Received negative volume on June 24th from .AD.N ric

dgarrard
dgarrard
in Eikon Data APIs

On June 24th, the volumes on NY were very high, with Advancing Volumes exceeding 2^31-1.

ric = “.AD.N”

fields = ['ISSUES_ADV','ISSUES_DEC','ISSUES_UNC','TOT_ISSUES','NEW_HIGHS','VOLUME_ADV','VOLUME_DEC','VOLUME_UNC','TOT_VOLUME','NEW_LOWS']


df,err = ek.get_data(ric,fields)

Returned in df:

{"Status":"Success","Data":{"Instrument":".AD.N","ISSUES_ADV":3486,"ISSUES_DEC":751,"ISSUES_UNC":245,"TOT_ISSUES":4482,"NEW_HIGHS":26,"VOLUME_ADV":-2147483648,"VOLUME_DEC":727025064,"VOLUME_UNC":47062337,"TOT_VOLUME":-2147483648,"NEW_LOWS":480}}

Advanced should be near 2,473,029,156 and total volume 3,400,054,220, not negative numbers

Is this a known issue?


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Best Answer

  • raksina.samasiri
    raksina.samasiri admin
    Answer ✓

    hi @dgarrard ,

    The resolution in case number 11368891 is mentioned below.

    Our Content Team has already confirmed that TRTH on 24 Jun 2022 shows no negative values anymore.
    We'd like to check if the client is still having issues with the data so we can further investigate.
    We can get in touch with the client directly if need be for follow-up. 

    It should be good now. However, please let us know if the issue still persists so we can do further investigation

Answers

  • umer.nalla
    umer.nalla

    Hi @dgarrard

    Thanks for reporting this. I have asked the EDAPI to comment on your observations.

  • Jirapongse
    Jirapongse

    @dgarrard

    I can replicate this issue with the ACVOL_1 and NUM_MOVES fields which have the same type and length as the TOT_VOLUME and VOLUME_ADV fields.

    Yes, you are correct. The problem occurs if the values of those fields exceed 2147483647 (2^31 - 1).

    1656423218033.png

    The correct value of NUM_MOVES is 2147483648. :

    1656423263749.png

    I checked the raw data and found that Eikon sent -2147483648 to the API. 

    2022-06-28 20:36:24,078 P[3520] [MainThread 10636] HTTP Response: {"responses":[{"columnHeadersCount":1,"data":[["TRCCTEST05",2147483647,-2147483648,451.55,451.57]],"headerOrientation":"horizontal","headers":[[{"displayName":"Instrument"},{"displayName":"ACVOL_1","field":"ACVOL_1"},{"displayName":"NUM_MOVES","field":"NUM_MOVES"},{"displayName":"BID","field":"BID"},{"displayName":"ASK","field":"ASK"}]],"rowHeadersCount":1,"totalColumnsCount":5,"totalRowsCount":2}]}

    My colleague has contacted the Eikon team to verify the problem.

  • umer.nalla
    umer.nalla

    Hi @dgarrard

    The Eikon API team will escalate this to the Eikon/Workspace Core team

  • dgarrard
    dgarrard

    Thank you for this. My client monitors these numbers daily and I will have her report to me if she sees any more neagtive numbers in hre future.

  • raksina.samasiri
    raksina.samasiri admin
    You're welcome and thank you too.

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