Corporate Action Adjustment Factor Missing Data Bug Eikon API

ek.get_data(['CRDI.MI'], ['TR.AdjmtFactorAdjustmentDate', 'TR.AdjmtFactorAdjustmentFactor'], {'EDate': '2017-09-29', 'SDate': '2011-01-01'}, debug = True, raw_output=True)


Returns

{'columnHeadersCount': 1,
'data': [['CRDI.MI', '2017-02-06', 1],
['CRDI.MI', '2017-01-23', 0.501126],
['CRDI.MI', '2016-04-18', 10],
['CRDI.MI', '2015-05-18', 1],
['CRDI.MI', '2014-05-19', 1],
['CRDI.MI', '2012-04-11', 1],
['CRDI.MI', '2012-01-09', 1],
['CRDI.MI', '2011-12-27', 0.658631],
['CRDI.MI', '', 10]],
'headerOrientation': 'horizontal',
'headers': [[{'displayName': 'Instrument'},
{'displayName': 'Corporate Action Adjustment Factor Date',
'field': 'TR.ADJMTFACTORADJUSTMENTDATE'},
{'displayName': 'Corporate Action Adjustment factor',
'field': 'TR.ADJMTFACTORADJUSTMENTFACTOR'}]],
'rowHeadersCount': 1,
'totalColumnsCount': 3,
'totalRowsCount': 10}

Adjustment factor for 2017-02-06 should be 0.501126 and not 1. Excel returns the data correctly

Stock,Corporate Action Adjustment Factor Date,Corporate Action Adjustment factor

CRDI.MI,NULL,1

CRDI.MI,06/02/2017,0.501126

CRDI.MI,23/01/2017,10

CRDI.MI,18/04/2016,1

CRDI.MI,18/05/2015,1

Kindly suggest a workaround for this.

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Best Answer

  • Zhenya Kovalyov
    Answer ✓

    @rahul.bevinahal what do you have in your params? When I am doing the following request:

    r, e = tr.get_data(['CRDI.MI'], ['TR.AdjmtFactorAdjustmentDate', 'TR.AdjmtFactorAdjustmentFactor'])

    It comes back as:

    image

    Which is exactly the value you are looking for.

Answers

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