Timeseries query returns NaN for High, Low, Open

michaelberk99
michaelberk99
in Eikon Data APIs

This should be a simple fix, but I have been unable to find a cause/solution. I am running the following query:

startDate = datetime.datetime.today() - datetime.timedelta(days=365)
df = ek.get_timeseries('OTGBJFIXYZ21', start_date=startDate, interval="daily")

This works for CLOSE and COUNT (notice the count is 252). However, for HIGH, LOW, and OPEN I only get 3 values, the rest are NaN (these are the 3 most recent values). Below is the pandas.describe() output.

OTGBJFIXYZ21 CLOSE HIGH LOW OPEN COUNT
count 252.000000 3.000000 3.000000 3.000000 252.000000
mean 4.420756 4.172667 4.164867 4.167500 -0.992063
std 0.195545 0.021465 0.026670 0.022381 0.125988
min 4.033400 4.148100 4.135600 4.143500 -1.000000
25% 4.224800 4.165100 4.153400 4.157350 -1.000000
50% 4.455900 4.182100 4.171200 4.171200 -1.000000
75% 4.608025 4.184950 4.179500 4.179500 -1.000000
max 4.773200 4.187800 4.187800 4.187800 1.000000

Why is this happening and how can I get the full high/low data? Thanks so much for the help!

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Best Answer

  • Jirapongse
    Jirapongse admin
    Answer ✓

    @michaelberk99

    The retrieved data is similar to the data displayed on the Eikon Chart.

    imageIn the Eikon Chart, only the Last field (CLOSE) is available.

    Please contact the Eikon support team via my.refinitiv.com for confirmation.

Answers

  • chavalit-jintamalit
    chavalit-jintamalit admin

    Hi @michaelberk99

    Your API calls is fine regarding technical perspective.

    I tried using Eikon Excel to retrieve historical data.

    But the data point is not the same.

    image


    I also tried to look up the HIGHPrice field on "Data Item Browser" but it is also not available.


    You can contact Refinitiv Helpdesk to clarify on the data fields/data point you are interested in at https://my.refinitiv.com/

  • michaelberk99
    michaelberk99

    Great thank you so much for the help!

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