Close Price Not Available

dayquant
dayquant
in Eikon Data APIs

Hi,

It is Aug 13, 2019, 4:30 pm IST now and I am trying to download close price for couple of Indian RICs `TCS.NS` and `HDBK.NS` since it has been end of trading hours for Indian market (3:30 pm IST).

Usually everyday by this time, the close price gets downloaded via Excel or Python API, but today I am unable to retrieve them.

Please see my below code and corresponding output. 

import eikon as ek
rics = ['HDBK.NS', 'TCS.NS']
fields = [ek.TR_Field('TR.PriceClose'), ek.TR_Field('TR.PriceClose.date')]
df = ek.get_data(instruments=rics, fields=fields, parameters={'SDate': '2019-08-08', 'EDate': '2019-08-13', 'FRQ': 'D', 'CH': 'Fd;IN', 'RH': 'date', 'SORTD': 'date'})
print(df)

Output is as follows:

(  Instrument  Price Close                  Date
0    HDBK.NS      2233.15  2019-08-08T00:00:00Z
1    HDBK.NS      2282.00  2019-08-09T00:00:00Z
2    HDBK.NS      2282.00  2019-08-09T00:00:00Z
3     TCS.NS      2258.10  2019-08-08T00:00:00Z
4     TCS.NS      2246.25  2019-08-09T00:00:00Z
5     TCS.NS      2246.25  2019-08-09T00:00:00Z, None)

Note that the price downloaded is for Aug 8 and 9, not Aug 13.

Any help would be appreciated.

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Answers

  • jason.ramchandani01
    jason.ramchandani01

    Hi @dayquant The figures from chavalit above are in fact the previous days close (ie 9th)

    I have just run the code and it has correctly delivered the results.

    image

    The only reason I can think of is there was some delay with closing run process of that exchange today. Im not sure if this can help - but please observe it tomorrow again. If there is a similar issue we can investigate further.

  • chavalit-jintamalit
    chavalit-jintamalit admin

    Sorry I would like to update my answer a bit.

    CF_CLOSE of today is the previous trading day CLOSE (which @jason.ramchandani pointed out, thanks.)

    CF_<xx> fields are on realtime data set, while TR.PriceClose is on a time series dataset.

    It usually takes some time before the data is ready in time series dataset.

    So you have to use "CF_LAST" field for today last price like you experienced it yourselves that the data was not ready yet and you could not retrieve it using TR.PriceClose field.

  • dayquant
    dayquant

    Thanks for the answer.

    Can you help me with understanding the difference between these fields?

    • TR.PriceClose
    • TR.ClosePrice
    • OFF_CLOSE
    • TR.OFFICIALCLOSEPRICE
    • CF_CLOSE

    I am looking for 30-min closing (end of day) VWAP price. Which of the above should I use?

  • dayquant
    dayquant

    Thanks for the answer.

    Can you help me with understanding the difference between these fields?

    • TR.PriceClose
    • TR.ClosePrice
    • OFF_CLOSE
    • TR.OFFICIALCLOSEPRICE
    • CF_CLOSE

    I am looking for 30-min closing (end of day) VWAP price. Which of the above should I use?

  • chavalit-jintamalit
    chavalit-jintamalit admin

    Hi @dayquant
    "

    You can use "Data Item Browser" to see each of the field description.

    image

    Please type in "DIB" (without double quotes) on the Eikon Desktop search bar and press enter.

    Then input the instrument code and field name.

    The fields you provided are from 3 different databases:

    image

    For example TR.PRICECLOSE is on "Prine & Volume" database.

    OFF_CLOSE and CF_CLOSE are on "Real Time" database.

    TR.ClosePrice and TR.OFFICIALCLOSEPRICE are on "Time Series Data" database.

    If the Data Item Browser does not provide enough information on each fields, you can contact Refinitiv Content Support at https://my.refinitiv.com/

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