ETF historical data not found

gk21271

Hi,

I am trying to extract ETF's historical data. Strangely, the below ETFs do not produce anything. I tried others like VTI which does deliver, for the same date range.

Can someone help understanding as to what do I change to extract information for ETFs in question.

Thanks

raksina.samasiri

hi @gk21271 ,

I tried to reproduce using your code and print out the error message in the variable 'err' to see what's going on and found that the error is

Unable to resolve all requested identifiers

Which means the RIC (identifier used is invalid) Then I tried to search for the RIC in the Eikon Desktop search bar but cannot find the exact RIC you're using, hence I found EMB.O

Next, I used the same code with the valid RIC and the output was returned properly, for example, please see the screenshot in the reply

I'd suggest you find the correct RIC and use it instead, it can be found using the Eikon Desktop search bar or the RIC search tool on the developer portal

raksina.samasiri

The result returned properly if the valid RIC is being used

gk21271

Thanks a lot for your response, much appreciated.

raksina.samasiri

hi @gk21271 ,

This could be what you're looking for

rics = ['EMB.N','BNDX.N','VTIP.N','VCSH.N','SJNK.N','VGIT.N','SPTM.N','SPDW.N','SPEM.N','SPAB.N']
fields = ['TR.PriceClose.Date','TR.PriceClose','TR.Volume']
parameters = {'SDate':'2019-01-01', 'EDate':'2019-08-31', 'FRQ':'D'}  #reduce period for demonstration purpose
df,err = ek.get_data(rics, fields, parameters)
df

Hope this helps