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unexpected IndexError

I am getting a really strange error when executing following lines

IndexError: index 2 is out of bounds for axis 0 with size 2

This is unexpected to me because it only happens to this 2 RICs. Anyone has any clue on why these 2 RICs are so special?


rics = ['005110.KS', '005160.KQ']
df2 = ek.get_timeseries(rics=rics, start_date='2021-04-06', end_date='2021-04-06', corax='unadjusted')
df2.stack(level=-2)
eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apitimeseries
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Hello @Max.Zhu

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS


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Thanks,


AHS


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@Max.Zhu Yes it took me a while! So the issue here seems to be something with the stack routine that doesn't like integer values. So if you look at df2.info() for the Korean stocks that are causing issues - they are of int64 type:

Now if I change the dataframe Dtype from int64 to float then try the stack:

df3 = df2.astype(float).copy()
df3.stack(level=-2)

It all works fine, So I believe this is some DType issue with Pandas' stack routine. I will also speak to the dev team to check if the type conversions at our end are all correct.

I also checked with some other RICs ['VOD.L','BARC.L'] and they returned a mixture of floats and ints and it all worked correctly. I hope this can help.



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That's in fact exactly what I did offline to workaround the issue...


Thanks for confirming this! It will be good if Eikon API can do the conversion automatically.

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