Get Invalid RIC while requesting mutual funds NAV (extended time series)

datafinance_research2

Hello,

I have a list of mutual funds and want to retrieve NAV data from 2000 to 2021.

While using get_timeseries, I have many errors such as this :

"2021-05-27 10:18:45,909 P[3048] [MainThread 19388] Error with LP60000031: Invalid RIC"

Here is the code I use :

funds = ['LP60000026', 'LP60000031', 'LP60000042']

NAV_EU = pd.DataFrame(index = test.index)

#index is a weekly index from 2000 to 2021 (such as in get_timeseries)

errors = []

for fund in funds :

try :

nav = ek.get_timeseries(fund, start_date='2000-01-01', end_date='2021-05-01', interval='weekly')

NAV_EU[fund] = nav

except Exception :

#NAV_EU = np.nan

errors.append(fund)

I get only nav for LP60000026 which is the only fund that survives over the period.

How could I get data for the two other funds witn Nan values when they were not existing?

bob.lee

@datafinance_research2, Yes, 2 of the funds (LP60000031 and LP60000042) were merged into other funds long time ago (more than 10 years ago). Where did you got these merged funds' ID from???

datafinance_research2

Hello, I use the application FSCREEN with the parameter "asset status = any" to get all funds in my sample request.

bob.lee

@datafinance_research2, I see! So if you want to get the latest data for funds currently are "active". i.e. not merged nor liquidated, you should only use the funds that have the status as "active".

datafinance_research2

On the contrary, I'm looking for data for merged and liquidated funds during my period (with nan values added when fund have disappeared).

bob.lee

@datafinance_research2, If you want to get some information, such as NAV from merged or liquidated funds, then Eikon API cannot provide that to you. Because Eikon API only covers active funds. The newer RDP Funds API may provide these non-active funds information to you.