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thomas01 avatar image
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RDP OHLC when start date is earlier than first trade date

I am using RDP to request the price data for list of rics with different first trade dates. Since they have different first trade dates, I'm using a start_date_str_YYYYMMDD="2007-01-01". However I realize if the start date is earlier than the first trade date. The returned data fills the data incorrectly. First off it has data from 2007-01-01 onwards (which the stock hasn't been trade), the filled data are actually those date from first trade date onwards. Then, there are rows of nan before the first_trade_date.

import refinitiv.dataplatform as rdp
session = rdp.open_platform_session(app_key=REFINITIV_APP_KEY,
                                        grant=rdp.GrantPassword(username=RDP_LOGIN, password=RDP_PASSWORD))
df = rdp.get_data(universe=ric_list, fields=field_list, parameters= {'SDate': start_date_str_YYYYMMDD, 'EDate': end_date_str_YYYYMMDD, 'FRQ': 'D'})
rdp-api#product#contentprice-history
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raksina.samasiri avatar image   raksina.samasiri

Hi @thomas01 ,

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,
AHS

Jirapongse avatar image   Jirapongse

@thomas01

Hi,

Please be informed that a reply has been verified as correct in answering the question, and marked as such.

Thanks,

AHS

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Jirapongse avatar image
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@thomas01

Thank you for reaching out to us.

I tested with the following RICs and fields.

df = rd.get_data(
    ['AAPL.O','CART.O'],
    ['TR.PriceClose.Date','TR.PriceClose','TR.OpenPrice','TR.HighPrice','TR.LowPrice'], 
    {'SDate':'2007-01-01', 'EDate':'2023-10-10'})

df[df["Instrument"]=='CART.O']

The output for CART.O is correct. There are only 16 rows.

1697003110234.png

Please share the sample RICs and fields that you are using.


1697003110234.png (31.8 KiB)
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