get_data properties

jason.miller

does get_data have a calendar property similar to get_timeseries? I'm looking to use get_data to return NAV history but want to limit it to trading days only.

zoya faberov

Hi @jason.miller,

From what I am seeing, all weekends, 1/2, 1/3, etc, are excluded as expected?

This should correspond to the same content as provided by Eikon/RW Excel?

However, you make a good point about 1/1.

How about filtering out any holidays that did not result in any values, something like:

df, err = ek.get_data('AT0000675665',['TR.NETASSETVAL.Date','TR.NETASSETVAL'],{'SDate':'2021/01/01', 'EDate':'2021/02/02', 'Frq':'D'})
df.loc[df['Net Asset Value'] != '<NA>']

from the result?

zoya faberov

Hello @jason.miller,

Would this be what your are looking for:

ek.get_data('AT0000675665',['TR.NETASSETVAL.Date','TR.NETASSETVAL'],{'SDate':'2021/01/01', 'EDate':'2021/02/02', 'Frq':'D'})

Resulting in

Please find additional relevant info on Net Asset Values in this previous discussion thread and additional info on DIB and frequency lookup in this previous discussion thread.

jason.miller

Hi, that didn't quite work for the fund in question, SVDHX. Even including the parameter argument, i still see NAVs on non trading days (e.g., 1/1/21), which is what I'm trying to avoid

jason.miller

Ok, yes, I can do that. I was just checking to see if there was an argument I could use that might be a little cleaner