Sometimes suffvolmoneyness return data and sometimes not

Hi,

Sometimes I get data and sometimes I do not when using this function (found on the pages). Any ideas?

df, err = ek.get_data(RIC,["TR.SurfVolMoneyness.tenor","TR.SurfVolMoneyness.range",
"TR.SurfVolMoneyness"],{"Range":"50;200",
"Tenor":"1M;12M", "VolType":"MID"})

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Accepted answers

Alex Putkov.1

Add raw_output=True parameter as follows:

ek.get_data([".FTSE"],["TR.SurfVolMoneyness.tenor","TR.SurfVolMoneyness.range", "TR.SurfVolMoneyness"],{"Range":"50;200", "Tenor":"1M;12M", "VolType":"MID"},raw_output=True)

With raw_output=True get_data method returns raw JSON from the Web service providing the data as opposed to a tuple containing pandas dataframe and error when raw_output=False or omitted.
What does get_data method return with raw_output=True?

All comments

Alex Putkov.1

Do you see any patterns for when you get and don't get the data requested? Is it the same RIC every time? When you don't get the data, do you get any error messages? Is anything returned into err variable? Is an exception raised? What exactly are the symptoms you experience?

mbp

Content of err: [{'code': 412, 'col': 1, 'message': 'Unable to resolve all requested identifiers.', 'row': 0}, {'code': 412, 'col': 2, 'message': 'Unable to resolve all requested identifiers.', 'row': 0}, {'code': 412, 'col': 3, 'message': 'Unable to resolve all requested identifiers.', 'row': 0}]

Alex Putkov.1

This error message indicates that the RIC in the request is invalid.

mbp

Worked last night for RIC=.ftse, Doesn't work this morning for .ftse and ERR=''

Alex Putkov.1

Did you mean to include the error message? If you did, the error message didn't post. I'm not reproducing on my end any problem retrieving this data for RIC=".FTSE". Are you able to retrieve the same data in Excel using =TR(".FTSE","TR.SurfVolMoneyness.tenor;TR.SurfVolMoneyness.range;TR.SurfVolMoneyness","Range=50;200 Tenor=1M;12M VolType=MID") worksheet function?

mbp

There was no error message. Yes, it works in Excel (Windows) but not in Python (Mac).

Alex Putkov.1

I'm confused. If there was no error message, what symptoms did you see?

mbp

No data and no error message is what I see.

Alex Putkov.1

Add raw_output=True parameter as follows:

ek.get_data([".FTSE"],["TR.SurfVolMoneyness.tenor","TR.SurfVolMoneyness.range", "TR.SurfVolMoneyness"],{"Range":"50;200", "Tenor":"1M;12M", "VolType":"MID"},raw_output=True)

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