repeated observations

JoaoQ

Hello all,

I am running the following query:

price_df = ld.get_data( universe = instrument_list, fields = ['TR.PriceClose.Date','TR.PriceClose'], parameters = {'SDate':start_date, 'EDate':end_date, } ) # Transform to polars price_pl = pl.from_pandas(price_df)

where instrument_list = ['.SPX']

I am getting this strange result, where I am finding that approximately 6% of all observations are repeated, i.e. two identical observations for a given date. Does anyone know what is going on? Obviously this seems like an unexpected behaviour.

Gurpreet

Hello @JoaoQ

Can you please provide some additional details. Are you using the Desktop session? What date range are you using and what is the expected output.