issue with query

JoaoQ
JoaoQ Newcomer
edited June 12 in Eikon Data APIs

Hello. I was hoping someone would know the answer to this one. I am running the following query:

response = ld.get_history(start = min_date, universe= security, end = max_date, fields= price_fields, adjustments = adjustment_factor,)

It seems to work for the companies in my sample, but I get an error regarding the following RIC:

ZALG.DE

I am having the same issue with the Excel Add-in.

The error I am getting is

The universe does not support the following fields: [TRDPRC_1].

Any help will be welcome.

PS: I am new to Infinitiv.

Answers

  • Hello @JoaoQ

    You can invoke the ld.get_history without the fields parameter to get a list of all the supported fields for that instrument. Not all the fields are applicable to all the asset classes.

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @JoaoQ

    I checked and found that, for daily historical data, ZALG.DE supports the following historical real-time fields.

    df = ld.get_history(
        universe = 'ZALG.DE', 
        interval = '1D'      
        )
    df.columns
    

    Index(['OFF_CLOSE', 'HIGH_1', 'LOW_1', 'ACVOL_UNS', 'OPEN_PRC', 'BID', 'ASK',      
    
     'TRNOVR_UNS', 'VWAP', 'PERATIO', 'INT_AUC', 'NUM_MOVES', 'OPN_AUC',       
    
    'CLS_AUC', 'CLS_AUCVOL', 'OPN_AUCVOL', 'TRD_STATUS', 'INT_AUCVOL',      
    
     'NAVALUE', 'OFFBK_VOL', 'DRK_ACVOL', 'DRK_TNOV'],      dtype='object', name='ZALG.DE')
    

  • JoaoQ
    JoaoQ Newcomer

    Thank you. That clarifies a lot!

  • JoaoQ
    JoaoQ Newcomer

    In infinitiv worstation, there is a variable called 'close'. What would be the equivalent in this situation?

  • If you are looking at the closing price for the day, then -

    OFF_CLOSE
    

    would be the field.

  • JoaoQ
    JoaoQ Newcomer

    The design is really strange. It is include FTCHQ.PK, then the field OFF_CLOSE is not longer available. The response depends on the securities one is examining. It is an odd design …