Hi,
When I try to get data for the instrument <DOLc1> it is returning data for non-trading days.
I tried using Python Datastream module:
ds.get_data(tickers='<DOLc1>', fields=['PS'], freq='D', start='2021-01-01")
This will return, e.g., data for 2021-01-25, which was a holiday in Sao Paulo and the exchange was closed. My data in the end has lots of duplicated values due to this.
How can I ask Datastream the data without the non-trading days?
Hi @lmotta ,
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AHS
Hi,
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Thanks,
AHS
Thank you for reaching out to us.
Please try the following code.
df1 = ds.get_data(tickers='<DOLc1>', fields=['PS#S'], freq='D', start='2021-01-01')
@Jirapongse
Thanks! It worked. I tested for a small and large sample.
As a final question: what does #S mean exactly?
The #S qualifier unpads values where the underlying data point is stored as a null value - so displays N/A for null values rather than pad the last real value. This padding may occur where the closing price is not published by an exchange for a stock due to:
then the closing price is stored as a null. P#S will display this value as N/A.
