I am creating 5-minute charts for the following RICs: NGN20, CLN0, LCOQ0, RBN0, HON0, LGON0. I am using the python data API on a mac computer. All have missing data. I'd also love to attach images that are readable, but the forum data limit doesn't permit that (I've literally tried for the past 30 minutes). If you provide a link I can send the images. Below are the issues I've noticed with the data.
When created using the excel plugin, none of the graphs have missing data. What's going on?
Missing data is also visible with RHistory function.
You see missing data only with get_timeseries because there is a mismatch with startDate/endDate compare to RHistory function.
The reason is RHistory takes time as local whereas get_timeseries takes it as UTC.
To see same missing data with RHistory, try with endDate="16-Jun-2020:23:00" :
15/06/2020 22:58 1.674 9 1.675 1.674 1.675 24
15/06/2020 22:59 1.675 25 1.675 1.673 1.674 86
15/06/2020 23:00 1.673 13 1.675 1.673 1.675 61
16/06/2020 00:01 1.673 31 1.675 1.671 1.673 82
16/06/2020 00:02 1.67 40 1.673 1.67 1.673 91
To align results from both requests, you need to modify your script or RHistory parameter.
from dateutil import tz, parser ... startDate, endDate = '2020-06-15T21:00:00', '2020-06-15T23:00:00' UTC = tz.gettz('UTC') startDate = parser.parse(startDate).astimezone(UTC) endDate = parser.parse(endDate).astimezone(UTC) interval = 'minute' for c in ['NGN20', 'CLN0', 'LCOQ0', 'RBN0', 'HON0', 'LGON0']: df = rdp.legacy.get_timeseries(c, start_date=startDate, end_date=endDate, interval=interval) df.index = df.index.tz_localize(UTC) df.index = df.index.tz_convert(tz.tzlocal()) print(df)
I am not a content expert, but it does not appear to me that any data is missing.
Let me try to explain my thinking on this.
06/14 was a Sun. Was no trading, and is about 10:00 is when trading has started, given GMT and the difference is time zone.
To give an example, if you put into date range
startDate, endDate = '2020-06-11 18:00:00', '2020-06-12 18:00:00'
You should see the complete interval populated
Then, if you try
startDate, endDate = '2020-06-12 18:00:00', '2020-06-13 18:00:00'
You will not see the end, because it was Fri, and the trading has ended
startDate, endDate = '2020-06-13 18:00:00', '2020-06-14 18:00:00'
There is nothing, it's Sat and Sun, no trading.
startDate, endDate = '2020-06-14 18:00:00', '2020-06-15 18:00:00'
The beginning of the range is missing, no trading on Sun, only on Mon, given the correction for Timesone.
We have received the confirmation on the validity of the content you observe from our content experts.
For example, NGN20 is one of NYMEX Natural Gas Commodity Futures from the page <NYM/NG>
The trading hours for this instrument are from 18:00 to 17:15 EST.
In UTC time, it is 22:00 - 21:15, so prior to 22:01 there is an interval of time with no prices, driving the correlated gap in charts.
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