Different in price value depending on date range

Tulkkas
Tulkkas Explorer
in Eikon Data APIs

i have noticed that running those 2 requests to get prices for a stock over different range return different data:

Version1:

data,err    = ek.get_data(['000001.SZ'], ['TR.PriceCloseDate(SDate="2018-10-02", EDate="2018-12-31"),TR.ClosePrice(SDate="2018-10-02", EDate="2018-12-31")'])

This returns:

2018-10-08 - NaN

2018-10-09 - NaN

2018-10-10 - NaN

2018-10-11 - NaN

2018-10-12 - 10.45


Version2:

data,err    = ek.get_data(['000001.SZ'], ['TR.PriceCloseDate(SDate="2018-06-02", EDate="2018-12-31"),TR.ClosePrice(SDate="2018-06-02", EDate="2018-12-31")'])

This returns:

2018-10-08 - 10.45

2018-10-09 - 10.56

2018-10-10 - 10.45

2018-10-11 - 9.86

2018-10-12 - 10.3


Can anyone explain what is going on? Why do I get different prices for the same date? and all those NaN? Is there something wrong in request?

Tagged:

Best Answer

  • m.bunkowski
    m.bunkowski LSEG
    Answer ✓

    Hi @Tulkkas

    You are using fields that are not aligned in a one time series.

    TR.PriceCloseDate, TR.PriceClose, TR.PriceClose.date

    and

    TR.ClosePrice, TR.ClosePrice.date

    Please have a look at the example below

    ek.get_data('000001.SZ', ['TR.PriceCloseDate,TR.PriceClose,TR.PriceClose.date,TR.ClosePrice,TR.ClosePrice.date'],{"SDate": "2018-10-01", "EDate":"2018-12-31"})

    imageI hope it clarifies

Answers

Categories