get_data returns a volume (TR.VOLUME) for wrong days

loic.guezennec

Good morning,

The following code returns a weird dataframe :

reuters_fields = ['TR.CLOSEPRICE', 'TR.BIDPRICE', 'TR.ASKPRICE', 'TR.MIDPRICE', 'TR.VOLUME', 'TR.HIGHPRICE', 'TR.LOWPRICE', 'TR.MIDPRICE.Date', 'TR.CLOSEPRICE.Date', 'TR.OPENPRICE']
reuters_data = ek.get_data(ric, reuters_fields, {'sDate': start_date, 'eDate': end_date}, field_name=True)[0]

We receive a DataFrame in which the TR.VOLUME column is wrong. Let's take an example with RIC LHX.N and start date = 2010-01-01 and end date = 2019-07-12.

In attachment you will find the resulting dataframe from the python API (capture-dataframe.png), and the result when querying Eikon directly(capture-eikon.png).

You will see that the Volume is always shifted of 1 day : the volume of the 04.01.2010 in the Python Dataframe should be the volume of the 04.01.2010, the volume of the 05.01.2010 should be the volume of the 06.01.2019, etc.

Can you please check on your side if this is a bug, or if we are doing something wrong on our side ?

The version of the lib we use is the eikon==1.0.1.

Thanks in advance,

Grégoire

chavalit-jintamalit

Hi @loic.guezennec

Please try to add "TR.VOLUME.Date" field to your request to see its date.

Please also read this post for the similar question.