RDP and EK retriving divergent settlement results for same parameters

sylvio.campos
sylvio.campos
in Refinitiv Data Platform

Hello,

I'm trying to gather data from "SN2" RIC using the API with Python, however, I get different results for the same RIC, same period and same fields.

For example, when I use:

import refinitiv.dataplatform as rdp 
df1 = rdp.get_historical_price_summaries(
    universe = 'SN2',
    interval = rdp.Intervals.DAILY,
    start = '2022-04-01',
    end = '2022-04-11',
    adjustments= [ rdp.Adjustments.UNADJUSTED ])

the result for [SETTLE] column is the "On screen" price times 100 (witch makes sense, since the currency "on screen" is USDc) but, on the otherside, if use:

import eikon as ek 
df, err = ek.get_data( 
    instruments = ['SN2'], 
    fields = [ 
        'TR.SETTLEMENTPRICE.date', 
        'TR.OPENPRICE', 
        'TR.HIGHPRICE', 
        'TR.LOWPRICE', 
        'TR.SETTLEMENTPRICE'], 
    parameters = {'SDate':'2022-04-01','EDate':'2022-04-11','Curn':'USD', 'Frq':'D'})

Results for the [SETTLE] columns came all divided by 10^3 witch is weird because I've set the currency for USD at parameters argument.

How do I get the correct USD value?

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Best Answer

  • Shadab Hussain
    Shadab Hussain
    Answer ✓

    Hi @sylvio.campos,

    Thanks for the query, I tried your above code and it appears that the issue is with the currency being used.

    A case with ticket number 11134710 has been raised on behalf of you and the support team is going to contact you to assist with this soon. However, I would recommend you to contact the support team directly via MyRefinitiv for content related queries.

    Also, I noticed that you used adjusted, please note that this only applies to stocks.

Answers

  • aramyan.h
    aramyan.h

    Case 11134710 has been closed by the following resolution - Time Series doesn’t do the conversion in this case. We return as USc per MetaData setting. If you see incorrect values, that should be from application conversion.

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