Missing data for 'End of Day' data pull on expired/ inactive RICs

kevin.girard · 2025-02-17T14:09:12+00:00

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I am trying to pull data on python through the end of day extraction url, for a number of expired RICs specifically for spreads on LCO, CL, HO, RB, LGO.

For most of the spreads I have managed to pull all the daily data for High, Low, Last, Open and Volume successfully.

However there are still many that have missing data. I have either pulled the data incorrectly/ inefficiently leading to data loss or there is genuinely missing data for some spreads e.g.

LCOG8-K8^1 - the february - may brent spread for 2018

LCOF0-J0^1 - the january - april brent spread for 2010


in these two examples, there is a lot of missing data in some fields. I have attached these below, I have many more examples like these.

    
        LCOG8-K8^1.xlsx
    



    
        LCOF0-J0^1.xlsx
    





Could you check on your side if the OHLC data is actually available, if so then the error could be on my end and I would like to get advice from any developers knowledgeable in python to help me.


I have attached my code for the code block I use to download and save the data, I have used the RICs saved in my instruments lists in my GUI.


Note also my query start and ends come from a dictionary made on my end based on the RICs being pulled.


Thanks in advance

    
        code to pull EoD data from instrument lists.txt

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Jirapongse

@kevin.girard

Thank you for reaching out to us.

Please try the "Settlement Price" and "Universal Close Price" field.

To verfiy the retrieved data, please contact the Tick History support team directly via MyAccount. The support team can verify the request and content and may provide other report templates that can provide the data.

kevin.girard

Thanks, I will try using those two fields and let you know if it works.

I have asked for advice on python before via the support tickets, all they did was redirect me to this Q&A page for any python queries:

"The Helpdesk support queries on product functionalities, content and REST API to an extent, but to know if there's any workaround in Python to do this, you may reach out to our developers by posting your query on the Q&A forum of LSEG Developers portal at below URL."

who am I supposed to speak to about python queries?

Jirapongse

@kevin.girard

It should relate to the content fields or request message which is in JSON format.

If you can retrieve the data for Volume, it means that the request message is correct.

{

        "ExtractionRequest": {

            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",

            "ContentFieldNames": [

                "Trade Date", "High", "Low", "Last", "Open", "Volume"

            ],

            "IdentifierList": {

                "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",

                "InstrumentIdentifiers": [

                    {"Identifier": ric, "IdentifierType": "Ric"}

                ]

            },

            "Condition": {

                "ReportDateRangeType": "Range",

                "QueryStartDate": query_start,

                "QueryEndDate": query_end

            }

        }

    }

You may ask a wrong question. If you asked the coding questions, the support team usually suggests this forum. We can check the code but we can't check why the content is missing.

If the support team confirms that the EOD data is not available for those RICs, there is no workaround in Python.

You should ask for the report templates, content fields, and parameters that can provide the required data. With this information, we can provide you with the Python snippet code to retrieve the data.

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