While trying to retrieve the historical data for some convertibles (RICs = ['JEdbc.TO^I20', 'JEdbd.TO^I20], I got inconsistent results from ek.get_timeseries() and ek.get_data(). Specifically, the former returns data while the latter returns NA. See detail below,
df = ek.get_timeseries(rics, start_date=dt.datetime(2020,3,25),
df1, er = ek.get_data(rics, ['TR.PriceClose', 'TR.IssueMarketCap', 'TR.IssueMarketCap.Date'],
Instrument Price Close Issue Market Cap Date
Lastly, a call of get_timeseries() using package eikonapir in R results in errors:
start_date = '2020-03-25',
end_date = '2020-03-31')
# Error in 1:nrow(input_data_frame) : argument of length 0
I would highly appreciate if you could look into these inconsistencies and advise any suggestions/solutions.
I am not familiar with R, but could you try named arguments like -
get_timeseries(rics = list('JEdbc.TO^I20', 'JEdbd.TO^I20'), fields = list("*"), start_date = "2020-03-25T00:00:00", end_date = "2020-03-31T00:00:00")
and see if that works. If it still does not, we can try to figure it out.
Please see this answer about the differences between get_data and get_timeseries api call. These both access a different backend service and the timeseries can only retrieve Open/High/Low/Close bar data.
The fields that you specified - TR.PriceClose, TR.IssueMarketCap are not available in Data Item Browser for this convertible debenture.