How to get only trading days in Datastream data?

lmotta
lmotta Newcomer
in Datastream

Hi,


When I try to get data for the instrument <DOLc1> it is returning data for non-trading days.

I tried using Python Datastream module:

ds.get_data(tickers='<DOLc1>', fields=['PS'], freq='D', start='2021-01-01")

This will return, e.g., data for 2021-01-25, which was a holiday in Sao Paulo and the exchange was closed. My data in the end has lots of duplicated values due to this.

How can I ask Datastream the data without the non-trading days?

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  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @lmotta

    Thank you for reaching out to us.

    Please try the following code.

    df1 = ds.get_data(tickers='<DOLc1>', fields=['PS#S'], freq='D', start='2021-01-01')

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