Dataframe with wrong start date

a.torre · July 2023

Hello,

I'm trying to get close prices of different RIC for only one day. I use the following code in python :

df = rd.get_history(universe=["KWc1","KWc2", "1001602NNET", "1001602CNET","1001602RNET"], fields=["TR.CLOSEPRICE"],start ='2023-07-18', end = '2023-07-18')

However, the dataframe which is returned from this call is the following :

As you can see, i have a date prior to my start date ? Why ?

Thanks

jason.ramchandani01 · July 2023

@a.torre So there CFTC Future Commitments RICs are released weekly - so the most recent weekly is last Friday 2023-07-11 while the wheat futures RICs trade daily and the most recent entry for those was when you made the call 2023-07-18. That is why you have 2 entries. I hope this can help.

a.torre · July 2023

jason.ramchandani01

Jul 20, 2023

@a.torre So there CFTC Future Commitments RICs are released weekly - so the most recent weekly is last Friday 2023-07-11 while the wheat futures RICs trade daily and the most recent entry for those was when you made the call 2023-07-18. That is why you have 2 entries. I hope this can help.

Thanks for your answer. I understand what you're saying but it's not very logical to me, because i ask a specific date and not the last available entry. With this, i have to do another check after to be sure there is only the date i've requested, not very practical.

Dataframe with wrong start date

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