Corporate Action Adjustment Factor Missing Data Bug Eikon API

rahul.bevinahal

ek.get_data(['CRDI.MI'], ['TR.AdjmtFactorAdjustmentDate', 'TR.AdjmtFactorAdjustmentFactor'], {'EDate': '2017-09-29', 'SDate': '2011-01-01'}, debug = True, raw_output=True)

Returns

{'columnHeadersCount': 1,
 'data': [['CRDI.MI', '2017-02-06', 1],
  ['CRDI.MI', '2017-01-23', 0.501126],
  ['CRDI.MI', '2016-04-18', 10],
  ['CRDI.MI', '2015-05-18', 1],
  ['CRDI.MI', '2014-05-19', 1],
  ['CRDI.MI', '2012-04-11', 1],
  ['CRDI.MI', '2012-01-09', 1],
  ['CRDI.MI', '2011-12-27', 0.658631],
  ['CRDI.MI', '', 10]],
 'headerOrientation': 'horizontal',
 'headers': [[{'displayName': 'Instrument'},
   {'displayName': 'Corporate Action Adjustment Factor Date',
    'field': 'TR.ADJMTFACTORADJUSTMENTDATE'},
   {'displayName': 'Corporate Action Adjustment factor',
    'field': 'TR.ADJMTFACTORADJUSTMENTFACTOR'}]],
 'rowHeadersCount': 1,
 'totalColumnsCount': 3,
 'totalRowsCount': 10}

Adjustment factor for 2017-02-06 should be 0.501126 and not 1. Excel returns the data correctly

Stock,Corporate Action Adjustment Factor Date,Corporate Action Adjustment factor

CRDI.MI,NULL,1

CRDI.MI,06/02/2017,0.501126

CRDI.MI,23/01/2017,10

CRDI.MI,18/04/2016,1

CRDI.MI,18/05/2015,1

Kindly suggest a workaround for this.

Zhenya Kovalyov

@rahul.bevinahal what do you have in your params? When I am doing the following request:

r, e = tr.get_data(['CRDI.MI'], ['TR.AdjmtFactorAdjustmentDate', 'TR.AdjmtFactorAdjustmentFactor'])

It comes back as:

Which is exactly the value you are looking for.

rahul.bevinahal

https://community.developers.refinitiv.com/discussion/comment/23114#Comment_23114

Appreciate quick response.

params = {'EDate': '2017-09-29', 'SDate': '2011-01-01'}

Zhenya Kovalyov

https://community.developers.refinitiv.com/discussion/comment/23116#Comment_23116

@rahul.bevinahal there is a known bug in the underlying API that does not handle NULL values correctly, thus shifting the column up.

rahul.bevinahal

https://community.developers.refinitiv.com/discussion/comment/23118#Comment_23118

Is there any link/webpage I can follow to track this issue? This is a blocker for us

Zhenya Kovalyov

https://community.developers.refinitiv.com/discussion/comment/23345#Comment_23345

@Olivier DAVANT fyi

Olivier DAVANT

https://community.developers.refinitiv.com/discussion/comment/23345#Comment_23345

Hi @rahul.bevinahal,

The date for a fix is not fully committed yet, but it should be before end of April 2018.

The fix will be announced in the release notes available in the Documents tab of the API.

Alex Putkov.1

https://community.developers.refinitiv.com/discussion/comment/23116#Comment_23116

The issue is fixed as of 30-Apr-18.