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Data mismatch from eikon.get_data with parameter Frq=AM

Hello there. Here is a simple request for dividend yeild

params = {'Frq': 'AM', 'SDate': '2008-01-01', 'EDate': '2018-02-28'}
req, err = ek.get_data(instruments=['SCHN.PA'],
                       fields=['TR.DividendYield.calcdate', 'TR.DividendYield'],
                       parameters=params)

It's returns:

    Instrument   Calc Date  Dividend yield
0      SCHN.PA  2008-01-01        4.087193
1      SCHN.PA  2008-02-01        4.809794
2      SCHN.PA  2008-03-01        4.620554
...

115    SCHN.PA  2017-08-01        0.000000
116    SCHN.PA  2017-09-01        0.000000
117    SCHN.PA  2017-10-01             NaN
118    SCHN.PA  2017-11-01             NaN
119    SCHN.PA  2017-12-01             NaN
120    SCHN.PA  2018-01-01             NaN
121    SCHN.PA  2018-02-01             NaN

But if requesting in excel same data using formula:

=TR("SCHN.PA";"TR.DividendYield";"SDate=2008-01-01 EDate=2018-02-28 CH=Fd Frq=AM RH=calcdate NULL=blank";C4)

It returns next:

Updated at 09:37:35	
	Dividend yield
01.01.2008	
01.02.2008	
01.03.2008	
01.04.2008	
01.05.2008	
01.06.2008	4.08719346
01.07.2008	4.809794491
...
01.05.2017	2.813793103
01.06.2017	2.975495916
01.07.2017	0
01.08.2017	0
01.09.2017	0
01.10.2017	0
01.11.2017	0
01.12.2017	0
01.01.2018	0
01.02.2018	0

It's look like as mismatch data using python and excel. NaN values in variable req should be in the begining of the variable. Why this python request returns that?

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1 Answer

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It is a known bug that the API doesn't handle NULL data properly. The NULL data is replaced with the next available data which causes the data is shifted upward.

The date for a fix is not fully committed yet, but it should be before end of April 2018.

Please refer to these questions:

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

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