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reid avatar image
6 ●1 ●4 ●3

Eikon Data API consistency across get_data and get_timeseries

Hi -

I'm struggling to understand why I am more data from one function vs another when I believe they should have the same information. I've isolated one such example below as a test case but this is not the only one:

import eikon as ek

ek.set_app_key(XXXXXXXXXXXXXXX)

ticker = 'AMZN.O'

start = "2007-10-05"

end = "2007-10-09"

df_getdata, err = ek.get_data(ticker, ['TR.PriceHigh.date','TR.PriceHigh'], {'SDate': start, 'EDate': end, 'FRQ': 'D'})

df_getts = ek.get_timeseries(ticker, fields = 'HIGH', start_date = start, end_date = end)

When I print each I get:

df_getdata has values for Oct 5 and Oct 9, see below --

Instrument Date Price High

0 AMZN.O 2007-10-05T00:00:00Z 93.71

1 AMZN.O 2007-10-09T00:00:00Z 96.73

Whereas df_getts has values for Oct 5, Oct 8, and Oct 10

AMZN.O HIGH

Date

2007-10-05 93.71

2007-10-08 95.85

2007-10-09 96.73

So it would appear that Oct 8 is missing from the first call? Any idea what is going on?

Thanks much. I can provide other examples from other tickers / dates if needed.

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-api
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Zhenya Kovalyov avatar image Zhenya Kovalyov

@574c708d-6b25-445f-8303-2b495473ec99 i am going to raise a support request on your behalf, help desk will get in touch.

zoya faberov avatar image   zoya faberov

Hello @Zhenya Kovalyov,

Thanks for submitting, when you have a chance, please add support case number, thanks.

Alex Putkov.1 avatar image   Alex Putkov.1

@Zhenya Kovalyov
Is there any update on the case you opened? Would you mind sharing the case number with AHS?

Zhenya Kovalyov avatar image   Zhenya Kovalyov Alex Putkov.1

@Alex Putkov. Case Number 07183718

wasin.w avatar image   wasin.w

<AHS>

I have checked the case 07183718. The ticket is still in progress, extend triage.

wasin.w avatar image   wasin.w

<AHS>

I have checked the case 07183718. The ticket is still in progress, extend triage.

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2 Answers

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

@574c708d-6b25-445f-8303-2b495473ec99 this is definitely a bug in the time series over the get_data() call. Weirdly, this request returns the value for 2017-10-08:

df, e = ek.get_data('AMZN.O', ['TR.PriceHigh.date','TR.PriceHigh.value'],{'SDate': '2007-10-08', 'EDate': '2007-10-08', 'FRQ': 'D'})

I will raise this and let you know, thanks for reporting.

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reid avatar image reid

Thank you, look forward to figuring it out.

Upvotes
marcin.bunkowski avatar image
3.8k ●4 ●4 ●6

Hi @574c708d-6b25-445f-8303-2b495473ec99

Can you please try with:

err = ek.get_data(ticker, ['TR.HighPrice.date','TR.HighPrice'], {'SDate': start, 'EDate': end, 'FRQ': 'D'})
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reid avatar image reid

Hi @marcin.bunkowski - I do indeed get all 3 dates when I use HighPrice vs PriceHigh, though a separate thread answer made it seem like the inverted code should be used for unadjusted data (https://community.developers.refinitiv.com/questions/30439/most-robustget-timeseries-or-get-data-for-historic.html)? In any event the both codes should return something for that date, no?

marcin.bunkowski avatar image marcin.bunkowski reid

Hi @574c708d-6b25-445f-8303-2b495473ec99

In theory those codes should get the same.

It looks that 2007-10-08 was a holiday in US (Columbus Day) and might be causing this anomaly. I'd wait for a reply from Refinitiv helpdesk as suggested by @Zhenya Kovalyov

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