Aligning data downloads by date

vbala
vbala Newcomer
in Eikon Data APIs

I want to download a 2005-todate price & volume history of a bunch of tickers. The price data (OHLC) calc date differs from the Volume data calc dates. So when the data is downloaded the dates are not aligned. Is it possible to set parameters such that the dates are aligned for the full dataset? Trying to find a generic solution, rather than requesting dates for every field and then combining the dataframes.

Here is an example.

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @vbala

    Sorry about the issue that you are facing.

    Typically, the date will be aligned when fields are in the same category.

    The TR.OPENPRICE, TR.HIGHPRICE, TR.LOWPRICE, and TR.CLOSEPRICE fields are in the Time Series Data category.

    The TR.PriceClose and TR.Volume fields are in the Price and Volume category

    The TR.CompanyMarketCap field is in the Time Series Ratios category.

    I think this is why the date is not aligned. As I know, it doesn't have the option to align dates in different categories.

    You can see a list of categories in the Data Item Browser tool (DIB).

    1669255359541.png I hope that this information is of help.

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