Retrieving stock's volume. Mismatch between excel and python api
Hi
I am looking for Microsoft's volume.
I try
=@TR("MSFT.O";"AVG(TR.Volume);TR.Volume;TR.TURNOVER;TR.ACCUMULATEDVOLUME";"SDate=0D EDate=0D-29D";B9)
and the output is
25281455,920829953780019275720829953
It seems good
Unfortunatly, i try on python and i obtain different value :
df=ek.get_data(listRIC, ['TR.PriceClose.date','TR.MarketCapLocalCurn','AVG(TR.VOLUME(SDate=-29D,EDate=0D))'], {'SDate':'-0D', 'EDate':'-0D'})
The output is
Pandas(Index=0, Instrument='MSFT.OQ', Date='2024-01-09T00:00:00Z', _3=2792969860614.91, _4=8974470.66666667)
It looks like the turnover and not the volume.
Do you have any idea how to obtain the same result ?
Best regards,
Matthieu
Best Answer
-
Hi @m.barr
As MSFT.O is the best match with US5949181045, I confirm the second choice is the right one:
r = ek.get_symbology("US5949181045", from_symbol_type="ISIN", to_symbol_type="RIC")
ric = r["RIC"][0]If you manage a list of ISIN codes, you can retrieve all best matches in one call.
Ex:
r = ek.get_symbology(
["US5949181045", "US0378331005"],
from_symbol_type="ISIN",
to_symbol_type="RIC",
)
ric = list(r["RIC"])=> ric = ['MSFT.O', 'AAPL.O']
0
Answers
-
dear @matthieu.barrailler
you get differt average volume betwwen Excel and Python because you don't submit the same ric.
as highlighted below, if you submit the same (MSFT.O), you will get the same average volume
0 -
Hi, Thank you for your answer.
Unfortunatly, i obtained this ric with the following formula :
ek.get_data(['US5949181045'], ['TR.RIC'])
Is there a way to obtain msft.O or accessing the entire available volume ?
It seems i could have the "main" ric with :
ek.get_symbology(['US5949181045'], from_symbol_type='ISIN', to_symbol_type='RIC')
What is the best way ?
0
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