Pulling TR.CLOSEPRICE weekly
I'm trying to pull TR.CLOSEPRICE for a number of RICs on a weekly frequency. It works fine when on a daily frequency, but I need weekly as I'm getting a large history and it will take too long on daily, as well as the fact all my other variables are weekly.
As you can see Daily frequency works, while Weekly doesn't.
I've tested this on a number of RICs and a number of different weekly frequencies and date ranges and the same thing is happening. TR.PriceClose works on both frequencies but it does not work for old unlisted RICs (as per it's description) so I need to use TR.CLOSEPRICE.
Any help is greatly appreciated.
Best Answer
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You can try this:
ek.get_timeseries(['PLD^F11'],'CLOSE', start_date = "1998-01-01", end_date = "2021-01-01", interval="weekly")
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Answers
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Thanks for the reply. Although get_timeseries works, I'm trying to pull many fields which you can't use get_timeseries for. Is there no way to get TR.CLOSEPRICE via get_data? All my other fields work with get_data but do not work with get_timeseries.
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Hi @nathan.quinn I did follow up with the content team. I will keep you updated.
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