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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

#productrdp-apimaturity
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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")

1681246866152.png


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