unexpected IndexError

I am getting a really strange error when executing following lines

IndexError: index 2 is out of bounds for axis 0 with size 2

This is unexpected to me because it only happens to this 2 RICs. Anyone has any clue on why these 2 RICs are so special?

rics = ['005110.KS', '005160.KQ']
df2 = ek.get_timeseries(rics=rics, start_date='2021-04-06', end_date='2021-04-06', corax='unadjusted')
df2.stack(level=-2)

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Accepted answers

jason.ramchandani01

@Max.Zhu Yes it took me a while! So the issue here seems to be something with the stack routine that doesn't like integer values. So if you look at df2.info() for the Korean stocks that are causing issues - they are of int64 type:

Now if I change the dataframe Dtype from int64 to float then try the stack:

df3 = df2.astype(float).copy()
df3.stack(level=-2)

It all works fine, So I believe this is some DType issue with Pandas' stack routine. I will also speak to the dev team to check if the type conversions at our end are all correct.

I also checked with some other RICs ['VOD.L','BARC.L'] and they returned a mixture of floats and ints and it all worked correctly. I hope this can help.

All comments

jason.ramchandani01

Now if I change the dataframe Dtype from int64 to float then try the stack:

df3 = df2.astype(float).copy()
df3.stack(level=-2)

It all works fine, So I believe this is some DType issue with Pandas' stack routine. I will also speak to the dev team to check if the type conversions at our end are all correct.

I also checked with some other RICs ['VOD.L','BARC.L'] and they returned a mixture of floats and ints and it all worked correctly. I hope this can help.

Max.Zhu

That's in fact exactly what I did offline to workaround the issue...

Thanks for confirming this! It will be good if Eikon API can do the conversion automatically.

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