rdp.get_data gives incorrect results (while older ek.get_data is correct)

rknyip

As I used Eikon Python API.

rdp version:

rdp.get_data(['EEMATMIV.U'], ['TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS.Date', 'TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS'], {'SDate': '2000-01-01', 'EDate': '2022-08-25'})

ek version:

ek.get_data(['EEMATMIV.U'], ['TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS.Date', 'TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS'], {'SDate': '2000-01-01', 'EDate': '2022-08-25'})[0]

Rdp returns an incorrect date columns, which fills 2020-01-03 with value (and all values are shifted against the dates). These two codes are expected to give same result. I highly prefer newer RDP as it could be assessed without desktop session opened (Or is there anything equivalent to rdp.open_platform_session for ek API?)

Or alternatively, how could obtain entire historical values through rdp with correct date returned?

Grateful for your answer. Thanks.

umer.nalla

Hi @rknyip

I would recommend you use the newer RD Python Library instead of the older RDP Library (for more information please see the position statement from the RD Product Team)

Regards your actual query, I tried the above code snippets using RD Python Library and Eikon API and the results appear to be identical

You also mention that your prefer using RDP library because it does not require a Desktop session. However, please note that the RDP or RD library not using a Desktop session cannot always access the same data as a Desktop session e.g. the TR. fields. This is mostly due to 3rd party licence/usage rules which only allow some data to be used on a Desktop. It is always possible that much of the data can also be access via an alterntative RDP API - depending on the actual data.