Eikon Python API returning different value on same data item for same day

rgustin

Hi,

I have a ek.get_data() script, and it's returning different values for the same data item for the same trading day if I specify a date range, but it's fine if I only specify one day in the same script:

df_ric_ts, err_ric_ts = ek.get_data(['AIBGY.PK'],
                                    ['TR.PriceClose.date; TR.PriceClose; TR.TotalReturnYTD; TR.TotalReturnMTD; '
                                     'TR.TotalReturnQTD; TR.TotalReturn6Mo, TR.CompanyMarketCap; TR.PE; TR.PriceToBVPerShare; '
                                     'TR.PriceToTangBVPerShare; '
                                     'TR.FwdPEG; TR.BasicNormalizedEps.date; TR.BasicNormalizedEPS; '
                                     'TR.LTDebtToTtlCapitalPct; TR.TtlDebtToTtlEquityPct'],
                                    {'SDate': '2023-03-01', 'EDate': '2023-02-15', 'CURN': 'USD', 'FRQ': 'D'})

The result of above script gives me below value:

It's a partial screenshot, but you can see, the return column and market cap column are all having different values for same day, 2/23, 2/21 and 2/13.

If I only specify one day like below for 2/23:

df_ric_ts, err_ric_ts = ek.get_data(['AIBGY.PK'],
                                    ['TR.PriceClose.date; TR.PriceClose; TR.TotalReturnYTD; TR.TotalReturnMTD; '
                                     'TR.TotalReturnQTD; TR.TotalReturn6Mo, TR.CompanyMarketCap; TR.PE; TR.PriceToBVPerShare; '
                                     'TR.PriceToTangBVPerShare; '
                                     'TR.FwdPEG; TR.BasicNormalizedEps.date; TR.BasicNormalizedEPS; '
                                     'TR.LTDebtToTtlCapitalPct; TR.TtlDebtToTtlEquityPct'],
                                    {'SDate': '2023-02-23', 'EDate': '2023-02-23', 'CURN': 'USD', 'FRQ': 'D'})

print(df_ric_ts)

Below is the result:

Why is that?

Plus I have asked this to the helpdesk/support team, and they recommend me here to ask this question. Thank you.

frank.ling1

In short, the data of price related column you retrieved depend only on the close price of the RIC ‘AIBGY.PK’. While the result of "Company Market Cap" - a company level market_cap instead of instrument level market_cap comes from the aggregated calculation of all RICs whose underlying is "AIBG.I" .

Meanwhile, the TR.PriceClose.date as shared date of the DataFrame made it even confusing.

You can try with following code to separate date for close price and market_cap and see the difference.