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.