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

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 6^th of march)

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Accepted answers

Jirapongse

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)

All comments

raksina.samasiri

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

Jirapongse

The resolution is:

=@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)

the.swiss

According to the (very scarce) documentation Fill=None is not an option in the python api.

Besides Error 400 and 500 happening randomly and the oddest behavior in general, has anybody cracked rd.get_history so the it actually works?

I am tearing my hair out ...

yaokoffi.kouassi

Hi @the.swiss

Hope you are doing well.

Fill=None is well an option for get_history.

For instance, the code below with Fill=None option is the following one:

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", "Fill": "None"},
               use_field_names_in_headers=True)

the.swiss

cool thanks, will try tomorrow

Can you then point me to a better documentation for RD than what I found so far?

">https://cdn.refinitiv.com/public/rd-lib-python-doc/1.0.0.0/book/en/sections/access-layer/access/get-history-function.html

Cheers

Alfred

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