NAs at the beginning of this query

MarkJoseph.Canada
MarkJoseph.Canada LSEG
in Eikon Data APIs

I get a bunch of NAs at the beginning of this query rics=[SMCI.O,HRMS.PA,TREX.K, 0700.HK] data=ek.get_timeseries(rics,start_date='2017-01-01',fields='CLOSE',interval='daily') data.head()

Tried to change the formula to below but same error

rics=['GE','AAPL.O','.RUT','.MOVE','EUR=','XAU=','DE10YT=RR'] data=ek.get_timeseries(rics,fields='CLOSE',start_date='2021-01-01',end_date='2023-12-29') data.head()

Same with

import eikon as ek symbols=['US86800U1043','FR0000052292','US89531P1057','KYG875721634'] rics=ek.get_symbology(symbols,from_symbol_type='ISIN',to_symbol_type='RIC') #DataFrame rics=list(rics.RIC.values)

data=ek.get_timeseries(rics,start_date='2017-01-01',fields='CLOSE',interval='daily') data.head()


Kindly advise. Thanks.

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Best Answer

  • jason.ramchandani01
    jason.ramchandani01 admin
    Answer ✓

    @MarkJoseph.Canada Thanks for your question and sorry to hear about your issue. I can indeed replicate the issue with the following call
    1709199513672.png

    However, as a quick fix for you in the short term - you can separate them and this returns the data as it should:

    rics=['GE','AAPL.O','.RUT'] 
    data=ek.get_timeseries(rics,['CLOSE'],start_date='2021-01-01',end_date='2023-12-29')

    data.head()
    rics=['EUR=','XAU=','DE10YT=RR']  
    data=ek.get_timeseries(rics,['CLOSE'],start_date='2021-01-01',end_date='2023-12-29') 

    data.head()
    rics=['.MOVE'] 
    data=ek.get_timeseries(rics,start_date='2021-01-01',end_date='2023-12-29') 
    data.head()

    There must be an issue with the collation of different asset classes somehow. I will speak to the appropriate library team and see what is happening and get back to you. I hope this can help.

    You can also use the more recent RD libraries get_history function - but as you have different assets not all of which have a closing price eg XAU= has fixing, EUR= will have regional closes APAC close, EMEA Close, US close.

    Please see the following call which returns all fields for each instrument so you discover which minimum set of fields you need:

    rd.get_history(universe=['GE','AAPL.O','.RUT','EUR=','XAU=','DE10YT=RR','.MOVE'], interval="1D",start = '2021-01-01', end = '2023-12-29')


    I hope this can help.

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