How to backfill missing data?

aryer
aryer
in Eikon Data APIs

Hello,

There are always some missing data point for any inquiry and I understand that. For example:

ek.get_data('015351109', ['TR.PE'], {'SDate':'20180830'})

got nothing even 015351109 is a company on S&P 500 list.

My question is, is there a parameter in the ek.get_data function that can return the nearest available data if the data on '20180830' is not available? For example,

ek.get_data('015351109', ['TR.PE'], {'SDate':'20180730'}) has a value and I want to get that value return if my inquiry for data on '20180830' got nothing.


Thanks!


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Best Answer

  • chavalit-jintamalit
    chavalit-jintamalit admin
    Answer ✓

    Hi @aryer
    "

    There are 2 topics:

    1. Why the data between 2018-07-26 to 2018-10-25 is not available

    For content question, please contact Refinitiv Content Helpdesk, specifying Eikon as product, so Eikon content experts can help identify the required content.

    2. If you would like to remove NaN rows in dataframe

    You can use this code:

    image

Answers

  • chavalit-jintamalit
    chavalit-jintamalit admin

    Hi @aryer

    I think you can request data in range to cover the date which you want and look for the next available data point if that data point is missing.

    This is an example:

    image

  • aryer
    aryer

    result.jpgI got the result for '015351109' from 2018-01-01,EDate=2019-01-31 using the following function:

    df,e = ek.get_data('015351109',['TR.PE(SDate = 2018-01-01,EDate=2019-01-31,Frq=D).Date','TR.PE(SDate = 2018-01-01,EDate=2019-01-31,Frq=D)'])

    Please check attached for results. And you can see that the data jumped from 2018-07-26 to 2018-10-25, from 50.45 to 105.59, without any data points in between.

    Could you let me know why this happened? Any methods to fix it?

    Thank you!

  • aryer
    aryer

    got the result for '015351109' from 2018-01-01,EDate=2019-01-31 using the following function:

    df,e = ek.get_data('015351109',['TR.PE(SDate = 2018-01-01,EDate=2019-01-31,Frq=D).Date','TR.PE(SDate = 2018-01-01,EDate=2019-01-31,Frq=D)'])

    Please check attached for results. And you can see that the data jumped from 2018-07-26 to 2018-10-25, from 50.45 to 105.59, without any data points in between.

    Could you let me know why this happened? Any methods to fix it?

    Thank you!temp.txtresult.jpg

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