While we get the dataframe from eikon api for Daily volumes, on the days where trading doesn't happen is filled with 0 instead of just returning blanks.
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While retrieving TR.Volume using get_data fill blanks with Na instead of 0
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Hello @yogesh.sharma
Thank you for your participation in the forum.
Is the reply below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.
Thanks,
-AHS
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get_data has a NULL parameter (NA|ZERO|BLANK), however, it does not seem to work for time series over get_data() call. So, the only two things I can suggest is either to use get_timeseries() or use pandas:
df.replace(0, np.nan, inplace=True)
