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pavithra.suresh avatar image
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Missing data and DAYS_MAT is empty... Using RDP API formula

Good afternoon.

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

rdp-api#productmaturity
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raksina.samasiri avatar image   raksina.samasiri
Hi @pavithra.suresh ,

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If so please can you click the 'Accept' text on the left side of the appropriate reply? This will guide all community members who have a similar question.

Thanks,
AHS

wasin.w avatar image   wasin.w

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,


AHS


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nick.zincone avatar image
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Hi @pavithra.suresh

I would recommend you try using the Refinitiv Data Library for Python. You can can find historical pricing examples within the official GitHub package.

Based on the example, I executed the following request:

rd.get_history(universe="COP1MNDF=", interval="1D", start="2004-01-01", end="2004-12-31")

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