get_timeseries returns date that does not exist in Eikon and with NA for close price

claudiu
claudiu Explorer
in Eikon Data APIs

I use the get_timeseries() from inside R and I have a query that gives a response with NA in the CLOSE field. See the 6/4/2015 NA entry below.

>
get_timeseries("ARDM.O",list('TIMESTAMP','CLOSE'),start_date="2015-06-02T00:00:00",end_date="2015-06-06T00:00:00",interval="daily")

TIMESTAMP CLOSE
NA

1
2015-06-02T00:00:00Z 6.5473 ARDM.O

2
2015-06-03T00:00:00Z 6.5682 ARDM.O

3
2015-06-04T00:00:00Z <NA> ARDM.O

4
2015-06-05T00:00:00Z 6.57 ARDM.O

I checked and the specific date does not appear in Eikon when opening the standalone window, see attachment with screen picture. Is this a bug?

eikonquotehistapibug.jpg

Thanks,

Claudiu

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    It is definitely not a bug, but probably a data irregularity. If you request all timeseries fields for this RIC you'll see that while there's no price for this RIC on 04Jun2015, COUNT and VOLUME fields are populated. I'm not sure if there may be a legitimate reason to have volume but no price in the timeseries. If you need to find out, raise this question to Thomson Reuters Helpdesk by either calling the Helpdesk number in your country or using Contact Us capability in Eikon application. The issue can be easily reproduced using the following worksheet function in Excel:
    =RHistory("ARDM.O",".TIMESTAMP;.OPEN;.HIGH;.LOW;.CLOSE;.VOLUME","INTERVAL:1D START:02JUN15 END:06JUN15")

    Company views in Eikon that you included a screenshot of must have implemented the logic to filter out rows with no prices from the timeseries.

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