Hello there. Here is a simple request for dividend yeild
params = {'Frq': 'AM', 'SDate': '2008-01-01', 'EDate': '2018-02-28'}
req, err = ek.get_data(instruments=['SCHN.PA'],
fields=['TR.DividendYield.calcdate', 'TR.DividendYield'],
parameters=params)It's returns:
Instrument Calc Date Dividend yield
0 SCHN.PA 2008-01-01 4.087193
1 SCHN.PA 2008-02-01 4.809794
2 SCHN.PA 2008-03-01 4.620554
...
115 SCHN.PA 2017-08-01 0.000000
116 SCHN.PA 2017-09-01 0.000000
117 SCHN.PA 2017-10-01 NaN
118 SCHN.PA 2017-11-01 NaN
119 SCHN.PA 2017-12-01 NaN
120 SCHN.PA 2018-01-01 NaN
121 SCHN.PA 2018-02-01 NaN
But if requesting in excel same data using formula:
=TR("SCHN.PA";"TR.DividendYield";"SDate=2008-01-01 EDate=2018-02-28 CH=Fd Frq=AM RH=calcdate NULL=blank";C4)It returns next:
Updated at 09:37:35
Dividend yield
01.01.2008
01.02.2008
01.03.2008
01.04.2008
01.05.2008
01.06.2008 4.08719346
01.07.2008 4.809794491
...
01.05.2017 2.813793103
01.06.2017 2.975495916
01.07.2017 0
01.08.2017 0
01.09.2017 0
01.10.2017 0
01.11.2017 0
01.12.2017 0
01.01.2018 0
01.02.2018 0
It's look like as mismatch data using python and excel. NaN values in variable req should be in the begining of the variable. Why this python request returns that?
