It appears that the behaviour for called bonds or expired futures has changed. I have started to receive multiple duplicate values.
For example the Lloyds 13 Bond (RIC GB040862072=) which has redeemed earlier this year returned an array of duplicate prices. It appears to have returned the final trading price as a result for each date in the time period which I requested prices for. This appears to be new behaviour because previously once a bond or future expired a null response was received.
Please can you advise what the correct behaviour should be so that I can adjust my error handling accordingly.
Request:
Request:{'Entity': {'E': 'DataGrid_StandardAsync', 'W': {'requests': [{'instruments': ['GB040862072='], 'fields': [{'name': 'TR.BIDPRICE'}, {'name': 'TR.BIDPRICE.date'}], 'parameters': {'SDate': '2022-02-03', 'EDate': '2022-04-18'}}]}}}
Response:
{"responses":[{"columnHeadersCount":1,"data":[["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"],["GB040862072=",166.5,"2022-02-02T00:00:00Z"]],"headerOrientation":"horizontal","headers":[[{"displayName":"Instrument"},{"displayName":"Bid Price","field":"TR.BIDPRICE"},{"displayName":"Date","field":"TR.BIDPRICE.DATE"}]],"rowHeadersCount":1,"totalColumnsCount":3,"totalRowsCount":55}]}
The requests were send using the Python Eikon API module.