Discover Refinitiv
MyRefinitiv Refinitiv Perspectives Careers
Created with Sketch.
All APIs Questions & Answers  Register |  Login
Ask a question
  • Questions
  • Tags
  • Badges
  • Unanswered
Search:
  • Home /
  • Eikon Data APIs /
avatar image
Question by sdittmar · Jul 25, 2020 at 10:58 AM · eikoneikon data apibugrhistory

Bug in Excel RHistory interface

I run two time series requests, that should return identical data, but unfortunately they don't and it looks like there is some bug how the data is aggregated during the request.

This is code snippet 1 for replication:

=RHistory("AAPL.O","TRDPRC_1.Timestamp;"&"TRDPRC_1.Open;"&"TRDPRC_1.High;"&"TRDPRC_1.Low;"&"TRDPRC_1.Close;"&"TRDPRC_1.Volume","START:04-Nov-2019:10:00 END:04-Nov-2019:16:30 TIMEZONE:NYC TRADETIME:NO INTERVAL:30M",,"TSREPEAT:NO CH:Fd")

… and code snippet 2:

=RHistory("AAPL.O","TRDPRC_1.Timestamp;"&"TRDPRC_1.Open;"&"TRDPRC_1.High;"&"TRDPRC_1.Low;"&"TRDPRC_1.Close;"&"TRDPRC_1.Volume","START:04-Nov-2019:10:00 END:04-Nov-2019:16:30 TIMEZONE:NYC TRADETIME:YES INTERVAL:30M",,"TSREPEAT:NO CH:Fd")

The only difference between the two snippets is the parameter TRADETIME:YES and NO. This particular example only looks at a single trading day within trading hours (I am aware of the general purpose of the TRADETIME parameter, even if that example makes no use of it, really).

If I compare results, prices are marginally different but volumes are significantly different (see image)!


Why is that?

bug.png (47.3 KiB)

People who like this

0 Show 0
Comment
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

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

2 Replies

  • Sort: 
avatar image
Best Answer
Answer by sdittmar · Jul 27, 2020 at 08:35 AM

The response I received from the Helpdesk:

"TRADETIME:N includes Odd Lot trades, and thus will reflect more trades. Odd Lot trades are NOT included in Trade Time Y, as Odd Lots do not update high, low, last or close. Only Volume for the day."

Comment

People who like this

0 Show 0 · Share
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

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

avatar image
REFINITIV
Answer by chavalit.jintamalit · Jul 25, 2020 at 06:13 PM

Hi @sdittmar

RHistory is part of Eikon Excel product.

You can report this issue to Refinitiv Helpdesk.

The Refinitiv Helpdesk can be reached using Contact Us capability in your Eikon application.
Or by calling the Helpdesk number in your country.
Or at https://my.refinitiv.com/

Comment

People who like this

0 Show 0 · Share
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

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

Watch this question

Add to watch list
Add to your watch list to receive emailed updates for this question. Too many emails? Change your settings >
9 People are following this question.

Related Questions

Why does RHistory not return any US data in the last trading hour during summer time in 2019?

Eikon Excel API formulas disappeared

Foreign purchases of Stocks and bonds and FDI figures

Check for transactions within a day.

Constituent list and weight for .SPX using Python API

  • Feedback
  • Copyright
  • Cookie Policy
  • Privacy Statement
  • Terms of Use
  • Careers
  • Anonymous
  • Sign in
  • Create
  • Ask a question
  • Spaces
  • Alpha
  • App Studio
  • Block Chain
  • Bot Platform
  • Calais
  • Connected Risk APIs
  • DSS
  • Data Fusion
  • Data Model Discovery
  • Datastream
  • Eikon COM
  • Eikon Data APIs
  • Elektron
    • EMA
    • ETA
    • WebSocket API
  • Legal One
  • Messenger Bot
  • Messenger Side by Side
  • ONESOURCE
    • Indirect Tax
  • Open PermID
    • Entity Search
  • Org ID
  • PAM
    • PAM - Logging
  • ProView
  • ProView Internal
  • Product Insight
  • Project Tracking
  • Refinitiv Data Platform
    • Refinitiv Data Platform Libraries
  • Rose's Space
  • Screening
    • Qual-ID API
    • Screening Deployed
    • Screening Online
    • World-Check One
    • World-Check One Zero Footprint
  • Side by Side Integration API
  • TR Knowledge Graph
  • TREP APIs
    • CAT
    • DACS Station
    • Open DACS
    • RFA
    • UPA
  • TREP Infrastructure
  • TRIT
  • TRKD
  • TRTH
  • Thomson One Smart
  • Transactions
    • REDI API
  • Velocity Analytics
  • Wealth Management Web Services
  • World-Check Data File
  • Explore
  • Tags
  • Questions
  • Badges