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jakub.wielgus avatar image
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Duplicates and missing days in daily data for TR.CompanyMarketCap

When importing daily time series data for TR.CompanyMarketCap there are some duplicates and missing data points. Example:

ek.get_data('SENP.WA', ['TR.CompanyMarketCap.Date', 'TR.CompanyMarketCap.Value'],
            parameters={"Frq": "D", "SDate": '2013-08-01', "EDate": '2013-08-10'})

gives result (see dulicated 2013-08-02 and no data for 2013-08-05):

For ca. 1 million rows of daily data for ca. 400 tickers from Polish market (.WA) 5522 rows for TR.CompanyMarketCap.Value are NaN, so the problem seem to affect around 0,5% of data points in this population.

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Jirapongse avatar image   Jirapongse

@jakub.wielgus

Hi,

Thank you for your participation in the forum.

Is the reply below satisfactory in answering your question? If yes please click the 'Accept' text next to the reply.

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Thanks,

AHS

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jason.ramchandani01 avatar image
10.2k ●18 ●6 ●9

@jakub.wielgus - I can indeed replicate your issue - I have opened a case with our content support team who will look into this data issue with you - your case number is: 09582622 and they will contact you shortly. I hope this can help.

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