Getting null values for prices and volumes.

Hi,

I'm using get_timeseries() to acquire prices and volumes timestamp sensitive. For confirmed transactions, I'm getting values that I shouldn't be getting (null values).

I say we shouldn't be getting them since the transaction has occurred, therefore the price and the volume should be reported, yet I've encountered with some specific cases like the ones in these screenshots that I would like to get some help to solve and spot what the issue could be.


First example:

image


Second example:


image

What could be the reason for this happening and how can we fix it? Happy to hear any suggestions.

And thanks a lot for the help you always provide throughout this forum.

Best Answer

  • pf
    pf LSEG
    Answer ✓

    screenshots are not available (don't know why !?) but I assume that null values were retrieved as soon as the limit of datapoints is reached.

    The response to any single get_timeseries request for timeseries interval is limited to 3K rows.

    For more information, please refer to this question.

Answers