Get quote price in time order

erik.wickman

I'm using the Eikon API in python. Especially I'm trying the get_data method to extract data.

Question 1:

I want to get the close price for an instrument for 1 year and two years ago.

I've tried two calls:

• getData('DANSKE.CO', 'TR.PriceClose', 'SDate'='0D', 'EDate'='-2AY', 'Frq'='AY')
  • This returns data in unordered timestamps.
• getData('DANSKE.CO', 'TR.PriceClose.date', 'SDate'='0D', 'EDate'='-2AY', 'Frq'='AY')
  • This returns 'None'.

What should I use if I want control over the data returned and not send to many calls to Eikon?

Question :

I have tried to get total return data from Eikon but her I get None in return.

• getData('DANSKE.CO', 'TR.PriceClose')
  • This gives data.
• getData('DANSKE.CO', 'TR.TotalReturn')
  • This gives 'None'.

Why?

Most thankful for som help

umer.nalla

Hi @erik.wickman

I just tried the following:

ek.get_data('DANSKE.CO',fields=['TR.PriceClose','TR.PriceClose.date'] , parameters={'SDate':'0D', 'EDate':'-2AY', 'Frq':'AY'})

and I get back:

(  Instrument  Price Close  Date 0  
DANSKE.CO      91.80  2019-11-01T00:00:00Z 1  
DANSKE.CO      132.55 2018-11-01T00:00:00Z, None)

I repeated the call several times and I got back the same order - i.e. 2019 and then 2018.

I also tried for 5yrs and I again got back an ordered list:

0  DANSKE.CO        91.80  2019-11-01T00:00:00Z 
1  DANSKE.CO       132.55  2018-11-01T00:00:00Z 
2  DANSKE.CO       242.50  2017-11-01T00:00:00Z 
3  DANSKE.CO       206.70  2016-11-01T00:00:00Z 
4  DANSKE.CO       186.50  2015-10-30T00:00:00Z

Is the above ok for you - or have I misunderstood your question?

Also, I tried the following:

ek.get_data('DANSKE.CO',fields=['TR.PriceClose','TR.PriceClose.date', 'TR.TotalReturn'])

and I get back:

Instrument  Price Close                  Date  Total Return
DANSKE.CO         91.8  2019-11-01T00:00:00Z     -3.954802

Is this what you are after?

erik.wickman

Hi Umer!

Yes it is exaclty what I'm looking for.
But somehow I can't get data for the fields 'TR.PriceClose.date' and 'TR.TotalReturn'.

I'm trying just:

ek.get_data('DANSKE.CO',fields=['TR.TotalReturn'])

Returns None

Switching to:

ek.get_data('DANSKE.CO',fields=['TR.PriceClose'])

Returns 91,8

Having trouble to understand why one thing works but not the other.

(Using python on a windows computer with Eikon running.)

umer.nalla

Hi @erik.wickman

I am fairly new to Python and I don't know what your level of Python is - so apologies if the following is patronising, but can you confirm how you are extracting the actual values from the return objects?

In the example code below, the get_date returns a tuple, from which I extract the dataframe and then the series which contains the actual value.

tp = ek.get_data('DANSKE.CO',fields=[ 'TR.TotalReturn'])
type(tp)
tuple
tp
(  Instrument  Total Return
 0  DANSKE.CO     -3.954802, None)
tr = tp[0]
type(tr)
pandas.core.frame.DataFrame
tr
    Instrument    Total Return
0    DANSKE.CO    -3.954802
ab = tr['Total Return']
type(ab)
pandas.core.series.Series
ab[0]
-3.95480225988701

If you are already aware of the above, please provide similar output so we can try and help diagnose where the issue lies.

Alternatively, you can use the raw_output parameter to access the JSON payload and parse out the data yourself e.g.

tp = ek.get_data('DANSKE.CO',fields=[ 'TR.TotalReturn'],raw_output=True)
tp
{'columnHeadersCount': 1,
 'data': [['DANSKE.CO', -3.95480225988701]],
 'headerOrientation': 'horizontal',
 'headers': [[{'displayName': 'Instrument'},
   {'displayName': 'Total Return', 'field': 'TR.TOTALRETURN'}]],
 'rowHeadersCount': 1,
 'totalColumnsCount': 2,
 'totalRowsCount': 2}
tp['data'][0][1]
-3.95480225988701

If the above also returns a None value, then I recommend you contact our Eikon helpdesk to help diagnose further.

erik.wickman

Thank you again!

Printing out the response from the raw_output version, gave me some error messages to help me find the problem.
It turned out I had put the 'Scale' parameter to default to 0 in a bad way, causing None answers.