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  • XxFaTexX
    XxFaTexX

    I initially wrote the loop for example to pull one single asset say LCOc1

    for multiple fields in 1 request.

    Say TR.OPENPRICE, TR.ASKPRICE, TR.BIDPRICE, TR.CLOSEPRICE, TR.LOWPRICE, TR.HIGHPRICE, TR.SETTLEMENTPRICE, TR.BLOCKTRADEVOLUME, TR.ACCUMULATEDELIGIBLETRADEVOLUME, TR.ACCUMULATEDVOLUME, TR.OPENINTEREST

    To hook the date in, I had to add an additional field say TR.SETTLEMENTPRICE.date

    But upon studying the data, I realized that the .date is not properly aligned across all fields. So I have no choice but to loop the field like this.

    field 1 = [ TR.OPENPRICE.date, TR.OPENPRICE]

    field 2 = [ TR.ASKPRICE.date, TR.ASKPRICE]

    field ....

    I then have to manually reconstruct the dates into 1 df so that the dates match correctly.

    This process is tedious but important to ensure the integrity of the data.

    So unless the API allows for 1 master date, multi parameters, this loop seems inevitable.

    Which if you think about it, Excel TR pulls multiple timeseries parameters in 1 master date but we arrived at this problem because at the onset, I had to workaround with get_data().

    Food for thought for the developing team.

  • Alex Putkov.1
    Alex Putkov.1

    Thank you so much for your very valuable feedback. I totally agree that the API should provide capability to return one master date column and the values of all timeseries fields properly aligned with dates, as is currently possible in Excel. I passed your feedback on to our product management.

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