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sisa.mayekiso avatar image
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get_timeseries : Chain RIC closing yields

Hi,

Have the following code looking to extract Closing yields for the 60 attached Chain RIC for the last 12 months. The program runs but there significant gaps in the data output across the various RICS. Is the a better way to make this call to render all the data?This is my code and the Instrument Codes:

data_instr = pd.DataFrame(data_extract,columns= ['Instrument'])

Column_list =[]

for rows in data_instr.itertuples():

my_list = rows.Instrument

Column_list.append(my_list)

stocks_list = Column_list


df = ek.get_timeseries(stocks_list, fields='CLOSE',

start_date="2019-01-01",

end_date="2019-12-31",

interval='daily')

Instrument Codes.txt

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apitime-serieschain-ric
instrument-codes.txt (790 B)
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Jirapongse avatar image   Jirapongse

@sisa.mayekiso

Hi,

Thank you for your participation in the forum.

Are any of the replies below satisfactory in resolving your query?

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

Otherwise please post again offering further insight into your question.

Thanks,

AHS

veerapath.rungruengrayubkul avatar image   veerapath.rungruengrayubkul

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

Thanks,

AHS

2 Answers

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nick.zincone avatar image
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Hi @sisa.mayekiso,

I don't believe it is a function of your specific algorithm that is creating gaps in the data. The data itself, based on the timeframe you specified may not all have the historical close prices. In some cases, I do see gaps within the data when looking at more recent history. This may be due to the nature of the data.

I would suggest you open a ticket within the Refinitiv Helpdesk and provide a few examples of the elements within your list for an explanation as to why there are gaps. For example, I did a quick test for one of the instruments in the month of December, 2019. You can see that there are a number of gaps without Closing data:

Note: Make sure you frame the question around the nature of the data as opposed to the use of the API.


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sisa.mayekiso avatar image
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Thanks Nick! I will route it through my Account Manager to ensure that its framed appropriately to the HelpDesk.

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