Redundant data from ek.get_data API

Hi there,

60 tickers on single date while return 75 rows, please advise


df,e = ek.get_data(['CLH0^2', 'CLJ0^2', 'CLK0^2', 'CLM0^2', 'CLN0^2', 'CLQ0^2', 'CLU0^2', 'CLV0^2', 'CLX0^2', 'CLZ0^2', 'CLF1^2', 'CLG1^2', 'CLH1^2', 'CLJ1^2', 'CLK1^2', 'CLM1^2', 'CLN1^2', 'CLQ1^2', 'CLU1^2', 'CLV1^2', 'CLX1^2', 'CLZ1^2', 'CLF2^2', 'CLG2^2', 'CLH2^2', 'CLJ2^2', 'CLK2', 'CLM2', 'CLN2', 'CLQ2', 'CLU2', 'CLV2', 'CLX2', 'CLZ2', 'CLF3', 'CLG3', 'CLH3', 'CLJ3', 'CLK3', 'CLM3', 'CLN3', 'CLQ3', 'CLU3', 'CLV3', 'CLX3', 'CLZ3', 'CLF24', 'CLG24', 'CLH24', 'CLJ24', 'CLK24', 'CLM24', 'CLN24', 'CLQ24', 'CLU24', 'CLV24', 'CLX24', 'CLZ24', 'CLF25', 'CLG25'], ['TR.OPENPRICE', 'TR.HIGHPRICE', 'TR.LOWPRICE', 'TR.CLOSEPRICE', 'TR.SETTLEMENTPRICE', 'TR.TSVWAP', 'TR.ACCUMULATEDVOLUME', 'TR.OPENINTEREST'], {'SDate': '2020-03-05', 'EDate': '2020-03-05', 'Frq': 'D'})

Tagged:

Best Answer

Answers

  • CLH0^2 53.5 54.5 53.22 53.77 53.78 53.7955 30667 45
    CLH0^2 53.5 54.5 53.22 53.77 53.78 53.7955 30667 45
    CLH0^2 53.5 54.5 53.22 53.77 53.78 53.7955 30667 45
    CLH0^2 53.5 54.5 53.22 53.77 53.78 53.7955 30667 45
    CLH0^2 53.5 54.5 53.22 53.77 53.78 53.7955 30667 45
    CLH0^2 53.5 54.5 53.22 53.77 53.78 53.7955 30667 45
    CLH0^2 53.5 54.5 53.22 53.77 53.78 53.7955 30667 45
    CLH0^2 53.5 54.5 53.22 53.77 53.78 53.7955 30667 45
    CLH0^2 53.5 54.5 53.22 53.77 53.78 53.7955 30667 45
    CLH0^2 53.5 54.5 53.22 53.77 53.78 53.7955 30667 45
    CLH0^2 53.5 54.5 53.22 53.77 53.78 53.7955 30667 45
    CLJ0^2 47.13 47.57 45.65 46.01 45.9 46.67241 704591 392112
    CLK0^2 47.38 47.72 45.82 46.17 46.06 46.75065 164215 263380
    CLM0^2 47.46 47.86 45.96 46.32 46.21 46.90509 116568 241916
    CLN0^2 47.69 47.95 46.14 46.45 46.34 47.040859999999995 46896 154011
    CLQ0^2 47.74 48.05 46.25 46.55 46.45 47.12652 23281 91785
    CLU0^2 47.72 48.07 46.32 46.62 46.54 47.16016 31626 119580
    CLV0^2 47.99 48.1 46.47 46.75 46.61 47.163940000000004 12915 99239
    CLX0^2 48.05 48.15 46.5 46.74 46.72 47.23465 6268 76155
    CLZ0^2 48.03 48.33 46.62 46.95 46.84 47.42137 59622 250707
    CLF1^2 48.36 48.36 46.82 47.02 46.92 47.5865 2474 52637
    CLG1^2 48.27 48.29 46.8 47.01 46.98 47.57243 1456 28788
    CLH1^2 48.11 48.25 46.95 47.08 47.05 47.37571 4373 36491
    CLJ1^2 47.76 47.76 47.51 47.51 47.14 47.635 324 19802
    CLK1^2 47.85 47.85 47.6 47.6 47.22 47.725 223 17385
    CLM1^2 48.34 48.62 47.17 47.43 47.31 47.85836 12085 74379
    CLN1^2 47.99 48.08 47.37 47.37 47.37 47.792 90 16972
    CLQ1^2 48.05 48.13 48.05 48.13 47.44 48.09 82 10741
    CLU1^2 48.18 48.21 47.89 47.89 47.53 48.159 1679 19385
    CLV1^2 48.31 48.31 48.31 48.31 47.63 48.31 9 7760
    CLX1^2 48.33 48.4 47.68 47.68 47.74 47.99286 29 8050
    CLZ1^2 48.74 49.01 47.68 47.97 47.85 48.264070000000004 21221 86314
    CLF2^2 48.48 48.53 48.27 48.27 47.9 48.464 21 6844
    CLG2^2 48.7 48.7 48.58 48.58 47.95 48.67 4 5043
    CLH2^2 48.5 48.5 48.5 48.5 48.02 48.5 120 8019
    CLJ2^2 48.1 0 2648
    CLK2 48.19 0 2780
    CLM2 48.92 49.09 48.41 48.56 48.28 48.75507 1713 23480
    CLN2 48.32 1 2990
    CLQ2 48.37 1 2683
    CLU2 48.8 48.9 48.8 48.9 48.44 48.85 0 2005
    CLV2 48.52 0 2995
    CLX2 48.62 0 3755
    CLZ2 49.52 49.52 48.68 48.87 48.73 49.1758 6248 47229
    CLF3 48.77 0 1112
    CLG3 48.81 0 3298
    CLH3 48.85 402 2651
    CLJ3 48.9 400 2800
    CLK3 48.97 0 106
    CLM3 49.06 112 6900
    CLN3 49.1 0 8
    CLQ3 49.15 0 325
    CLU3 49.22 0 650
    CLV3 49.3 0 325
    CLX3 49.39 0 327
    CLZ3 50.05 50.05 49.44 49.45 49.47 49.62263 550 18292
    CLF24 49.48 0 393
    CLG24 50.02 50.02 50.02 50.02 49.47 50.02 0 67
    CLG24 50.02 50.02 50.02 50.02 50.02
    CLG24 50.02 50.02 50.02 50.02 50.02
    CLG24 50.02 50.02 50.02 50.02 50.02
    CLG24 50.02 50.02 50.02 50.02 50.02
    CLG24 50.02 50.02 50.02 50.02 50.02
    CLH24 49.53 0 66
    CLJ24 49.59 0 66
    CLK24 49.63 0 66
    CLM24 49.71 0 2346
    CLN24 49.74 0 66
    CLQ24 49.71 0 66
    CLU24 49.82 0 66
    CLV24 49.89 0 66
    CLX24 49.93 0 66
    CLZ24 50.05 50.05 50.05 50.05 50.02 50.05 96 9401
    CLF25 50.06 0 46
    CLG25 50.08 0 46


  • @zhangjin

    I checked and found that there are redundant entries for CLH0^2 and CLG24. The problem does happen in Eikon Excel.

    92272-1.png

    It may relate to the TR.OPENPRICE.Date and TR.SETTLEMENTPRICE.Date.

    I have created a new case for the Eikon Excel support team on your behalf to verify this behavior. The case number is 11125374. The Eikon support team will contact you and verify this behavior.

  • @Jirapongse Hi please fully communicate with your content team that you use Excel to identify the issue, while user spotted this issue in Eikon Python API.

    Otherwise your content team will turn to me and ask for the Excel file which you used. It did happen in my previous threads.

  • Hello @zhangjin

    I checked with the internal team. The issue has been fixed in the platform.