Eikon Data API consistency across get_data and get_timeseries
Hi -
I'm struggling to understand why I am more data from one function vs another when I believe they should have the same information. I've isolated one such example below as a test case but this is not the only one:
import eikon as ek
ek.set_app_key(XXXXXXXXXXXXXXX)
ticker = 'AMZN.O'
start = "2007-10-05"
end = "2007-10-09"
df_getdata, err = ek.get_data(ticker, ['TR.PriceHigh.date','TR.PriceHigh'], {'SDate': start, 'EDate': end, 'FRQ': 'D'})
df_getts = ek.get_timeseries(ticker, fields = 'HIGH', start_date = start, end_date = end)
When I print each I get:
df_getdata has values for Oct 5 and Oct 9, see below --
Instrument Date Price High
0 AMZN.O 2007-10-05T00:00:00Z 93.71
1 AMZN.O 2007-10-09T00:00:00Z 96.73
Whereas df_getts has values for Oct 5, Oct 8, and Oct 10
AMZN.O HIGH
Date
2007-10-05 93.71
2007-10-08 95.85
2007-10-09 96.73
So it would appear that Oct 8 is missing from the first call? Any idea what is going on?
Thanks much. I can provide other examples from other tickers / dates if needed.
Answers
-
@574c708d-6b25-445f-8303-2b495473ec99 this is definitely a bug in the time series over the get_data() call. Weirdly, this request returns the value for 2017-10-08:
df, e = ek.get_data('AMZN.O', ['TR.PriceHigh.date','TR.PriceHigh.value'],{'SDate': '2007-10-08', 'EDate': '2007-10-08', 'FRQ': 'D'})
I will raise this and let you know, thanks for reporting.
0 -
Hi @574c708d-6b25-445f-8303-2b495473ec99
Can you please try with:
err = ek.get_data(ticker, ['TR.HighPrice.date','TR.HighPrice'], {'SDate': start, 'EDate': end, 'FRQ': 'D'})
0 -
@574c708d-6b25-445f-8303-2b495473ec99 i am going to raise a support request on your behalf, help desk will get in touch.
0 -
Hi @marcin.bunkowski - I do indeed get all 3 dates when I use HighPrice vs PriceHigh, though a separate thread answer made it seem like the inverted code should be used for unadjusted data (https://community.developers.refinitiv.com/questions/30439/most-robustget-timeseries-or-get-data-for-historic.html)? In any event the both codes should return something for that date, no?
0 -
Thank you, look forward to figuring it out.
0 -
Hi @574c708d-6b25-445f-8303-2b495473ec99
In theory those codes should get the same.
It looks that 2007-10-08 was a holiday in US (Columbus Day) and might be causing this anomaly. I'd wait for a reply from Refinitiv helpdesk as suggested by @Zhenya Kovalyov
1
Categories
- All Categories
- 6 AHS
- 39 Alpha
- 161 App Studio
- 4 Block Chain
- 4 Bot Platform
- 16 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 370 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 60 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛