RDP and EK retriving divergent settlement results for same parameters

sylvio.campos

Hello,

I'm trying to gather data from "SN2" RIC using the API with Python, however, I get different results for the same RIC, same period and same fields.

For example, when I use:

import refinitiv.dataplatform as rdp 
df1 = rdp.get_historical_price_summaries(
    universe = 'SN2',
    interval = rdp.Intervals.DAILY,
    start = '2022-04-01',
    end = '2022-04-11',
    adjustments= [ rdp.Adjustments.UNADJUSTED ])

the result for [SETTLE] column is the "On screen" price times 100 (witch makes sense, since the currency "on screen" is USDc) but, on the otherside, if use:

import eikon as ek 
df, err = ek.get_data( 
    instruments = ['SN2'], 
    fields = [ 
        'TR.SETTLEMENTPRICE.date', 
        'TR.OPENPRICE', 
        'TR.HIGHPRICE', 
        'TR.LOWPRICE', 
        'TR.SETTLEMENTPRICE'], 
    parameters = {'SDate':'2022-04-01','EDate':'2022-04-11','Curn':'USD', 'Frq':'D'})

Results for the [SETTLE] columns came all divided by 10^3 witch is weird because I've set the currency for USD at parameters argument.

How do I get the correct USD value?

Shadab Hussain

Hi @sylvio.campos,

Thanks for the query, I tried your above code and it appears that the issue is with the currency being used.

A case with ticket number 11134710 has been raised on behalf of you and the support team is going to contact you to assist with this soon. However, I would recommend you to contact the support team directly via MyRefinitiv for content related queries.

Also, I noticed that you used adjusted, please note that this only applies to stocks.

aramyan.h

Case 11134710 has been closed by the following resolution - Time Series doesn’t do the conversion in this case. We return as USc per MetaData setting. If you see incorrect values, that should be from application conversion.