Eikon API - Missing Data (vs Excel/Desktop Application)

Hi,

import pandas as pd
import eikon as ek 

start_date = '2022-07-22'
end_date = '2022-07-22'
api_key = <API KEY>
id_list = ["US06654DAG25"]

ek.set_app_key(api_key)

if isinstance(id_list, str):
    id_list =[id_list]

fields = ['TR.BIDPRICE', 'TR.ASKPRICE', 'TR.ASKPRICE.calcdate', 'TR.FiCurrency']
parameters = {'Frq': 'D', 'Sdate': start_date, 'Edate': end_date}

df, _ = ek.get_data(instruments = id_list, fields = fields, parameters = parameters)

Output:

However, using it from Excel:

=@TR(&quot;06654DAG2=","TR.BIDPRICE;TR.ASKPRICE","SDate=2022-07-22 CH=Fd RH=IN",B2)

Would appreciate any help as to why NA is being returned.

Thanks.

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Accepted answers

zoya faberov

Hello @wesley.ng and all,

Conveying the resolution from the support team:

"...Have you tried restarting your computer to refresh your system?

=========
Client replied confirming it's now working. case good to close

All comments

Jirapongse

@wesley.ng

I can run it properly.

You may need to check the error returned from the get_data method.

df, err = ek.get_data(instruments = id_list, fields = fields, parameters = parameters)
err

Are you using "import eikon as ek" or "import refinitiv.dataplatform.eikon as ek"?

wesley.ng

Using

import eikon as ek

Have updated the original post accordingly.

Here is the error:

Jirapongse

@wesley.ng

Please set the log_level to one and share the request and response log.

import eikon as ek
ek.set_log_level(1)

For example:

2022-08-05 16:50:32,075 P[24780] [MainThread 39764] entity: DataGrid_StandardAsync
2022-08-05 16:50:32,076 P[24780] [MainThread 39764] payload: {'requests': [{'instruments': ['US06654DAG25'], 'fields': [{'name': 'TR.BIDPRICE'}, {'name': 'TR.ASKPRICE'}, {'name': 'TR.ASKPRICE.calcdate'}, {'name': 'TR.FiCurrency'}], 'parameters': {'Frq': 'D', 'Sdate': '2022-07-22', 'Edate': '2022-07-22'}}]}
2022-08-05 16:50:32,079 P[24780] [MainThread 39764] Request:{'Entity': {'E': 'DataGrid_StandardAsync', 'W': {'requests': [{'instruments': ['US06654DAG25'], 'fields': [{'name': 'TR.BIDPRICE'}, {'name': 'TR.ASKPRICE'}, {'name': 'TR.ASKPRICE.calcdate'}, {'name': 'TR.FiCurrency'}], 'parameters': {'Frq': 'D', 'Sdate': '2022-07-22', 'Edate': '2022-07-22'}}]}}}
2022-08-05 16:50:32,080 P[24780] [MainThread 39764] Request to http://127.0.0.1:9001/api/v1/data
    headers = {'Content-Type': 'application/json', 'x-tr-applicationid': '...', 'Authorization': 'Bearer ...'}
    params = None
2022-08-05 16:50:33,509 P[24780] [MainThread 39764] Send request with headers [(b'Host', b'127.0.0.1:9001'), (b'Accept', b'application/json'), (b'Accept-Encoding', b'gzip, deflate'), (b'Connection', b'keep-alive'), (b'User-Agent', b'python-httpx/0.21.3'), (b'Content-Type', b'application/json'), (b'x-tr-applicationid', b'...'), (b'Content-Length', b'296')] and cookies None
2022-08-05 16:50:33,510 P[24780] [MainThread 39764] HTTP request response 200: {"responses":[{"columnHeadersCount":1,"data":[["US06654DAG25",79.684,79.932,"2022-07-22","USD"]],"headerOrientation":"horizontal","headers":[[{"displayName":"Instrument"},{"displayName":"Bid Price","field":"TR.BIDPRICE"},{"displayName":"Ask Price","field":"TR.ASKPRICE"},{"displayName":"Calc Date","field":"TR.ASKPRICE.calcdate"},{"displayName":"Currency","field":"TR.FICURRENCY"}]],"rowHeadersCount":1,"totalColumnsCount":5,"totalRowsCount":2}]}
2022-08-05 16:50:33,512 P[24780] [MainThread 39764] HTTP Response code: 200
2022-08-05 16:50:33,513 P[24780] [MainThread 39764] HTTP Response: {"responses":[{"columnHeadersCount":1,"data":[["US06654DAG25",79.684,79.932,"2022-07-22","USD"]],"headerOrientation":"horizontal","headers":[[{"displayName":"Instrument"},{"displayName":"Bid Price","field":"TR.BIDPRICE"},{"displayName":"Ask Price","field":"TR.ASKPRICE"},{"displayName":"Calc Date","field":"TR.ASKPRICE.calcdate"},{"displayName":"Currency","field":"TR.FICURRENCY"}]],"rowHeadersCount":1,"totalColumnsCount":5,"totalRowsCount":2}]}
2022-08-05 16:50:33,514 P[24780] [MainThread 39764] Response size: 530

You may try to use id_list = ["06654DAG2="] instead.

start_date = '2022-07-22'
end_date = '2022-07-22'
id_list = ["06654DAG2="]
 
if isinstance(id_list, str):
    id_list =[id_list]
  
fields = ['TR.BIDPRICE', 'TR.ASKPRICE', 'TR.ASKPRICE.calcdate', 'TR.FiCurrency']
parameters = {'Frq': 'D', 'Sdate': start_date, 'Edate': end_date}
  
df, err = ek.get_data(instruments = id_list, fields = fields, parameters = parameters)
df

wesley.ng

I can't use the RIC instead of the ISIN due to the existing process I've set up - this is one ISIN out of hundreds that is failing - the rest work fine.

Log response:

2022-08-05 17:58:03,609 P[31436] [MainThread 18388] entity: DataGrid_StandardAsync
2022-08-05 17:58:03,612 P[31436] [MainThread 18388] payload: {'requests': [{'instruments': ['US06654DAG25'], 'fields': [{'name': 'TR.BIDPRICE'}, {'name': 'TR.ASKPRICE'}, {'name': 'TR.ASKPRICE.calcdate'}, {'name': 'TR.FiCurrency'}], 'parameters': {'Frq': 'D', 'Sdate': '2022-07-22', 'Edate': '2022-07-22'}}]}
2022-08-05 17:58:03,615 P[31436] [MainThread 18388] Request:{'Entity': {'E': 'DataGrid_StandardAsync', 'W': {'requests': [{'instruments': ['US06654DAG25'], 'fields': [{'name': 'TR.BIDPRICE'}, {'name': 'TR.ASKPRICE'}, {'name': 'TR.ASKPRICE.calcdate'}, {'name': 'TR.FiCurrency'}], 'parameters': {'Frq': 'D', 'Sdate': '2022-07-22', 'Edate': '2022-07-22'}}]}}}
2022-08-05 17:58:03,618 P[31436] [MainThread 18388] Request to http://127.0.0.1:9060/api/v1/data
headers = {'Content-Type': 'application/json', 'x-tr-applicationid': '...', 'Authorization': 'Bearer...'}
params = None
2022-08-05 17:58:05,646 P[31436] [MainThread 18388] HTTP request response 200: {"responses":[{"columnHeadersCount":1,"data":[["US06654DAG25",null,null,null,"USD"]],"error":[{"code":416,"col":1,"message":"Unable to collect data for the field 'TR.BIDPRICE' and some specific identifier(s).","row":0},{"code":416,"col":2,"message":"Unable to collect data for the field 'TR.ASKPRICE' and some specific identifier(s).","row":0},{"code":416,"col":3,"message":"Unable to collect data for the field 'TR.ASKPRICE.calcdate' and some specific identifier(s).","row":0}],"headerOrientation":"horizontal","headers":[[{"displayName":"Instrument"},{"displayName":"Bid Price","field":"TR.BIDPRICE"},{"displayName":"Ask Price","field":"TR.ASKPRICE"},{"displayName":"Calc Date","field":"TR.ASKPRICE.calcdate"},{"displayName":"Currency","field":"TR.FICURRENCY"}]],"rowHeadersCount":1,"totalColumnsCount":5,"totalRowsCount":2}]}
2022-08-05 17:58:05,650 P[31436] [MainThread 18388] HTTP Response code: 200
2022-08-05 17:58:05,652 P[31436] [MainThread 18388] HTTP Response: {"responses":[{"columnHeadersCount":1,"data":[["US06654DAG25",null,null,null,"USD"]],"error":[{"code":416,"col":1,"message":"Unable to collect data for the field 'TR.BIDPRICE' and some specific identifier(s).","row":0},{"code":416,"col":2,"message":"Unable to collect data for the field 'TR.ASKPRICE' and some specific identifier(s).","row":0},{"code":416,"col":3,"message":"Unable to collect data for the field 'TR.ASKPRICE.calcdate' and some specific identifier(s).","row":0}],"headerOrientation":"horizontal","headers":[[{"displayName":"Instrument"},{"displayName":"Bid Price","field":"TR.BIDPRICE"},{"displayName":"Ask Price","field":"TR.ASKPRICE"},{"displayName":"Calc Date","field":"TR.ASKPRICE.calcdate"},{"displayName":"Currency","field":"TR.FICURRENCY"}]],"rowHeadersCount":1,"totalColumnsCount":5,"totalRowsCount":2}]}
2022-08-05 17:58:05,662 P[31436] [MainThread 18388] Response size: 937

Jirapongse

@wesley.ng

The request messages are similar but the responses are different. It could be a permission issue.

I have submitted a new case on your behalf to the Eikon support team to verify what the problem is. The case number is 11481934. The Eikon support team will contact you directly to investigate the issue.

zoya faberov

Hello @wesley.ng and all,

Conveying the resolution from the support team:

"...Have you tried restarting your computer to refresh your system?

=========
Client replied confirming it's now working. case good to close

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