get_timeseries - Historical fields inconsistencies (interval = TAS)

MF

Hello all,

I have the following code returning either 27 or 52 fields depending on the end date.

(the difference lies in line 2, startdate definition)

Scenario 1: 52 fields returned

endDate = datetime.datetime(year=2020,month=3,day=10)
startDate=datetime.datetime(year=2020,month=3,day=4)

tickreq = ek.get_timeseries('BNPP.PA', fields='*', start_date=startDate, end_date=endDate, interval='tas', calendar=None, corax=None, normalize=False, raw_output=True, debug=False)
#--------------Fields and data extraction from raw data
lfields=[]
for i in tickreq['timeseriesData'][0]['fields']:
    lfields.append(i['name'])
tickdf=pd.DataFrame(tickreq['timeseriesData'][0]['dataPoints'], columns =lfields)

Scenario 2: 27 fields returned

endDate = datetime.datetime(year=2020,month=3,day=10)
startDate=datetime.datetime(year=2020,month=3,day=8)

tickreq = ek.get_timeseries('BNPP.PA', fields='*', start_date=startDate, end_date=endDate, interval='tas', calendar=None, corax=None, normalize=False, raw_output=True, debug=False)
#--------------Fields and data extraction from raw data
lfields=[]
for i in tickreq['timeseriesData'][0]['fields']:
    lfields.append(i['name'])
tickdf=pd.DataFrame(tickreq['timeseriesData'][0]['dataPoints'], columns =lfields)

I understand 08032020 is a sunday, so no trades to be found in theory, but I would still expect to get the same data structure, as I'am asking for all fields.

Is this normal behaviour?

Thank you for your help

zoya faberov

Hello @MF

I run the same test, the structure appears to be the same, some fields may not be populated?

MF

Hello Zoya,

thank you for your answer,

I rerun the test and still have a difference:

I am even more confused now as we run pretty much the same code but get different results...

MF

Hello Zoya,

The problem is consistent as I can replicate it on my side for the same date,

I could no replicate it for the same stock at another date,

I can replicate it for another stock (SOGN.PA) for the same starting date: 08/03/2020