Dataframe with wrong start date

a.torre
a.torre Newcomer
in Eikon Data APIs

Hello,

I'm trying to get close prices of different RIC for only one day. I use the following code in python : 

df = rd.get_history(universe=["KWc1","KWc2", "1001602NNET", "1001602CNET","1001602RNET"], fields=["TR.CLOSEPRICE"],start ='2023-07-18', end = '2023-07-18')

However, the dataframe which is returned from this call is the following :

df-reuters.png

As you can see, i have a date prior to my start date ? Why ?

Thanks

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  • jason.ramchandani01
    jason.ramchandani01 admin
    Answer ✓

    @a.torre So there CFTC Future Commitments RICs are released weekly - so the most recent weekly is last Friday 2023-07-11 while the wheat futures RICs trade daily and the most recent entry for those was when you made the call 2023-07-18. That is why you have 2 entries. I hope this can help.

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