Hi,

I use ek.get_data to retrieve data of Open,High,Low,Close,OpenInterest,Volume, using

df, err = ek.get_data(
    instruments = ['LCOc1'],
    fields = ['TR.CLOSEPRICE.Date','TR.OPENPRICE','TR.HIGHPRICE','TR.LOWPRICE','TR.CLOSEPRICE',
              'TR.OPENINTEREST', 'TR.ACCUMULATEDVOLUME'],
    parameters = {'SDate':'2021-07-01'
                  , 'EDate': '2021-09-28'
                  , 'Frq':'D'}
)

Capture1.JPG

it seem like there is error for "Open Interes" data as there is data for 28SEP2021 which is 135673, please refer to the screenshot below that I retrieve only "Open Interest" data. I understand that this happen because there was a day that Open Interest is <NA> and there is something wrong about to sync data from all fields into a single table result.

If we use TR() function in excel we can put mode "Rh=Date" and it can handle this issue.

Is this a bug? Is there any workaround or other way to retrieve data ?

Please advise. Thank you

Vetit S.

df, err = ek.get_data(
    instruments = ['LCOc1'],
    fields = ['TR.OPENINTEREST.Date',
        'TR.OPENINTEREST'],
    parameters = {'SDate':'2021-07-01'
                  , 'EDate': '2021-09-28'
                  , 'Frq':'D'}
)
df

Capture2.JPG