question

Upvotes
Accepted
u3594016 avatar image
1 ●0 ●0 ●1

rd.get_data() for stock not returning correct data

Hi, I am trying to retrieve stock prices and volume data for S&P 500 constituent stocks (0#.SPX) at a particular date using the following code:

rd.get_data('{}({})'.format(universe, date),
                ['TR.CompanyMarketCap(SDATE={}).date'.format(date), 'TR.RIC', 'TR.CompanyMarketCap(SDATE={})'.format(date),
                 'TR.PRICEOPEN(SDATE={})'.format(date),
                 'TR.PRICEHIGH(SDATE={})'.format(date),
                 'TR.PRICELOW(SDATE={})'.format(date),
                 'TR.PRICECLOSE(SDATE={})'.format(date),
                 'TR.VOLUME(SDATE={})'.format(date),
                 'TR.CompanyMarketCap(SDATE={}).currency'.format(date)])

And I have found some irregularities within the data. For example, in PM.N stock prices at 2019-09-16. I received the following data: 

{'Instrument': 'PM.N',
  'Date': Timestamp('2019-09-16 00:00:00'),
  'RIC': 'PM.N',
  'Company Market Cap': 112953973255.2,
  'Price Open': 71.95,
  'Price High': 72.71,
  'Price Low': 71.77,
  'Price Close': 72.6,
  'Volume': 1493077,
  'Currency': 'USD'}

However, when comparing to official data from NASDAQ website (https://www.nasdaq.com/market-activity/stocks/pm)

screenshot-2024-01-31-at-22748-am.png

the open price and volume data is clearly different. Am I using the wrong fields or is there something wrong with the data? Also where can I find the field for adjusted close price?


refinitiv-dataplatform-eikonrdp-api#contentrdp
screenshot-2024-01-31-at-22748-am.png (140.0 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

wasin.w avatar image   wasin.w

Hello @u3594016

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

raksina.samasiri avatar image   raksina.samasiri

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

Thanks,
AHS

1 Answer

· Write an Answer
Upvotes
Accepted
Jirapongse avatar image
79.2k ●251 ●52 ●74

@u3594016

Thank you for reaching out to us.

I checked the data on the Workspace chart app.

1706676685466.png

The values are similar to the values from the RD library.

To verify the content, please contact the content support team directly via MyRefinitiv.

The content support team can verfiy the data retrieved from the library and displayed on the chart application.


1706676685466.png (28.1 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.