get_timeseries is not returning denominated currency consistently

Max.Zhu
Max.Zhu Newcomer
in Eikon Data APIs

If I query with following code then I am getting really strange prices between 2017-03-03 and 2017-03-06. It looks like there is a major / minor currency switch on that date.

I don't mind to convert by myself but this get_timeseries API doesn't even return denominated currency. 


ek.get_timeseries(rics=['SRET.L'], start_date='2017-03-01', end_date='2017-04-01', corax='unadjusted')


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Best Answer

  • chavalit-jintamalit
    chavalit-jintamalit admin
    Answer ✓

    Hi @Max.Zhu

    I believe that it is from the "unadjusted" value.

    image


    I also re-check on Eikon Excel:

    image


    So if you would like to clarify whether there is any corporate event during that time, please contact Refinitiv Content Helpdesk.

    The Refinitiv Content Helpdesk can be reached using Contact Us capability in your Eikon application.
    Or by calling the Helpdesk number in your country.
    Or at https://my.refinitiv.com/


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