Instability due to frequency API

thomas.garcia

Hello,

When using the function 'ek.get_data' with weekly frequency, I've noticed that some instruments are not recognised by the function (only NA are returns) while when using daily frequency they are recognised by the exact same function.

On my dataset, such cases represents about 2% of the instruments.

For example:

ek.get_data(['LU0133717503'], fields = ["TR.ASKPRICE.Date","TR.ASKPRICE","TR.BIDPRICE"], parameters={'SDate':'2019-12-27','EDate':'2019-12-27','Frq':'d'}) gives:

( Instrument Date Ask Price Bid Price

0 LU0133717503 2019-12-27T00:00:00Z 22.4073 21.9592, None)

ek.get_data(['LU0133717503'], fields = ["TR.ASKPRICE.Date","TR.ASKPRICE","TR.BIDPRICE"], parameters={'SDate':'2019-12-27','EDate':'2019-12-27','Frq':'W'}) gives :

( Instrument Date Ask Price Bid Price

0 LU0133717503 <NA> <NA> <NA>,

[{'code': 416,

'col': 1,

'message': "Unable to collect data for the field 'TR.ASKPRICE.DATE' and some specific identifier(s).",

'row': 0},

{'code': 416,

'col': 2,

'message': "Unable to collect data for the field 'TR.ASKPRICE' and some specific identifier(s).",

'row': 0},

{'code': 416,

'col': 3,

'message': "Unable to collect data for the field 'TR.BIDPRICE' and some specific identifier(s).",

'row': 0}])

Would you have a solution ?

Best,

Thomas

wasin.w

Hello @thomas.garcia

I have checked the case 09655545, the support team gave you the following workaround

rdp.get_historical_price_summaries('LP60080141', fields=['BID','ASK'], interval='P1W', start='2020-01-01', end='2021-02-25') 

Does the issue still persist in your environment? If so, please contact the support team via case 09655545 email thread.

Alex Putkov.1

@thomas.garcia

This looks like a problem at the backend. I raised support case with Refinitiv Helpdesk on your behalf to investigate the issue. For your reference the case number is 09655545. Refinitiv Support will reach out to you with the results of their investigation.