ek.get_timeseries does not return today price

chong.xu

Hi, I was using the following Python function to retrieve historical prices. The result did not include the latest price of today (18-Jun at time of this post). Last week the function worked well and included prices up to the same date of the query. Any advice please?

ek.get_timeseries( [ 'ATWYc1' ], fields = 'CLOSE', start_date = dt.datetime(2017, 1, 29, 0, 0, 0, 0 ), end_date = dt.datetime.today(), interval='daily', count = None, calendar = None, corax = None, normalize = False, raw_output = False, debug = False)

Alex Putkov.1

@chong.xu
I think the likely reason why you didn't see the value for 18Jun18 returned when you requested daily history is because the first trade recorded in the timeseries was timestamped at 13:42:44 GMT. This is the trade you saw summarized into 1 minute interval of 13:43 GMT. Your call for the daily data must have been executed prior to 13:42 GMT and that's why it didn't return any price for 18Jun18.
It seems unusual that this future would not have any trades in the morning, which is why I think the intraday timeseries for 18Jun18 are suspect. I raised a service case on your behalf with Thomson Reuters Support to investigate the issue. The service case number is 06676947. You will be contacted by the Helpdesk agent who will take the ownership of the case.

nick.zincone

Hi @chong.xu,

You are asking for today's closing price. Has this item closed today? When I pull up the quote within Eikon, the lastest close is Friday.

EDIT: Just to add, if you want the latest price, simply use the get_data, i.e.

chong.xu

Thanks Nick.

First, when I used this function previously, it retrieved the last traded price of the day. For example, as of 18-Jun, the last traded price was 88.4, so there should be one additional row in the returned results as "18-Jun, 88.40".

Second, when I used the excel formula, =RHistory(F7,".Timestamp;.Close;","START:43252 END:43269 INTERVAL:1D",,"TSREPEAT:NO SORT:ASC CH:Fd","Timestamp"), which should be identical to the above Python function. As a matter of fact, the excel formula returned today's last traded price, i.e. "18-Jun, 88.40". Please refer to the screenshot attached.

chong.xu

I would need both the latest price + price history. Is there a way to achieve these two at the same time, i.e. replicate what Excel formula does? Thanks.

chong.xu

Hi @nick.zincone.1,

Found another issue. When I requested prices by "minute", returned results only had one row for "18-June", please see attached screenshot. This couldn't be right because at least 50 trades had happened today since market opened. Could you please advise how to fix it?

df = ek.get_timeseries( [ 'ATWYc1' ], fields = 'close', start_date = dt.datetime(2017, 1, 29, 0, 0, 0, 0 ), end_date = dt.datetime.today(), interval='minute')

nick.zincone

Hi @chong.xu,

Please see this post answered by @Alex Putkov. regarding how history data is summarized.