I want to create a adjustfactor sheet like the picture below,any one who can help me?
by the ek.get_data() or ek.get_timeseries() way
@wyj There are multiple issues with what you're trying to do. In the example request you provided you're mixing up fields from different categories: dividend history, capital change history and adjustment factor history. As a result you have columns of data related to different events, which are not aligned on the rows. E.g. the TR.CAAdjustmentFactor of 0.833333 returned at the top of the column is related to the scrip issue effective 16-Jun-2016 and has no relation to the cash dividend paid on 21-Jul-2017.If you're looking to retrieve adjustment factors specific to dividends then use
ek.get_data(['000001.SZ'],['TR.DivPaymentType','TR.DivExDate','TR.DivAdjustmentFactor'],{'SDate':0, 'EDate':-6000})
Due to a bug in handling null values while returning series in get_data(), it is not currently possible. This issue should be fixed in the upcoming release though.
Thanks a lot, I try to get data through the following way, and get the data, but the data seems not right );
can u have a try?
df, err = ek.get_data(['000001.SZ'],["TR.DivPaymentType;TR.DivExDate;TR.CAAdjustmentFactor;TR.AdjmtFactorAdjustmentFactor;"],{'SDate':0, 'EDate':-6000, 'Curn':'CNY'})