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dayquant avatar image
7 ●6 ●4 ●5

Close Price Not Available

Hi,

It is Aug 13, 2019, 4:30 pm IST now and I am trying to download close price for couple of Indian RICs `TCS.NS` and `HDBK.NS` since it has been end of trading hours for Indian market (3:30 pm IST).

Usually everyday by this time, the close price gets downloaded via Excel or Python API, but today I am unable to retrieve them.

Please see my below code and corresponding output. 

import eikon as ek
rics = ['HDBK.NS', 'TCS.NS']
fields = [ek.TR_Field('TR.PriceClose'), ek.TR_Field('TR.PriceClose.date')]
df = ek.get_data(instruments=rics, fields=fields, parameters={'SDate': '2019-08-08', 'EDate': '2019-08-13', 'FRQ': 'D', 'CH': 'Fd;IN', 'RH': 'date', 'SORTD': 'date'})
print(df)

Output is as follows:

(  Instrument  Price Close                  Date
0    HDBK.NS      2233.15  2019-08-08T00:00:00Z
1    HDBK.NS      2282.00  2019-08-09T00:00:00Z
2    HDBK.NS      2282.00  2019-08-09T00:00:00Z
3     TCS.NS      2258.10  2019-08-08T00:00:00Z
4     TCS.NS      2246.25  2019-08-09T00:00:00Z
5     TCS.NS      2246.25  2019-08-09T00:00:00Z, None)

Note that the price downloaded is for Aug 8 and 9, not Aug 13.

Any help would be appreciated.

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apipricing
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chavalit-jintamalit avatar image   chavalit-jintamalit

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such. Thanks, AHS

3 Answers

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chavalit-jintamalit avatar image
18.2k ●21 ●13 ●21

Hi @dayquant

Because the historical database is not ready yet (it takes some time)

You can retrieve today close price from "Intraday" fields.


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dayquant avatar image dayquant

Thanks for the answer.

Can you help me with understanding the difference between these fields?

  • TR.PriceClose
  • TR.ClosePrice
  • OFF_CLOSE
  • TR.OFFICIALCLOSEPRICE
  • CF_CLOSE

I am looking for 30-min closing (end of day) VWAP price. Which of the above should I use?

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jason.ramchandani01 avatar image
10.2k ●18 ●6 ●9

Hi @dayquant The figures from chavalit above are in fact the previous days close (ie 9th)

I have just run the code and it has correctly delivered the results.

The only reason I can think of is there was some delay with closing run process of that exchange today. Im not sure if this can help - but please observe it tomorrow again. If there is a similar issue we can investigate further.


screenshot-2019-08-13-at-134209.png (91.0 KiB)
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dayquant avatar image dayquant

Thanks for the answer.

Can you help me with understanding the difference between these fields?

  • TR.PriceClose
  • TR.ClosePrice
  • OFF_CLOSE
  • TR.OFFICIALCLOSEPRICE
  • CF_CLOSE

I am looking for 30-min closing (end of day) VWAP price. Which of the above should I use?

chavalit-jintamalit avatar image chavalit-jintamalit dayquant

Hi @dayquant

You can use "Data Item Browser" to see each of the field description.

Please type in "DIB" (without double quotes) on the Eikon Desktop search bar and press enter.

Then input the instrument code and field name.

The fields you provided are from 3 different databases:

For example TR.PRICECLOSE is on "Prine & Volume" database.

OFF_CLOSE and CF_CLOSE are on "Real Time" database.

TR.ClosePrice and TR.OFFICIALCLOSEPRICE are on "Time Series Data" database.

If the Data Item Browser does not provide enough information on each fields, you can contact Refinitiv Content Support at https://my.refinitiv.com/

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ahs2.png (155.6 KiB)
Upvotes
chavalit-jintamalit avatar image
18.2k ●21 ●13 ●21

Sorry I would like to update my answer a bit.

CF_CLOSE of today is the previous trading day CLOSE (which @jason.ramchandani pointed out, thanks.)

CF_<xx> fields are on realtime data set, while TR.PriceClose is on a time series dataset.

It usually takes some time before the data is ready in time series dataset.

So you have to use "CF_LAST" field for today last price like you experienced it yourselves that the data was not ready yet and you could not retrieve it using TR.PriceClose field.

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