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.
