ek.get_timeseries does not return today price

chong.xu
chong.xu Explorer
in Eikon Data APIs

Hi, I was using the following Python function to retrieve historical prices. The result did not include the latest price of today (18-Jun at time of this post). Last week the function worked well and included prices up to the same date of the query. Any advice please?

ek.get_timeseries( [ 'ATWYc1' ], fields = 'CLOSE', start_date = dt.datetime(2017, 1, 29, 0, 0, 0, 0 ), end_date = dt.datetime.today(), interval='daily', count = None, calendar = None, corax = None, normalize = False, raw_output = False, debug = False)

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  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    @chong.xu
    I think the likely reason why you didn't see the value for 18Jun18 returned when you requested daily history is because the first trade recorded in the timeseries was timestamped at 13:42:44 GMT. This is the trade you saw summarized into 1 minute interval of 13:43 GMT. Your call for the daily data must have been executed prior to 13:42 GMT and that's why it didn't return any price for 18Jun18.
    It seems unusual that this future would not have any trades in the morning, which is why I think the intraday timeseries for 18Jun18 are suspect. I raised a service case on your behalf with Thomson Reuters Support to investigate the issue. The service case number is 06676947. You will be contacted by the Helpdesk agent who will take the ownership of the case.

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