Hello,
(The Reuters User Support forwarded me to this forum).
Tthere seems
to be a problem with using the Eikon-API: I tried to fetch the WM Fixings for
two currencies, e.g. EURUSD1MFIXM=WM and EURCHF1MFIXM=WM.
The EURUSD
case is fine:
Import eikon as ek
eikon.get_timeseries(ric, “Close”, startdate, endate)
with startdate yesterday, enddate today
delivers
one datapoint as expected.
However,
the EURCHF query returns only NaNs, current+historical.
But when
entering the ticker in the Eikon Application (Chart), the current and
historical values are fully available.
I could reproduce
the same issue with EURDKK or GBPCHF, which both are have values < 0.
I suspect
that negative numbers for timeseries are internally defined as invalid/NaN when
using get_timeseries?
Could you
please fix this issue or provide a workaround?
See also attached Screenshot, the missing values are negative on these days.
best regards,
Max