Whats the issue with 0#.SSHI RIC

Razeen_Ptp

There seems to be an issue with 0#.SSHI in codebook ... it is not pulling the values correctly ... take for Example <0#.SPX> which has 500 stock RIC under .SPX. I get like One row 

But I replace the RIC from 0#.SPX >> to 0#.SSHI .  The value looks corrupt .

I have re-worked on the code, still it is pulling incorrect instruments on 15th Jan 2020

This code is also pulling incorrect values:

import eikon as ek
import datetime

 

ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY')
index_ric = '0#.SSHI'
start_date = '2020-01-15'
end_date = '2020-01-15'

 

df, err = ek.get_data(index_ric, ['TR.ClosePrice','TR.ClosePrice.calcdate'],
{'SDate': start_date, 'EDate': end_date, 'IC': 'B'})

 

print(df)

Kindly check the issue.

Jirapongse

@Razeen_Ptp

Thank you for reaching out to us.

For the TR.xxx fields, it is better to use the get_data method instead.

ld.get_data(

    universe='0#.SSHI',

    fields=['TR.ClosePrice'],

    parameters={'SDate':'2020-01-15'})

To check the data, you can compare it with the data from the Workspace Excel.