Why does get_data show strange behavior with timeseries data?

auth
auth Newcomer
in Eikon Data APIs

Hi there,

I noticed some strange behavior when pulling time series data via the get_data function.

To be precise, when sending the following request...

df,err=ek.get_data('1COV.DE',["TR.PriceOpen(SDate='2017-04-13',EDate='2017-04-20').date","TR.PriceOpen(SDate='2017-04-13',EDate='2017-04-20')"])

... I receive 3 times the same price with the same date (i.e.: three times 74.20 as of the 13th of April 2017.

This leads to strange behavior when coupling it with other variables, for instance including Volume...

df,err=ek.get_data('1COV.DE',["TR.PriceOpen(SDate='2017-04-13',EDate='2017-04-20').date","TR.PriceOpen(SDate='2017-04-13',EDate='2017-04-20')","TR.Volume(SDate='2017-04-13',EDate='2017-04-20')"])

... where Volume would be available with 3 different dates (although the value is 0 for two of them), but it gets merged into the same dates, hence leading to two different data information for the same date:

image

This looks like a bug to me. Can you explain where this comes from?

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Best Answer

  • chavalit-jintamalit
    chavalit-jintamalit admin
    Answer ✓

    Hi @auth


    I think 14th Apr 2017 to 17th Apr 2017 were public holidays.

    image


    image

    Anyway, if you have question on the content behavior, you can contact the 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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