No data found for several stock symbols using both Eikon API and Eikon excel formula.

For several stock symbols, which were in the past part of the SP500, no data is found using both Eikon python API and Eikon excel formula. Dataframe comes empty or with nulls.

Python AP Formula used: ek.get_data(ticker,['TR.PriceClose.Date;TR.PriceOpen;TR.PriceHigh;TR.PriceLow;TR.PriceClose;TR.Volume'],{'SDate':date_start,'EDate':date_end,'Frq':'D'})

Where date_start = 1/1/1989

and data_end = 30/09/2020

Please find below the list of tickers in which no data is received:

ALT.N^K99BNET.O^B96BOAT.O^D99CCBw.N^C96CMY^L96COW.QAD^C95CRBL.PK^H09CSGA.QAD^C95CSP.QAD^C95FCXb.N^K95FLR_w.N^L00FRMq.L^A00FSR.N^B01GITL.L^H90GNN.MW^D93GRACq.L^A00GX.N^A02HIA.H^C90IMNX.O^G02JOSEA.PK^H03LOCK.CD^A98MAI.N^G95MAR_w.N^C98MCAc.AS^L90MDRIQ.PKMHC.L^A92NCR.L^I91NOXL.QAD^L00NRTO.PK^B02OMw.N^K97ONE.N^G04PINw.N^J94PLD.N^F11PPW.BE^C02PZS.N^L99RAM.QAD^L89RTN.N^L97SGI.N^K05SOVN.QAD^C95SPC.L^D92SQB.F^C90SQD^L97TGT.NTKA.QAD^L91UPC.N^G04VVI.N^G04WETT.SI^E01WLP.N^L04

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Accepted answers

Alex Putkov.1

@f.janeiro

Price history for some of the delisted stock RICs in your list is not available because the RIC was superseded by another one. E.g. ALT.N^K99 delisted in 1999 was replaced by ATI.N, which has price history going back to 1989. BNET.O^B96 was superseded by BAY^H98.

When requesting timeseries of price history for delisted stocks, the time range in the request must overlap with the life time of the stock. E.g. ek.get_timeseries('ONE.N^G04') returns "No data available for the requested date range" because by default get_timeseries method requests the time range of the 100 days back from today whereas the stock was delisted back in 2004. By contrast ek.get_timeseries('ONE.N^G04', start_date='20030101', end_date='20031231') returns the timeseries, as one should expect.

Finally there are some RICs on your list like BOAT.O^D99 that don't have price history, and I'm not sure why. Perhaps because back in the 1990s and early 2000s Reuters was not diligent in keeping price history for delisted stocks, especially for small and mid caps.

All comments

f.janeiro

Please find below the list of tickers in which no data is received (paste with a different format):
ALT.N^K99 BNET.O^B96 BOAT.O^D99 CCBw.N^C96 CMY^L96 COW.QAD^C95 CRBL.PK^H09 CSGA.QAD^C95 CSP.QAD^C95 FCXb.N^K95 FLR_w.N^L00 FRMq.L^A00 FSR.N^B01 GITL.L^H90 GNN.MW^D93 GRACq.L^A00 GX.N^A02 HIA.H^C90 IMNX.O^G02 JOSEA.PK^H03 LOCK.CD^A98 MAI.N^G95 MAR_w.N^C98 MCAc.AS^L90 MDRIQ.PK MHC.L^A92 NCR.L^I91 NOXL.QAD^L00 NRTO.PK^B02 OMw.N^K97 ONE.N^G04 PINw.N^J94 PLD.N^F11 PPW.BE^C02 PZS.N^L99 RAM.QAD^L89 RTN.N^L97 SGI.N^K05 SOVN.QAD^C95 SPC.L^D92 SQB.F^C90 SQD^L97 TGT.N TKA.QAD^L91 UPC.N^G04 VVI.N^G04 WETT.SI^E01WLP.N^L04

chavalit-jintamalit

Hi @f.janeiro

From the API usage point of view, I only want to raise one concern that get_timeseries() cannot return more than 3000 records in a single API call.

Please refer to this limitation document, https://developers.refinitiv.com/en/api-catalog/eikon/eikon-data-api/documentation

In your API call, you try to retrieve daily data for 30 years (around 7-800 records per RIC).

So you should split them into a smaller RIC list or smaller time period.

For the content related issue:

I just tested these RIC (without parameters).

It seems that some of the RICs are invalid and some of them are valid and carry some information.

I suggest that you should clarify what RIC and what period that the data is available with Refinitiv Content Helpdesk at https://my.refinitiv.com/

The code is valid (expect that it exceed the data limitation for get_timeseries())

So you need to verify if the RIC and period are also valid or not?

f.janeiro

Thank you for you answer.

When running the fetching I'm looping through the list one ticker at the time, so no problem with the data size limitation of 3000. I just wanted to display the full list of issues I was getting.

I can check with the helpdesk as you mentioned, but the RIC's seem to be all valid for two reasons: 1) when I search them in Reuters, although delisted they appear in the search and 2) they are part of the SP500 constituents history, which I'm getting from DataStream.

Best

Alex Putkov.1

@f.janeiro

f.janeiro

Hello Alex Putkov.

I understand that some old RICs of delisted stocks might not have price history in the database.

However, some still alive stocks seem to have a quite incomplete price history. Please check the following examples:

AMCR.N, ARNC.N, FTI.N, GRA.N, IR.N, JWN.N, MAR.OQ, RF.N, TAP.N.

Let's take the FTI.N example. This stocks seems to be part of the SP500 since 2009, but price history only comes in the API fetch since 2017.

Could these a similar issue to the data missing situation mentioned for GOLD.N in the below ticket that ended to be solved?

https://community.developers.refinitiv.com/questions/66659/ekget-data-not-providing-all-data-for-ticker-goldn.html?childToView=67064#answer-67064

Thank you in advance.

Filipe

Alex Putkov.1

@f.janeiro

You're right, it appears to be a case of missing price history for these stocks. I opened a Service Case with Refinitiv Helpdesk on your behalf. For your reference the case number is 09293921. The Helpdesk will investigate the issue and inform you of the outcome. They may reach out to you if they need any clarification.

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