How coud I retrieve NDA_RAW.Nda_date and NDA_RAW.Nda_volume via Python Eikon Data API properly?

alekseenkova.marina

I tried the following formula but it retrieved NA:

ek.get_timeseries(rics=['MPAA.O'], fields=['NDA_RAW.Nda_date','NDA_RAW.Nda_volume'], start_date='2005-01-01',end_date= '2005-03-22', interval = 'daily')

Your colleague advised me usind NDA_RAW.Nda_volume because it is more accurate than other indicators of volume.

raksina.samasiri

hi @alekseenkova.marina ,

The field 'NDA_RAW' is only available on RHistory function in the Eikon Excel, not the Eikon Data API, to retrieve the same value, you can use the code below.

df, err = ek.get_data('MPAA.O', ['TR.ACCUMULATEDVOLUME.date', 'TR.ACCUMULATEDVOLUME'], 
    {'SDate':'2005-01-01', 'EDate':'2005-03-22', 'Frq':'D'})
df

Here's the output, it's matched with the output from RHistory function

Hope this helps

alekseenkova.marina

Dear @raksina.samasiri, what is the difference in the resulted data between the code you provided and the following one:

import refinitiv.data as rd

rd.open_session()

rd.get_history(universe="MPAA.O", fields=["ACVOL_UNS"], interval="1D", start="2005-01-01", end="2005-03-22")

?

raksina.samasiri

Dear @alekseenkova.marina,

As I compared the result from the code posted by you and me, the value are all matched

Plus, here's the description of both fields from DIB (Data Item Browser) app in Eikon Desktop

However, this forum is more for programming-type queries, rather than content queries such as this one. I would recommend you to contact the Eikon support team directly via MyRefinitiv to clarify the difference between those fields

alekseenkova.marina

Dear @raksina.samasiri,

Could you tell me, please, why when I lauch the code rd.get_history(universe="MPAA.O", fields=["ACVOL_UNS"], interval="1D", start="2005-01-01", end="2005-03-22") in CODEBOOK I do not have any problems, whereas I launch the same code in Jupyter I get the following error message:

refinitiv.data._errors.RDError: Error code 1 | No data to return, please check errors: ERROR: No successful response.

(TS.Interday.UserRequestError.70005, The universe is not found.. Requested ric: MPAA.PK. Requested fields: ['ACVOL_UNS', 'DATE'])

alekseenkova.marina

I request data for MPAA.O and not
MPAA.PK

lukasz.trzcinski0

@alekseenkova.marina I checked your permissioning and you have no access to real time RIC MPAA.O (Eikon may automatically switch it to deleyed one /MPAA.O). Try to replace MPAA.O with /MPAA.O in your script

alekseenkova.marina

@lukasz.trzcinski0 it did not work.

Please find the screenshot below.

lukasz.trzcinski0

@alekseenkova.marina Please check your rd version using:

rd.__version__

if it's lover than b13 please perform rd upgrade:

pip install refinitiv-data==1.0.0b13

then restart kernel and run the script again (with /MPAA.O)

alekseenkova.marina

I have the newest version: b13. It is not the reason of the problem.

alekseenkova.marina

Dear @raksina.samasiri, do you know what could be the reason of the problem?

alekseenkova.marina

@lukasz.trzcinski0, thank you! Downgrade pip install refinitiv-data==1.0.0b9 helps!

alekseenkova.marina

@lukasz.trzcinski0 the oldest version produces another errors - not related to this request. What should you recommend me to do?

alekseenkova.marina

@raksina.samasiri is thery any information?