Instrument field value is not pulling into eikon python api for certain rics

stace.manley

Instrument field value is not pulling into eikon python api on time series for certain rics.
For example ric ' O-KRINV-P ' , I see within eikon the historic time series values under Field name TOT_VOLUME and within eikon i see the timeseries history but this request on the python api only pulls N/As. I've tried several field names that are populated in eikon ('PRICE', 'LAST', 'HST_CLOSE', etc) but all return N/As, the ric seems to be set up in timeseries as the dataframe returns the correct dates of the data but not the outputs. I've look in eikon quote at display all fields and tried all relevent there.

Any assitance would be appreciated.

e.g.:
df = ek.get_timeseries(['O-KRINV-P'], ['TOT_VOLUME'],start_date=2015-01-01,end_date=2021-12-31 ) display(df)

nick.zincone

Hi @stace.manley,

You are using the API correctly. If you don't provide any fields in your request, the service will return all available fields for the specific item you are requesting. For example:

df = ek.get_timeseries(['O-KRINV-P'],start_date='2015-01-01',
                                     end_date='2021-12-31') 
df 

Will return the month-end trade price as you observed, i.e. 'VALUE'.

You can also use the rdp library to retrieve historical summaries, i.e.

rdp.get_historical_price_summaries(
        universe = 'O-KRINV-P', 
        interval = rdp.Intervals.MONTHLY,
        start = '2015-01-01',
        end = '2021-12-31'
)

Unfortunately, this too only provides the trade price.

I would open a ticket within Refinitiv Support to determine if the historical data you are looking for using the item you provided is programmatically available.

stace.manley

I got Field name 'VALUE' to work but this is not supplied in the fields list for the ric

thanks