Data availability for TR.Price52WeekHighDate Screens - one year later

dgarrard
dgarrard Explorer
in Eikon Data APIs

In late November 2021, we began experiencing problems with XTSE data availability from the SCREEN call below:

instrument = "SCREEN(U(IN(Equity(active,public,primary,countryprimaryquote))),IN(TR.ExchangeMarketIdCode,'" + Exch_T + "'),BETWEEN(TR.Price52Week"+DataSwitch_T+"Date," + Date_T + "," + Date_T + "))"
df, err = ek.get_data(instrument,['TR.CommonName','TR.PRICECLOSE'])

Where:

DataSwitch_T would be either 'High' or 'Low'

Exch_T = would be either 'XNYS' or 'XTSE'

and Date_T would be the prior session date in YYYYMMDD format.

Last year the problem was that there was a change in the format of the returned data for Toronto (XTSE). Moving to the python API led to a fix. Here is the thread from last year:

https://community.developers.refinitiv.com/questions/87672/data-availability-for-trprice52weekhighdate-screen.html

Now, after 12 months of no problems, XTSE is again not returning data, yet XNYS continues to work - from our calls via the python API. In fact, the date field is also not updated in the Eikon terminal user screens. See the arrow at the right-most column of the attached image. This should list dates of Dec 12 or 13, not last Friday the 9th.

highlow-xtse-failures.png


Is someone able to confirm the state of the data for this screen please?

Thank you very much,

David


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  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @dgarrard

    Thanks for reaching out to us.

    I ran the same filters as yours on Screener and got the following output.

    1671171691137.png

    If you can replicate the issue with the Screener App on Eikon, you can contact the Eikon support team directly via MyRefinitiv to verify the data.

    The output from Python and the Screener App should be similar.

    I hope this will help.

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