How to backfill missing data?
Hello,
There are always some missing data point for any inquiry and I understand that. For example:
ek.get_data('015351109', ['TR.PE'], {'SDate':'20180830'})
got nothing even 015351109 is a company on S&P 500 list.
My question is, is there a parameter in the ek.get_data function that can return the nearest available data if the data on '20180830' is not available? For example,
ek.get_data('015351109', ['TR.PE'], {'SDate':'20180730'}) has a value and I want to get that value return if my inquiry for data on '20180830' got nothing.
Thanks!
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result.jpgI got the result for '015351109' from 2018-01-01,EDate=2019-01-31 using the following function:
df,e = ek.get_data('015351109',['TR.PE(SDate = 2018-01-01,EDate=2019-01-31,Frq=D).Date','TR.PE(SDate = 2018-01-01,EDate=2019-01-31,Frq=D)'])
Please check attached for results. And you can see that the data jumped from 2018-07-26 to 2018-10-25, from 50.45 to 105.59, without any data points in between.
Could you let me know why this happened? Any methods to fix it?
Thank you!
Hi @aryer
There are 2 topics:
1. Why the data between 2018-07-26 to 2018-10-25 is not available
For content question, please contact Refinitiv Content Helpdesk, specifying Eikon as product, so Eikon content experts can help identify the required content.
2. If you would like to remove NaN rows in dataframe
You can use this code:
Hi @aryer
There are 2 topics:
1. Why the data between 2018-07-26 to 2018-10-25 is not available
For content question, please contact Refinitiv Content Helpdesk, specifying Eikon as product, so Eikon content experts can help identify the required content.
2. If you would like to remove NaN rows in dataframe
You can use this code:
Hi @aryer
I think you can request data in range to cover the date which you want and look for the next available data point if that data point is missing.
This is an example:
got the result for '015351109' from 2018-01-01,EDate=2019-01-31 using the following function:
df,e = ek.get_data('015351109',['TR.PE(SDate = 2018-01-01,EDate=2019-01-31,Frq=D).Date','TR.PE(SDate = 2018-01-01,EDate=2019-01-31,Frq=D)'])
Please check attached for results. And you can see that the data jumped from 2018-07-26 to 2018-10-25, from 50.45 to 105.59, without any data points in between.
Could you let me know why this happened? Any methods to fix it?
Thank you!temp.txtresult.jpg