Upgrade from Eikon -> Workspace. Learn about programming differences.

For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
5 3 3 5

get_timeseries trading calendar

Hi,

I have the below identifiers/descriptions and fields for which i'm trying to pull a 3 year series.


#Identify Tickers/Indices

Ticker1= 'US3MT=RR'

Ticker1_desc = '3M'

Ticker2= 'US6MT=RR'

Ticker2_desc = '6M'

Ticker3= 'US1YT=RR'

Ticker3_desc = '1Y'

Ticker4= 'US2YT=RR'

Ticker4_desc = '2Y'

Ticker5= 'US5YT=RR'

Ticker5_desc = '5Y'

Ticker6= 'US7YT=RR'

Ticker6_desc = '7Y'

Ticker7= 'US10YT=RR'

Ticker7_desc = '10Y'

Ticker8= 'US20YT=RR'

Ticker8_desc = '20Y'

Ticker9= 'US30YT=RR'

Ticker9_desc = '30Y'

Ticker10= 'USBEI1Y=RR'

Ticker10_desc = '1Y_BE'

Ticker11= 'USBEI5Y=RR'

Ticker11_desc = '5Y_BE'

Ticker12= 'USBEI10Y=RR'

Ticker12_desc ='10Y_BE'

Ticker13= 'USBEI20Y=RR'

Ticker13_desc = '20Y_BE'

Ticker14= 'USBEI30Y=RR'

Ticker14_desc = '30Y_BE'


#Identify Fields

Field1 = 'CLOSE'


The example call i'm using is:

Ticker1_df = ek.get_timeseries(Ticker1, start_date=s_date,end_date=e_date,fields=Field1,calendar='tradingdays').rename(columns={"CLOSE": Ticker1_desc})

I combine all of the series' into one combined dataframe and when I downloaded the resultant concatenated dataframe, I noticed two things I wanted to ask about:

1. Why are holidays/weekends included in the series? 2/15/21 (a US holiday) shows up as a row but there are no prices for any vehicle on that day. Same thing for 5/9/21 which was a Sunday. Since I'm trying

2. Why do (on some trading days), the breakeven tickers not display a price? For example, I don't see prices for 3/22/21-3/24/21 for the 5 year breakeven rate (Ticker11 above).

Just want to make sure i'm not doing something wrong before i adjust for these situations within the code itself.

Thanks!

eikoneikon-data-apirefinitiv-dataplatform-eikonworkspaceworkspace-data-api
icon clock
10 |1500

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

Hello @jason.miller

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

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,


AHS


Upvotes
Accepted
79.2k 251 52 74

@jason.miller

It is better to verify the data with Eikon chart. If Eikon chart shows the same data, it could be a content question.

For example, Eikon chart doesn't show prices on 3/22/21-3/24/21 for USBEI5Y=RR.

It shows the N/A value for Last for USBEI5Y=RR.

For these questions, please directly contact the content support team via MyRefinifiv to verify the problem.


1621571446716.png (11.8 KiB)
1621571862331.png (7.8 KiB)
icon clock
10 |1500

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

Upvotes
5 3 3 5

Ok, I'll reach out to the help desk regarding the content. Regarding question #1, do you have any idea why holidays/weekends are showing up in the data series even though i used the 'tradingdays' argument?

icon clock
10 |1500

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

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

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