How can I repeat the data for last trading day

abbanerjee

I have a need where I am select the price data for last 2 days. The issue is that when the previous day is a non-business day, it generates a dataframe with just one row instead of 2 rows when the previous day is a business day.

eikon.get_timeseries('PRCM.NS', start_date=datetime.datetime(2016,8,21),end_date=datetime.datetime(2016,8,22), fields='CLOSE', ,calendar='calenderdays')

When I submit this request I get


PRCM.NS     CLOSE
Date             
2016-08-22  145.0

I want it to show 
PRCM.NS     CLOSE
Date
2016-08-21  146.1 (which is the data for last business day)             
2016-08-22  145.0

The actual data is 

PRCM.NS     CLOSE
Date             
2016-08-19  146.1
2016-08-22  145.0


So basically, in case the first day is a non-business day, I want the data from the last business day to be used.
How can I do it ?

m.bunkowski

Hi @abbanerjee

You can try with:

df, err = ek.get_data(['GRUH.NS'], ['TR.CLOSEPRICE.date','TR.CLOSEPRICE(Adjusted=0)'], {'SDate': '2016-08-21', 'EDate': '2016-08-22', 'Frq':'C', 'FILL':'PREVIOUS' }) df