Hi,
I'm using the below Formula in Excel and get the also below mentioned results (with filter Dividend Ex Date for September 2017).
=TR(Sheet2!D2:D8;"TR.DivPaymentType;TR.DivType;TR.DivExDate;TR.DivDate;TR.DivAdjustmentFactor;TR.DivAdjustmentType;TR.DivMktRecordDate";"SDate=1997-01-01 EDate=2017-12-31 DivPayType=SDI:SCA:CSA CH=Fd RH=IN";C3)
Sheet2!D2:D8 = SCC.PS, HAR.HM, 2107.TW, 2823.TW, 2867.TW, 1714.TW, 2890.TW
Dividend Ex Date Date Dividend Market Adjustment factor
12.09.2017 11.10.2017 0.25
12.09.2017 01.10.2017 0.956938
14.09.2017 01.10.2017 0.917431
14.09.2017 01.10.2017 0.920138
15.09.2017 01.10.2017 0.966184
18.09.2017 25.10.2017 0.966184
Using the same Formula in Python as below.
split_rq1 = ek.get_data( instruments=['SCC.PS', 'HAR.HM', '2823.TW', '2107.TW', '2867.TW', '1714.TW', '2890.TW' ], fields = [ 'TR.ISINCode', 'TR.DivPaymentType', 'TR.DivType', 'TR.DivExDate', 'TR.DivDate', 'TR.DivAdjustmentFactor', 'TR.DivAdjustmentType', 'TR.DivMktRecordDate' ], parameters = { 'CH' : 'Fd', 'SDate' : '1997-01-01', 'EDate' : '2018-12-31', 'DivPayType' :' SDI:SCA:CSA' # 'SDate' : yesterday_tr, # 'EDate' : enddate_tr } )
I get following results:
Date Dividend Market Adjustment factor
01.08.2017 0.25
01.03.2016 0.970874
01.10.2017 NaN
01.10.2017 0.920138
01.10.2017 NaN
25.10.2017 NaN
Could you please help me to understand why I get three NaN values in Python that are populated in Excel?
Many thanks in advance,
Best regards
RIchard Sponda