How to get trading status of RICs through python api ?

wyj
wyj
in Eikon Data APIs

@alex

when i run the below codes 

start=time.strftime("%Y-%m-%dT01:29:00",time.localtime(time.time()))
end=time.strftime("%Y-%m-%dT07:00:00",time.localtime(time.time()))
df=ek.get_timeseries(['000001.SZ','600781.SS'],fields=["Open","High","Low","Close","Volume"], start_date = start,end_date =end,interval='minute')

I get the result like this: "ERROR"

('600781.SS', ': ', 'Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range', '\n')

and I know the reason is that RIC(600781.SS) is suspended on Nov-23-2017。

Is there a function to calculate fun(600781.SS) 's trading status ,for example I hava a code list like this

lst=['000001.SZ',
 '000002.SZ',
 '000004.SZ',
 '000005.SZ',
 '000008.SZ',
 '000009.SZ',
 '000010.SZ',
 '000011.SZ',
 '000012.SZ',
 '000014.SZ',
 '000016.SZ',
 '000017.SZ',
 '000018.SZ',
 '000020.SZ',
 '000021.SZ',
 '000022.SZ',
 '000023.SZ',
 '000025.SZ',]

Alex Putkov
jirapongse.phuriphanvichai

Tagged:

Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    You can try this one:

    df = ek.get_data(['600781.SS', '000001.SZ', '000002.SZ', '000004.SZ', '000005.SZ', '000008.SZ', '000009.SZ', '000010.SZ', '000011.SZ', '000012.SZ', '000014.SZ', '000016.SZ', '000017.SZ', '000018.SZ', '000020.SZ', '000021.SZ', '000022.SZ', '000023.SZ', '000025.SZ'], ["PRC_QL_CD"])

    The result is:

    (   Instrument PRC_QL_CD
     0   600781.SS       SDL
     1   000001.SZ          
     2   000002.SZ          
     3   000004.SZ          
     4   000005.SZ          
     5   000008.SZ          
     6   000009.SZ          
     7   000010.SZ          
     8   000011.SZ          
     9   000012.SZ          
     10  000014.SZ          
     11  000016.SZ          
     12  000017.SZ          
     13  000018.SZ          
     14  000020.SZ       SUS
     15  000021.SZ          
     16  000022.SZ       SUS
     17  000023.SZ          
     18  000025.SZ          , None)

    The above code shows the value of PRC_QL_CD which is a real-time field.

    The definition of this field is defined in the RDMFieldDictionary file. 

    PRC_QL_CD  "PRICE CODE"           118  NULL        ENUMERATED    3 ( 3 )  ENUM             1
    !
    ! Price qualifier code for equities, bonds, and options, generally related to the 
    ! quote price.

    It is an enumerated field. Its values are defined in the enumtype.def file.

    PRC_QL_CD    118
    !
    ! VALUE      DISPLAY   MEANING
    ! -----      -------   -------
          0        "   "   normal market or not allocated
    ...
         19        "SDL"   instrument suspended while drawing of lots takes place
    ...
         54        "SUS"   Suspended
    ...
         94        "CLS"   Market closed
    ...

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