While retrieving TR.Volume using get_data fill blanks with Na instead of 0

yogesh.sharma
yogesh.sharma
in Eikon Data APIs

While we get the dataframe from eikon api for Daily volumes, on the days where trading doesn't happen is filled with 0 instead of just returning blanks.

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Best Answer

  • Zhenya Kovalyov
    Zhenya Kovalyov
    Answer ✓

    get_data has a NULL parameter (NA|ZERO|BLANK), however, it does not seem to work for time series over get_data() call. So, the only two things I can suggest is either to use get_timeseries() or use pandas:

    df.replace(0, np.nan, inplace=True)

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