DSWS does not align dates correctly in Python

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igor.popov
igor.popov Newcomer
in Datastream

I'm
using PyDSWS to get Datastream data with Python. For some reason my timeseries
are shifted by one day. So if I pull a historical price series, today's price
has yesterdays date (01/30/2019), yesterdays price has the date from a day
before and so on. Is this related to some timezone settings? My Datastream
Excel Add-in works properly.

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Best Answer

  • Monika.Stankovic
    Monika.Stankovic LSEG
    Answer ✓

    @igor.popov

    When using the date in request please use following formats:

    • Absolute dates in the format “YYYY-MM-DD” or “YYYYMMDD”.
      e.g. “2018-06-01” or “20160601”.
    • Relative dates using day, week, month, quarter or year offsets:
      e.g. “-0D”, “-10D”, “-5W”, “-3M”, “-8Q”, “-50Y”, etc. The offsets are relative to the current date.

    In this case for end date use either '2019-01-31' or '-0D' in the same way it is done in Datastream Excel Add-in: =DSGRID("FR0000045072","P","-1Y","-0D","D",.... In that case the results are the same.

Answers

  • Monika.Stankovic
    Monika.Stankovic LSEG

    Hello @igor.popov,

    Can you please send the code example for one instrument so I can review? Also, what is your timezone setting?

    Kind regards,

    Monika

  • igor.popov
    igor.popov Newcomer
    https://community.developers.refinitiv.com/discussion/comment/37941#Comment_37941

    Hi Monia, my Eikon is set to Dublin timezone (the correct one), and the code I am using is this:

    df = ds.get_data(tickers='FR0000045072', fields='P', start='-1Y', end='TODAY', freq='D')
    Thank you
  • igor.popov
    igor.popov Newcomer

    Thank you, but unfortunately I have tried this before and it does not solve the problem. If I use '2019-01-31' as the end date it still ends on 2019-01-30 and the price is still incorrect (still misaligned). If I use '-0D' the end date becomes 2019-01-29 (2 days ago) and the prices are still misaligned. Thank you.

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