I have found that some data items don't return a value using the Python Eikon API. They seem to be ones that are not prefixed with "TR.", which is at the start of most data items in Eikon. Specifically right now, I am having trouble with "PCTCHG_WTD". Below is an example, where 'PCTCHG_WTD returns nothing.
Within the Eikon application, PCTCHG_WTD is a live streaming data item, which is why I want to use it, and not TR.PricePctChgWTD, which only updates once a day. I want the most recent number.
Can you please tell me how to use 'PCTCHG_WTD, PCTCHG_MTD and other data items that don't start with "TR."?
msft = ek.get_data('MSFT.O', ['TR.CompanyName', 'TR.GICSSector', 'TR.SharesOutstanding', 'CF_Last', 'PCTCHG_WTD' ])
These are fields from realtime database, you can use Quote app or "Data Item Browser" app to check if these fields are supported on the instrument or not?
For example, MSFT.O does not support PCTCHG_WTD