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Question by YC · Jun 23, 2020 at 09:46 AM · eikon apiget_data paramsmost recent data

How to get most recent value if the value not available for a specific date?

Hello. When using EIKON DATA API get_data() to retrieve a field such as TR.DividendYield for a specific date say 2019-08-31, the data is not available for some stocks on that specific date but is available for an earlier date say 2019-08-30. Is there any query parameter I can add to make get_data() return any most recent data without me issue another query for that earlier date? Thank you.

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Answer by chavalit.jintamalit · Jun 23, 2020 at 12:18 PM

Hi @YC

There is no parameters to fill the "NaN" data with the earliest available data point.


I suggest that you can retrieve data in range and if the data point on the specific date is not available, you can look back to the earliest available data point.



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YC · Jun 23, 2020 at 02:26 PM 0
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Hi Chavalit, thank you so much for your reply and suggestion.

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