rdp.get_data gives incorrect results (while older ek.get_data is correct)

rknyip
rknyip
in Eikon Data APIs

As I used Eikon Python API.


rdp version:

rdp.get_data(['EEMATMIV.U'], ['TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS.Date', 'TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS'], {'SDate': '2000-01-01', 'EDate': '2022-08-25'})


ek version:

ek.get_data(['EEMATMIV.U'], ['TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS.Date', 'TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS'], {'SDate': '2000-01-01', 'EDate': '2022-08-25'})[0]


Rdp returns an incorrect date columns, which fills 2020-01-03 with value (and all values are shifted against the dates). These two codes are expected to give same result. I highly prefer newer RDP as it could be assessed without desktop session opened (Or is there anything equivalent to rdp.open_platform_session for ek API?)


Or alternatively, how could obtain entire historical values through rdp with correct date returned?


Grateful for your answer. Thanks.

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Answers

  • umer.nalla
    umer.nalla

    Hi @rknyip

    I would recommend you use the newer RD Python Library instead of the older RDP Library (for more information please see the position statement from the RD Product Team)

    Regards your actual query, I tried the above code snippets using RD Python Library and Eikon API and the results appear to be identical

    1661432365035.png


    You also mention that your prefer using RDP library because it does not require a Desktop session. However, please note that the RDP or RD library not using a Desktop session cannot always access the same data as a Desktop session e.g. the TR. fields. This is mostly due to 3rd party licence/usage rules which only allow some data to be used on a Desktop. It is always possible that much of the data can also be access via an alterntative RDP API - depending on the actual data.

  • rknyip
    rknyip

    Hi @umer.nalla, appreciate for the clarification and suggestion using RD library. However, rd.get_data() still fails to work out the correct timestamp in a platform session, with code below and screenshot:

    import refinitiv.data as rd
    rd_session = rd.session.platform.Definition(app_key='xxxxxx', grant=rd.session.platform.GrantPassword('xxxxxx', 'xxxxx')).get_session()
    rd_session.open()
    rd.session.set_default(rd_session)
    rd.get_data(['EEMATMIV.U'], ['TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS.Date', 'TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS'], 
                 {'SDate': '2000-01-01', 'EDate': '2022-08-25'})

    1661486343514.png


    I do prefer to use a platform session to be able to work in Linux. Grateful if there is any solution for Linux.

  • raksina.samasiri
    raksina.samasiri admin

    hi @rknyip ,

    We're really sorry for the problem you have been facing.

    However, as this is a technical issue on an APIs and the ticket to the Refinitiv helpdesk can be submitted at MyRefinitiv so they can refer the case to the technical support team. For this case, I'm raising a ticket for you and the support team is going to contact you directly to assist with this, the ticket number is 11535863

    Hope this helps

  • raksina.samasiri
    raksina.samasiri admin

    Hi @rknyip ,

    There seems to be a bug related to this that is under investigation, I'll keep you updated.

  • rknyip
    rknyip

    Please, thanks!

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