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yaokoffi.kouassi avatar image
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rd.get_history returns duplicated datapoints

Hi all,

Can someone help me with those requests which returns duplicated datapoints ?


Request 1

import refinitiv.data as rd
rd.open_session()
res = rd.get_history(universe=["ESH2^2"], fields=["TR.CLOSEPRICE"], parameters={ "SDate": "2020-12-18", "EDate": "2023-03-18"}, use_field_names_in_headers=True)


Response

The last datapoint is duplicated several times

1683913932773.png



Request 2

import refinitiv.data as rd
rd.open_session()
test = rd.get_history(universe="SRAK3",
               fields=["TR.CLOSEPRICE","TR.SETTLEMENTPRICE","TR.OPENINTEREST","TR.HIGHPRICE","TR.LOWPRICE","TR.ACCUMULATEDVOLUME"],
               parameters={"SDate": "2023-02-03", "EDate": "2023-08-25"},
               use_field_names_in_headers=True)


Response

Inspecting by hand it shows that one line has the full information, where the ‘duplicated’ one have some missing field (and is not necessary the last line with that date, eg the 6th of march)

1683914086589.png



api#product#contentrefinitiv-data-platform-librariescodebook
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1683914086589.png (72.0 KiB)
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2 Answers

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Jirapongse avatar image
69.2k ●210 ●49 ●69

The resolution is:

Actually, this is the behavior of the service. It is expected to use the previous date to fill the date which doesn't have data. To solve this problem please use the Fill=None parameter, as shown below. 

=@RDP.Data("ESH2^2","TR.CLOSEPRICE.date;TR.CLOSEPRICE","SDate=2020-12-18 EDate=2023-03-18 Fill=None CH=Fd RH=IN",B2)

=@RDP.Data("SRAK3","TR.CLOSEPRICE.date;TR.CLOSEPRICE;TR.SETTLEMENTPRICE;TR.OPENINTEREST;TR.HIGHPRICE;TR.LOWPRICE;TR.ACCUMULATEDVOLUME","SDa"&"te=2023-02-03 EDate=2023-08-25 Fill=None CH=Fd RH=IN",W2)
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raksina.samasiri avatar image
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Hi @yaokoffi.kouassi ,

The moderators on this forum are expertise on Refinitiv APIs usage. However, they do not have deep expertise in every type of content available through Refinitiv products. Such expertise is available through Refinitiv Helpdesk, which can be reached via MyRefinitiv. To be of help, ticket number 12564679 was raised on your behalf and the support team is going to contact you soon to assist with this.

Hope this helps and please let me know in case you have any further questions

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