Hello,
I'm working with Brazilian date and found that for some stocks, when I retrieve the price date, the query returns multiple lines for the same date. Is this because my date field is based on TR.PriceClose (i.e.,TR.PriceClose.Date)?
Here is the code (FYI, this RIC is an equity forward. The underlying is PETR4.SA)
fields = [{'TR.CLOSEPRICE(Adjusted=0)': {'Curn': 'BRL'}}, {'TR.CLOSEPRICE(Adjusted=1)': {'Curn': 'BRL'}}, 'TR.PriceClose.Date'] params = {'SDate': '2012-01-04', 'EDate': '2020-12-30', 'Frq': 'D', 'CH': 'Fd'} df, e = ek.get_data(instruments = ['PETR4S.SA'], fields=fields, parameters=params) df[df['Date'] == '2012-09-14T00:00:00Z'] df[df['Date'] == '2012-09-14T00:00:00Z'].drop_duplicates()
It returns the following:
Note that after removing duplicates, we have multiple prices for the same date.
Thank you in advance.