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.
Is someone able to confirm the state of the data for this screen please?
Thank you very much,
David