Upgrade from Eikon -> Workspace. Learn about programming differences.

For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
mzeman avatar image
4 ●1 ●1 ●2

What is the best way to query NAV prices with complete history for multiple assets

When I try to query the NAV prices with:

eikon.get_data(lipper_ids, fields='TR.NETASSETVAL.date;TR.NETASSETVAL;', parameters={'SDate': '1910-01-01', 'EDate': '2020-04-07'})

It takes a long time (about 12 seconds per asset, which is a very slow response), however, it is because of the start date (a lot of items are NaN (because the asset does not have so long history)).

With an empty SDate parameter, only 1 day is obtained.

I would like to ask for the best practice to query data for the whole history of a specific asset.

Thanks.

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apidatadate
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

zoya faberov avatar image   zoya faberov

Hello @mzeman,

Thank you for your participation in the forum.

Is the reply below satisfactory in resolving your query?

If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

-AHS

1 Answer

· Write an Answer
Upvotes
Accepted
zoya faberov avatar image
32.2k ●40 ●11 ●20

Hi @mzeman,

I am not a content expert, but for some of the assets, TR.FundLaunchDate appears to contain the beginning of data.

lipper_rics = ['LP60003333','LP40003333','LP40000644'] 
ek.get_data(lipper_rics, fields='TR.FundLaunchDate')

results in:

(   Instrument Launch Date  
0  LP60003333  2000-03-31  
1  LP40003333  1992-03-20  
2  LP40000644  1963-05-02, None)

Now, there appears to be some exceptions, that do not populate the launch date, if you require any of those, and also considering Eikon Data Limits in force that we do not want to trigger, I would approach those incrementally, from the current date:

1. Retrieve the last 10 years

2. Next, for those Lipper assets that had NaNs at the beginning, stop there, for those that did not, continue, go deeper - > do step 1 for the next 10 years

The described seems to me a working approach, perhaps not the best.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.