returning different value on same data item for same day
Hi,
I have a ek.get_data() script, and it's returning different values for the same data item for the same trading day if I specify a date range, but it's fine if I only specify one day in the same script:
df_ric_ts, err_ric_ts = ek.get_data(['AIBGY.PK'],
['TR.PriceClose.date; TR.PriceClose; TR.TotalReturnYTD; TR.TotalReturnMTD; '
'TR.TotalReturnQTD; TR.TotalReturn6Mo, TR.CompanyMarketCap; TR.PE; TR.PriceToBVPerShare; '
'TR.PriceToTangBVPerShare; '
'TR.FwdPEG; TR.BasicNormalizedEps.date; TR.BasicNormalizedEPS; '
'TR.LTDebtToTtlCapitalPct; TR.TtlDebtToTtlEquityPct'],
{'SDate': '2023-03-01', 'EDate': '2023-02-15', 'CURN': 'USD', 'FRQ': 'D'})
The result of above script gives me below value:
It's a partial screenshot, but you can see, the return column and market cap column are all having different values for same day, 2/23, 2/21 and 2/13.
If I only specify one day like below for 2/23:
df_ric_ts, err_ric_ts = ek.get_data(['AIBGY.PK'],
['TR.PriceClose.date; TR.PriceClose; TR.TotalReturnYTD; TR.TotalReturnMTD; '
'TR.TotalReturnQTD; TR.TotalReturn6Mo, TR.CompanyMarketCap; TR.PE; TR.PriceToBVPerShare; '
'TR.PriceToTangBVPerShare; '
'TR.FwdPEG; TR.BasicNormalizedEps.date; TR.BasicNormalizedEPS; '
'TR.LTDebtToTtlCapitalPct; TR.TtlDebtToTtlEquityPct'],
{'SDate': '2023-02-23', 'EDate': '2023-02-23', 'CURN': 'USD', 'FRQ': 'D'})
print(df_ric_ts)
Below is the result:
Why is that?
Plus I have asked this to the helpdesk/support team, and they recommend me here to ask this question. Thank you.
Best Answer
-
In short, the data of price related column you retrieved depend only on the close price of the RIC ‘AIBGY.PK’. While the result of "Company Market Cap" - a company level market_cap instead of instrument level market_cap comes from the aggregated calculation of all RICs whose underlying is "AIBG.I" .
Meanwhile, the TR.PriceClose.date as shared date of the DataFrame made it even confusing.
You can try with following code to separate date for close price and market_cap and see the difference.
1
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