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rahul.bevinahal avatar image
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Corporate Action Adjustment Factor Missing Data Bug Eikon API

ek.get_data(['CRDI.MI'], ['TR.AdjmtFactorAdjustmentDate', 'TR.AdjmtFactorAdjustmentFactor'], {'EDate': '2017-09-29', 'SDate': '2011-01-01'}, debug = True, raw_output=True)

Returns

{'columnHeadersCount': 1,
 'data': [['CRDI.MI', '2017-02-06', 1],
  ['CRDI.MI', '2017-01-23', 0.501126],
  ['CRDI.MI', '2016-04-18', 10],
  ['CRDI.MI', '2015-05-18', 1],
  ['CRDI.MI', '2014-05-19', 1],
  ['CRDI.MI', '2012-04-11', 1],
  ['CRDI.MI', '2012-01-09', 1],
  ['CRDI.MI', '2011-12-27', 0.658631],
  ['CRDI.MI', '', 10]],
 'headerOrientation': 'horizontal',
 'headers': [[{'displayName': 'Instrument'},
   {'displayName': 'Corporate Action Adjustment Factor Date',
    'field': 'TR.ADJMTFACTORADJUSTMENTDATE'},
   {'displayName': 'Corporate Action Adjustment factor',
    'field': 'TR.ADJMTFACTORADJUSTMENTFACTOR'}]],
 'rowHeadersCount': 1,
 'totalColumnsCount': 3,
 'totalRowsCount': 10}

Adjustment factor for 2017-02-06 should be 0.501126 and not 1. Excel returns the data correctly

Stock,Corporate Action Adjustment Factor Date,Corporate Action Adjustment factor

CRDI.MI,NULL,1

CRDI.MI,06/02/2017,0.501126

CRDI.MI,23/01/2017,10

CRDI.MI,18/04/2016,1

CRDI.MI,18/05/2015,1

Kindly suggest a workaround for this.

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Jirapongse avatar image   Jirapongse

@rahul.bevinahal

Hi,

Thank you for your participation in the forum.

Are any of the replies below satisfactory in resolving your query?

If yes please click the 'Accept' text next to the most appropriate reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

Hi @rahul.bevinahal

Thank you for your participation in the forum.

Are any of the replies below satisfactory in resolving your query?

If yes please click the 'Accept' text next to the most appropriate reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

wasin.w avatar image   wasin.w

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

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Zhenya Kovalyov avatar image
4.6k ●26 ●7 ●22

@rahul.bevinahal what do you have in your params? When I am doing the following request:

r, e = tr.get_data(['CRDI.MI'], ['TR.AdjmtFactorAdjustmentDate', 'TR.AdjmtFactorAdjustmentFactor'])

It comes back as:

Which is exactly the value you are looking for.


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rahul.bevinahal avatar image rahul.bevinahal

Appreciate quick response. 

params = {'EDate': '2017-09-29', 'SDate': '2011-01-01'}
Zhenya Kovalyov avatar image Zhenya Kovalyov rahul.bevinahal

@rahul.bevinahal there is a known bug in the underlying API that does not handle NULL values correctly, thus shifting the column up.

rahul.bevinahal avatar image rahul.bevinahal Zhenya Kovalyov

Is there any link/webpage I can follow to track this issue? This is a blocker for us

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Alex Putkov.1 avatar image Alex Putkov.1 rahul.bevinahal

The issue is fixed as of 30-Apr-18.

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