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yongks avatar image
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get_data return columns which is shifted due to missing data

When query for TR.OPENPRICE and TR.VOLUME, the columns are shifted due to missing data. See picture attached.

Questions:

  1. Why is there a mssing OPENPRICE data on 28/1/2013 ?
  2. Is there a fix for to ensure row is not shifted due to missing value ?
df4, error = ek.get_data( 'MBBM.KL',
          ['TR.OPENPRICE.Date','TR.OPENPRICE', 'TR.VOLUME','TR.VOLUME.date'],
           parameters = {
                   'SDate':  '2013-01-25',
                   'EDate':  '2013-02-05'})

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rows-shifted.png (18.1 KiB)
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2 Answers

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chavalit avatar image
18.1k ●21 ●12 ●20

Hi @yongks

There are 2 topics in your question.

1. Why the data point of OPENPRICE for 28th Jan 2013 is not present?

You can contact Refinitiv Content Helpdesk at this URL for an authoritative answer.

I can see the same on the Eikon Desktop.

2. Data return from the get_data

The data will fill in on each of the columns, please see this as an example that I can retrieve data from different time period and combine them in a single call.

So this is expected behavior.


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Alex Putkov.1 avatar image
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@yongks
In addition to the answer by @chavalit.jintamalit be advised that when you're mixing fields from different categories (see the illustration of TR.OPENPRICE and TR.VOLUME falling under different categories in Formula Builder wizard in Eikon Excel) the timeseries returned for these fields are not guaranteed to be aligned on the date.


The timeseries may not even have the same periodicity, e.g. you can retrieve company income statement items from say quarterly reports and daily stock price history in the same request. For your use case instead of TR.OPENPRICE consider using TR.PriceOpen field, which falls under the same category as TR.Volume. In the following request the timeseries returned for each field will align on the date.

ek.get_data(['MBBM.KL'], ['TR.PriceOpen.date','TR.PriceOpen',
                         'TR.Volume','TR.VOLUME.date'],
           {'SDate':'2013-01-25', 'EDate':'2013-02-05'})

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