Bug requesting timeseries with DataGrid

Charles

I'm trying to basically replicate the following excel formula using the DataGrid api:

=TR(".AXJO","TR.TradePriceClose.date;TR.TradePriceClose","SDate=20160101 EDate=20161010 Frq=D",B3)

To do that my request ends up looking like:

{
  "Entity": {
    "W": {
      "fields": [
        { "name": "TR.TradePriceClose.date" },
        { "name": "TR.TradePriceClose" }
      ],
      "instruments": [ ".AXJO" ],
      "parameters": { "SDate": "2016-01-01", "EDate": "2016-10-10", "Frq": "D" }
    },
    "E": "DataGrid"
  }
}

However while the excel formula works fine, the dates & close prices end up being returned misaligned when using DataGrid. The end of the response payload looks like the following:

...
[".AXJO", "2016-09-27T00:00:00Z", 5452.925],
[".AXJO", "2016-09-28T00:00:00Z", 5483.031],
[".AXJO", "2016-09-29T00:00:00Z", 5467.39],
[".AXJO", "2016-09-30T00:00:00Z", 5475.431],
[".AXJO", "2016-10-03T00:00:00Z", ""],
[".AXJO", "2016-10-04T00:00:00Z", ""],
[".AXJO", "2016-10-05T00:00:00Z", ""],
[".AXJO", "2016-10-06T00:00:00Z", ""],
[".AXJO", "2016-10-07T00:00:00Z", ""],
[".AXJO", "2016-10-10T00:00:00Z", ""] 

Note that 5475.431 is the close price for Oct 10. The number of blanks corresponds to the number of holidays in the window, so eg a request for the last 10 days of data will appear to have worked just fine.

Nipat Kunvutipongsak

@Charles

As of 5 May, I've received the test result as follows:

...
[".AXJO","2016-09-27T00:00:00Z",5405.9],
[".AXJO","2016-09-28T00:00:00Z",5412.4],
[".AXJO","2016-09-29T00:00:00Z",5471.3],
[".AXJO","2016-09-30T00:00:00Z",5435.9],
[".AXJO","2016-10-03T00:00:00Z",5478.5],
[".AXJO","2016-10-04T00:00:00Z",5484],
[".AXJO","2016-10-05T00:00:00Z",5452.9],
[".AXJO","2016-10-06T00:00:00Z",5483],
[".AXJO","2016-10-07T00:00:00Z",5467.4],
[".AXJO","2016-10-10T00:00:00Z",5475.4]

Below is the screenshot result comparing to TR Eikon Excel:

Please confirm whether it is the result that you expect or not.

Jirapongse

I can replicate this issue with UDF (cpurl://apps.cp./Apps/UDF). I have contacted the Data Grid team to verify the problem.

Charles

Thanks Jirapongse. I can't find any other way to get the correct date for the price, and TR.TradePriceClose isn't supported by ADC. Appreciate you guys looking into it. Oddly, unlike the currency problem I reported previously, this works fine in Excel.

Jirapongse

@Charles

The developer would like to confirm the API that you are using to access the data grid. Is it App Studio - Web SDK (JET) or Eikon Scripting API (Python)?

Charles

I was actually just testing it directly with the UDF app; down the track it was for integration in a scripting api project.

Charles

Hi Pimchaya, it "resolves" my query in as much as admitting there is a bug - it hasn't actually been fixed nor is there an ETA or just an issue tracker where I can track the status. For the time being I've found too many bugs in dealing with Eikon's various APIs that we've put using it on hold until it has matured.

pimchaya.wongrukun01

Charles

Please submit your query to My Account, https://my.thomsonreuters.com and click "RAISE A CASE". Then, an appropriate consultant will contact you and assist you on this.

Jirapongse

@Charles

The fix of this issue is expected by the end of this month (April).