ek.get_data - TR.PriceClose.date not working

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Question by lgreen · Dec 02, 2020 at 11:01 PM · eikon python api permid python eikon date #get_data

ek.get_data - TR.PriceClose.date not working

i have the python code:

fields=[ek.TR_Field('TR.PriceClose',
                            {'Frq':'D',
                             'SDate':0,
                             'EDate':-365
                             },'asc',1),

                ek.TR_Field('TR.PriceClose.date',
                            {'Period':'D',
                             'SDate':0,
                             'EDate':-365
                             },'asc',1)

And I run this to get the data for the permid:

df,err=ek.get_data([4295905573],fields)

This returns 1 line with <NA> for both fields.

df
Out[108]: 
            0  TR.PRICECLOSE(EDate=-9999,Frq=D,SDate=0)  \
0  4295905573                                      <NA>   

   TR.PRICECLOSE.DATE(EDate=-9999,Period=D,SDate=0)  
0                                              <NA>

If I use JUST the field PriceClose, I get all the data, but there are no dates so kind of useless...

df
Out[112]: 
     Instrument  Price Close
0    4295281938        15.65
1    4295281938        15.65
2    4295281938        15.65
3    4295281938        15.65
4    4295281938        15.65
..          ...          ...
361  4295281938        15.65
362  4295281938        15.65
363  4295281938        15.65
364  4295281938        15.65
365  4295281938        15.65

[366 rows x 2 columns]

Need to return both price and date.

0

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Answer 1 · 2020-12-03T01:26:53Z

REFINITIV

Best Answer

Answer by chavalit.jintamalit · Dec 03, 2020 at 01:26 AM

Hi @lgreen

Please try this code:

ahs.png (27.7 KiB)

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lgreen · Dec 03, 2020 at 02:43 PM 0

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both of these answers work. thanks

Answer 2 · 2020-12-03T01:41:32Z

Answer by b.lee · Dec 03, 2020 at 01:41 AM

I guess we need to group the pair of fields (date and price) using the same period specification. Can you try:

fields = ek.get_data('4295905573',['TR.PriceClose.Date', 'TR.PriceClose'], {'SDate':0, 'EDate':-365})

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lgreen · Dec 03, 2020 at 02:42 PM 0

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both of these work. thanks.

ek.get_data - TR.PriceClose.date not working

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