Issue with certain data not flowing to eikon.get_data()

pvilleneuve

Hello,

I noticed that some data is not being pulled through the eikon.get_data() function. When I try to pull the stock split history for JPM.N I am not retrieving all the data that I see on the Eikon app. Please see my code below:

start_date = '1950-01-01'
end_date = '2021-06-23'
fields = [
    'TR.CAAnnouncementDate',
    'TR.CAExDate',
    'TR.CARecordDate',
    'TR.CACorpActDesc',
    'TR.CACorpActEventType',
    'TR.CAEffectiveDate',
    'TR.CAAdjustmentFactor',
    'TR.CAAdjustmentType',
    'TR.CATermsOldShares',
    'TR.CATermsNewShares',
    'TR.CARightsPerInst'
]
parameters = {'SDate':start_date, 'EDate':end_date}
rics = ['JPM.N']

for ric in rics:
    print(ric)
    df, e = ek.get_data(ric,fields,parameters)

The output is given below:

From the Eikon app I can see the below data in the system:

Why are the splits before 21 Mar 2000 not being outputted by the function? For dividend data it will return all fields even if the announcement date is NaN.

Thanks.

Alex Putkov.1

@pvilleneuve

Thank you very much for raising this issue.
I'm not sure what the ideal behavior should be. In your use case you're interested in all capital change events since 1950, and I can appreciate that it is annoying that some events don't show up because they're missing the announcement date. But what if you were looking for a narrow date range, and the behavior were reversed, i.e. all events that were missing the announcement date were always included in the result? Wouldn't it be annoying that in this case the events that fall outside of your date range would be returned?
As an immediate workaround I may suggest adding 'DateType':'ED' to the parameters in your get_data request, which will filter the date range on the effective date instead of the announcement date. However, this is probably not a universal workaround, as it may not return the events you're interested in for other stocks where effective date for a capital change event may be missing. Perhaps a good enhancement would be to introduce capability to filter the date range on any date available. I.e. add 'ANY' to the enumeration for the DateType parameter, which would return the event as long as any date (announcement, effective, ex etc.) falls within the range between SDate and EDate. If you agree with this, would you mind raising the enhancement request with Refinitiv Helpdesk? To reach Refinitiv Helpdesk use Contact Us capability in your Eikon application or visit MyRefinitiv.