Trouble using server-side functions in API

noel.randewich01
LSEG
Hi,
I’m having trouble correctly using server-side functions AVG and SUM.
I would like to iterate through dates and get the average price for a preceding number of trading days. The API returns results to me that are not what they should be. Removing the AVG function and just requesting the preceding three days of prices for each date, I i can see it's giving inconsistent results.
My ultimate goal is a dataframe showing a RIC's average price and closing price over several dates, with the average reflecting a set number of preceding trading days, not calendar days.
Can you please tell me what I’m doing wrong?
test_dates = ['2023-06-05', '2023-06-06', '2023-06-07', '2023-06-08']
for d in test_dates:
date = d
print(date)
result, err = ek.get_data('AAPL.O',
[
# f"AVG(TR.PriceClose(SDate={str(date)}, EDate=-2, Frq=D))",
f"TR.PriceClose(SDate={date}, EDate=-4, Frq=D)"
])
print(result)
print('')
2023-06-05
Instrument Price Close
0 AAPL.O +179.58
1 AAPL.O +179.21
2 AAPL.O +177.82
2023-06-06
Instrument Price Close
0 AAPL.O +179.21
1 AAPL.O +177.82
2023-06-07
Instrument Price Close
0 AAPL.O +177.82
2023-06-08
Instrument Price Close
0 AAPL.O +180.57
1 AAPL.O +177.82
0
Best Answer
-
Please try:
f"TR.PriceClose(SDate={date}, EDate={date}-2D)"
#you can add date to check:
f"TR.PriceClose(SDate={date}, EDate={date}-2D), TR.PriceClose(SDate={date}, EDate={date}-2D).date"0
Answers
Categories
- All Categories
- 3 Polls
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 685 Datastream
- 1.4K DSS
- 615 Eikon COM
- 5.2K Eikon Data APIs
- 10 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 252 ETA
- 556 WebSocket API
- 38 FX Venues
- 14 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 23 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 275 Open PermID
- 44 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 22 RDMS
- 1.9K Refinitiv Data Platform
- 652 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 27 DACS Station
- 121 Open DACS
- 1.1K RFA
- 104 UPA
- 193 TREP Infrastructure
- 228 TRKD
- 917 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 90 Workspace SDK
- 11 Element Framework
- 5 Grid
- 18 World-Check Data File
- 1 Yield Book Analytics
- 46 中文论坛