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pablo avatar image
22 ●5 ●3 ●7

ERROR in Data

Hi guys, I am downloading a historical data of several instruments and I find the surprise that the number exported to my csv file comes with many decimal places. I would like to know if my code is wrong or simply the API has a problem.

My code is this:

import eikon as ek

ek.set_app_id('XXXXXXXXXXXXXX')

df=ek.get_timeseries(['CARC.BA'], start_date='2016-01-01' , end_date='2018-01-01')

df.to_csv('CARC.BA_2016-01_2018-01-01.csv')

Then when i see my data i found numbers like this:

HIGH:

1,45E+16 1,44E+16 1,4E+16 1,4E+16 1,42E+16 1,52E+16

this same problem with all my historical data.

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Jirapongse avatar image
78.9k ●250 ●52 ●74

I am unable to replicate the problem. This is data in csv file.

You can verify the data by setting raw_output to True.

df=ek.get_timeseries(['CARC.BA'], start_date='2016-01-01' , end_date='2018-01-01', raw_output=True)
df

The output is raw JSON data.

{'timeseriesData': [{'dataPoints': [['2016-01-04T00:00:00Z',
     2.0916375,
     2.0916375,
     2.0916375,
     2.0916375,
     4876.56202377324],
    ['2016-01-05T00:00:00Z',
     2.0916375,
     2.0916375,
     2.0916375,
     2.0916375,
     768.0585187442853],

carc-ba.png (27.7 KiB)
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pablo avatar image pablo

If you see your data well and compare it with the data from: www.bolsar.com.ar you realize that it does not match, that on the one hand. On the other hand, the value 2.0916375 is impossible to be that.

Alex Putkov.1 avatar image Alex Putkov.1 pablo

@pablo
If I understand correctly what seems wrong to you is the number of decimal places in stock prices, right? Argentine stocks are quoted to 3 decimal places. When you see more decimals in the stock price history, this is very likely the effect of price history adjustment for capital change (and some dividend payment) events. If you look at the current price history for CARC.BA on Eikon you'll see that historical prices have a max of 3 decimals up to 2 Jan 2018 back. All earlier prices have more decimals. This is the result of the rights issue with ex date of 2 Jan 2018.

Alex Putkov.1 avatar image Alex Putkov.1 Alex Putkov.1

Due to this rights issue on 2 Jan 2018 all previous price history was adjusted by a factor of 0.82025.
If you'd like to further discuss any price history inconsistencies you see, I suggest you raise a case with Thomson Reuters Helpdesk by either calling the Helpdesk number in your country or by using Contact Us capability in your Eikon application.

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