Obtain Closing Price of stock on set series of dates and return NULL if there is not data for tha...

DMangoubi
DMangoubi Newcomer
in Refinitiv Data Platform Libraries

...t date?

Hi All,

How can I obtain the daily closing price for a stock for specified dates, returning NULL on any specific dates that do not have data?

I'd like to obtain the daily price of several stocks over a set period of time.
Ideally my output will look like this:

1723732176751.png


Where a day that the latest closing price is not available returns a NULL value.

But, when I run the following code, I get data available for the LAST valid closing price -- which I don't want.
Unfortuneately, my output looks like this, repeating the date/value for 7/1/24:

1723732197000.png

I've simplified the example and limited the size of the tables above, but this is the code I am using to pull this data on a real stock. The problem is the same as described above.
CODE:

df = rd.get_data(
    universe = [ 'A1OS34.SA'],
    fields = ['TR.PriceClose.date', 'TR.PriceClose'],
    parameters = {
        'SDate': '2024-06-01',
        'EDate': '2024-08-01',
        'Frq': 'D',
        'Curn': 'USD'
    }
)

display(df)


I appreciate any help folks can provide -- thanks!

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @DMangoubi

    Thank you for reaching out to us.

    You may need to contact helpdesk via MyAccount to verify the content and parameters.

    Otherwise, you can try the rd.get_history instead.

    rd.get_history(
        ["A1OS34.SA"],
        fields=["TRDPRC_1"],
        start='2024-06-01',
        end='2024-08-01',
        interval='daily')

    1723780794790.png


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