Eikon Data API not returning data

Hello,

I have problem with accessing some data via Eikon Data API (explained in https://developers.refinitiv.com/en/api-catalog/eikon/eikon-data-api), which I use via R wrapper called eikonapir (https://github.com/ahmedmohamedali/eikonapir).

For some of the RICs calling get_data returns actual data, e.g. get_data('EUR=','ASK'):

Instrument ASK

1 EUR= 1.1842

but for other it return no data at all, e.g. get_data('MCU0','ASK'):

Instrument ASK

1 MCU0 <NA>

Do you know what can be cause of such behaviour and how can we fix it? I thought it may be due to license (MCU0 RIC is under other PE as it is data from LME market), but in normal Quote window in Eikon it works fine.

Regards,

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Accepted answers

zoya faberov

Hello @mikolaj.stelmach01 ,

Please try:

df,err = ek.get_data(['MCU0'],'TR.ASKPRICE')
df

For me the result is:

In order to find the fields that are available via Data Eikon API for instrument, please use Refinitiv Wirkspace or Eikon's tool Data Item Browser, by typing "Data Item Browser" in the search bar. Please see the result of my DIB search:

I hope this helps

All comments

zoya faberov

Hello @mikolaj.stelmach01 ,

Please try:

df,err = ek.get_data(['MCU0'],'TR.ASKPRICE')
df

For me the result is:

I hope this helps

Alex Putkov.1

@mikolaj.stelmach01

If you're not subscribing to real-time data from LME, I assume in the Quote app in Eikon you see delayed data (with the RIC "/MCU0"). You can tell by checking the RIC name in the top left corner of the Quote app window and by the value of DSPLY_NAME field, which for delayed RIC should have "/d" at the end: "CASH MCU/d".
Could you try retrieving delayed RIC using get_data method:

get_data('/MCU0','ASK')

mikolaj.stelmach01

Hello,

the combination of the two worked: get_data('/MCU0','TR.AskPrice') - thank you!

Regards,

Alex Putkov.1

@mikolaj.stelmach01

If get_data('/MCU0','TR.AskPrice') works, then I would expect get_data('MCU0','TR.AskPrice') - without the "/" in front of the RIC to work as well.
It may be helpful to explain the difference between ASK and TR.AskPrice, and between MCU0 and /MCU0. TR.AskPrice returns ask quote from the historical daily timeseries. During London hours you'll be getting yesterday's close ask with TR.AskPrice. Since TR.AskPrice comes from historical daily timeseries, it returns the same value for real-time and delayed RICs. I.e. get_data('MCU0','TR.AskPrice') and get_data('/MCU0','TR.AskPrice') should always return the same result. ASK comes from streaming datafeed. With real-time RIC MCU0 it returns the latest ask quote, with delayed RIC /MCU0 it returns the latest quote delayed 30 minutes (i.e. the value of the latest quote as of 30 minutes ago). Most exchanges provide delayed data free of per user exchange fees, but there are exceptions. As far as I can see London Metal Exchange is one of those exchanges that makes even delayed data fee liable. Unless you pay the exchange fee, you may not be able to retrieve ASK for /MCU0. But this should apply to the Quote app in Eikon as well. If you're able to view /MCU0 in a Quote app in Eikon, you should also be able to retrieve ASK value using get_data('/MCU0','ASK').

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