Duplicates and missing days in daily data for TR.CompanyMarketCap

jakub.wielgus
jakub.wielgus
in Eikon Data APIs

When importing daily time series data for TR.CompanyMarketCap there are some duplicates and missing data points. Example:

ek.get_data('SENP.WA', ['TR.CompanyMarketCap.Date', 'TR.CompanyMarketCap.Value'],
            parameters={"Frq": "D", "SDate": '2013-08-01', "EDate": '2013-08-10'})

gives result (see dulicated 2013-08-02 and no data for 2013-08-05):

image

For ca. 1 million rows of daily data for ca. 400 tickers from Polish market (.WA) 5522 rows for TR.CompanyMarketCap.Value are NaN, so the problem seem to affect around 0,5% of data points in this population.

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Best Answer

  • jason.ramchandani01
    jason.ramchandani01
    Answer ✓

    @jakub.wielgus - I can indeed replicate your issue - I have opened a case with our content support team who will look into this data issue with you - your case number is: 09582622 and they will contact you shortly. I hope this can help.

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