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We have noticed that we receive erroneous updates randomly during the course of a trading day. For example, with 5-minute GOOG.O we received the following update: It's almost 4 points below the previous trade. Here's what it looks like in our chart: Here's the relevant code to create the log file I referenced above: //…
Hi is there a way to check when does Datastream api update their data (Is there a specific time in the day where they update the data)? Asking this in the context of fixed income and macro data. Thanks!
commodities_20230413_log.txt We have collected 'ASK price' and 'BID price' data of 6 commodities, which are CU, PB, ZN, SN, AL, and NI. We have called the data by using APIs and stacked them daily. There was no problem in collecting the data until 20, March 2023. But from then, the ASK/BID PRICE of 6 commodities has been…
...igger for price change if exchange is yet to open? We have US ETF and before market opened we see prices are fluctuating Had a query where we receive the price updates outside exchange hours for LQD.P. What could be trigger for price change if exchange is yet to open?
Hi, I noticed that some measures for ETF (and potentially other instruments) are computed the next day. For example below (or TR.SharesOutstanding). When we pull data via API, do these figure appear against 'calc date' or the 'actual date' for which data point belong to? I have a feeling that they appear incorrectly…
...deDate df, err = ek.get_data( instruments = ['IBM'], fields = ['TR.PriceClose'], parameters = { 'SDate': '2022-01-25', 'EDate': 'TR.FirstTradeDate', 'Frq': 'D' } ) display(df) Any idea how to accomplish this?
Hi, I am downloading via the API MSCI price index at close. Given that is done via python job kicked at particular time of the day I was wondering at what time the MSCI Index price level (EOD) were available on Eikon. i.e. I have a job running at 22.30 UK time to retrieve the MSCI ACWI price level at close using the…
...d two years ago? Hi, a couple of years ago I downloaded through the Eikon Python API daily close/open prices for a list of stocks and ETFs for the period 1998-2018. Now I tried to re-download the same data, and I see significant differences in prices. Why does it happen, and which of the two datasets should I trust? Is…
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