Missing Data. There is a significant amount of missing data for COP1MNDF= for the field called DAYS_MAT. Could you help me rectify this? for 2004
Client trying to pull the data for 2004, Data is empty
Client using the RDP API to get the data by using below formula
df = rdp.get_historical_price_summaries( universe = ticker, interval = rdp.Intervals.DAILY, # Supported intervals: DAILY, WEEKLY, MONTHLY, QUARTERLY, YEARLY. #count = 20, start = datetime.datetime.strftime(last_date,'%Y-%m-%d'), end = datetime.datetime.strftime(end_date,'%Y-%m-%d'), fields = ['OPEN_BID', 'BID_HIGH_1', 'BID_LOW_1', 'BID', 'DAYS_MAT'] ) ['COP1MNDF=', Timestamp('2004-01-01 00:00:00'), Timestamp('2004-12-31 00:00:00', freq='A-DEC')]
2004-01-06 None 2004-01-07 None 2004-01-08 None 2004-01-09 None 2004-01-12 None ... 2004-12-27 None 2004-12-28 None 2004-12-29 None 2004-12-30 None 2004-12-31 None Name: Days to Maturity, Length: 259, dtype: object .
Content team found the Maturity date 15May2023 and confirmed that there is data for 2004