Error Message "Shape of passed values is (24, 2), indices imply (22, 2)" .

Hi, I want to get timeseries data for a list of 300 rics. I found some rics in the list return error message as mentioned in the question. For example, 'USD1MD=EU', 'USD1MD=EQBK'. If I get the timeseries for each Ric individually, each ric works. But if I put both rics together in a list, they return error message. I know the length of the data returned from the two Rics are different. Is there a solution to get the data with 1 single list of all the rics? I want to get the same timeseries data with a list of 300 rics.

Below is the data I want to get and it didn't work.

data_both = ek.get_timeseries(['USD1MD=EU', 'USD1MD=EQBK'],start_date='2021-01-01',end_date='2021-01-31',fields='CLOSE')

Below is what I used to get the data individually and it works perfectly for each ric

data_individual = ek.get_timeseries(['USD1MD=EQBK'],start_date='2021-01-01',end_date='2021-01-31',fields='CLOSE')

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Accepted answers

chavalit-jintamalit

The specialist updates the ticket 09661076 as the following:

The problem you are encountering is related to the different shapes of the resulting dataframes. This is one of the limitations of the method, ek.get_timeseries, therefore normally I would advise going with the ek.get_data() method, BUT for this specific example, we have an issue with USD1MD=EQBK, which lacks the correct TR fields. The syntax for the second instrument will look like this:

df,err = ek.get_data(instruments = ['USD1MD='], fields = ['TR.BIDPRICE', 'TR.BIDPRICE.date'], parameters = {'SDate':'20210101', 'EDate':'20210225'})

df

But for your problem, I figured out a workaround. It requires some work on adjusting the time series, but the result looks ok.

Try this code:

first = ek.get_timeseries(['USD1MD=EQBK'], start_date='2021-01-01', end_date='2021-01-31', fields='CLOSE', raw_output=False)
second = ek.get_timeseries(['USD1MD=EU'], start_date='2021-01-01', end_date='2021-01-31', fields='CLOSE', raw_output=False)

first = first.reset_index()
first['Date'] = first['Date'].drop_duplicates()
first = first.dropna()
first = first.set_index('Date')

first = first.asfreq('D',method = 'bfill')
second = second.asfreq('D', method = 'bfill')

combined = pd.merge(first, second)
combined

All comments

chavalit-jintamalit

Hi @anni.wang

I submitted ticket no. 09661076 on your behalf.

A support team will contact you about the issue.

These 2 codes work fine:

But when combining the instruments, the API could not handle the returning data.

(The request is valid, API receives response from the backend)

chavalit-jintamalit

df,err = ek.get_data(instruments = ['USD1MD='], fields = ['TR.BIDPRICE', 'TR.BIDPRICE.date'], parameters = {'SDate':'20210101', 'EDate':'20210225'})

df

But for your problem, I figured out a workaround. It requires some work on adjusting the time series, but the result looks ok.

Try this code:

first = ek.get_timeseries(['USD1MD=EQBK'], start_date='2021-01-01', end_date='2021-01-31', fields='CLOSE', raw_output=False)
second = ek.get_timeseries(['USD1MD=EU'], start_date='2021-01-01', end_date='2021-01-31', fields='CLOSE', raw_output=False)

first = first.reset_index()
first['Date'] = first['Date'].drop_duplicates()
first = first.dropna()
first = first.set_index('Date')

first = first.asfreq('D',method = 'bfill')
second = second.asfreq('D', method = 'bfill')

combined = pd.merge(first, second)
combined

anni.wang

Hi, since I need to do a 1000 rics, the above code didn't work but you have pointed out the problem. I built a For loop to get the data one at a time for each Ric. However, I had some new issues. A lot of the rics not returning data. However if I search the rics in reuters, they do come up with data. For example USD1MD=UBTA, USD1MD=HVBG return error messages. Some rics do work well in the code below. For example USD1MD=LOYL, USD1MD=VBAH work well

See my code below and error message below.

The ContributorRics ['1M'] includes the rics mentioned above and the ones shown in the error message below.

code:

---------------------------------------------------------------------------

ric_dict=dict()

for ric in ContributorRics['1M']:

try:

data_sr = ek.get_timeseries(ric,start_date='2021-02-01',end_date='2021-03-2',fields='CLOSE').squeeze()

data_sr = data_sr.drop_duplicates()

ric_dict[ric]=data_df

except:

print(ric)

print("Unexpected error:", sys.exc_info()[0])

continue

------------------------------------------------------------------------------------------

Below is the list of Rics that returns errors: USD1MD=UBTA, USD1MD=HVBG etc

USD1MD=BOGF Unexpected error: <class 'eikon.eikonError.EikonError'> USD1MD=UBTA Unexpected error: <class 'eikon.eikonError.EikonError'> USD1MD=LBWX Unexpected error: <class 'eikon.eikonError.EikonError'> USD1MD=HVBG Unexpected error: <class 'eikon.eikonError.EikonError'> USD1MD=BERA Unexpected error: <class 'eikon.eikonError.EikonError'> USD1MD=NDEA Unexpected error: <class 'eikon.eikonError.EikonError'> USD1MD=DGZF Unexpected error: <class 'eikon.eikonError.EikonError'> USD1MD=BILX Unexpected error: <class 'eikon.eikonError.EikonError'> USD1MD=BUMZ Unexpected error: <class 'AttributeError'> USD1MD=FBIT Unexpected error: <class 'AttributeError'> USD1MD=BIIA Unexpected error: <class 'eikon.eikonError.EikonError'> USD1MD=SCNN Unexpected error: <class 'eikon.eikonError.EikonError'> USD1MD=STKN Unexpected error: <class 'eikon.eikonError.EikonError'> USD1MD=SCGH Unexpected error: <class 'eikon.eikonError.EikonError'> USD1MD=SCCI Unexpected error: <class 'eikon.eikonError.EikonError'> USD1MD=VIBD Unexpected error: <class 'eikon.eikonError.EikonError'> USD1MD=SCGM Unexpected error: <class 'eikon.eikonError.EikonError'> USD1MD=NXIP Unexpected error: <class 'AttributeError'> USD1MD=ALFT Unexpected error: <class 'AttributeError'> USD1MD=ACLB Unexpected error: <class 'eikon.eikonError.EikonError'> EUR1MD=BOGF Unexpected error: <class 'eikon.eikonError.EikonError'> EUR1MD=VBAH Unexpected error: <class 'eikon.eikonError.EikonError'> EUR1MD=KBCB Unexpected error: <class 'eikon.eikonError.EikonError'>

chavalit-jintamalit

Hi @anni.wang

I saw that Zoya already pointed out the issue with invalid RIC or other error at https://community.developers.refinitiv.com/questions/74268/error-message-for-some-rics-but-not-the-others.html

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