RDP and EK retriving divergent settlement results for same parameters

Hello,

I'm trying to gather data from "SN2" RIC using the API with Python, however, I get different results for the same RIC, same period and same fields.

For example, when I use:

import refinitiv.dataplatform as rdp 
df1 = rdp.get_historical_price_summaries(
universe = 'SN2',
interval = rdp.Intervals.DAILY,
start = '2022-04-01',
end = '2022-04-11',
adjustments= [ rdp.Adjustments.UNADJUSTED ])

the result for [SETTLE] column is the "On screen" price times 100 (witch makes sense, since the currency "on screen" is USDc) but, on the otherside, if use:

import eikon as ek 
df, err = ek.get_data(
instruments = ['SN2'],
fields = [
'TR.SETTLEMENTPRICE.date',
'TR.OPENPRICE',
'TR.HIGHPRICE',
'TR.LOWPRICE',
'TR.SETTLEMENTPRICE'],
parameters = {'SDate':'2022-04-01','EDate':'2022-04-11','Curn':'USD', 'Frq':'D'})

Results for the [SETTLE] columns came all divided by 10^3 witch is weird because I've set the currency for USD at parameters argument.

How do I get the correct USD value?

Best Answer

  • Shadab Hussain
    Answer ✓

    Hi @sylvio.campos,

    Thanks for the query, I tried your above code and it appears that the issue is with the currency being used.

    A case with ticket number 11134710 has been raised on behalf of you and the support team is going to contact you to assist with this soon. However, I would recommend you to contact the support team directly via MyRefinitiv for content related queries.

    Also, I noticed that you used adjusted, please note that this only applies to stocks.

Answers

  • Case 11134710 has been closed by the following resolution - Time Series doesn’t do the conversion in this case. We return as USc per MetaData setting. If you see incorrect values, that should be from application conversion.

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