I have a python script that uses ek.get_data to pull a list of fields for various RICs. This has run fine for a long time now, but when using it for year end (31/12/2021) the majority of dataframes retrieved are filled with <NA>. I have tested the script for other dates and there is no such issue, so was wondering if there is a known problem with Python API data for 31st December.
The fields I am trying to pull are as follows:
['TR.CLOSEPRICE.date', 'TR.PriceCloseDate', 'TR.Volume', 'TR.VWAPVOLUME', 'TR.CLOSEPRICE', 'TR.PriceClose', 'CF_CURR', 'TR.AvgDailyVolume100D', 'TR.Volatility60D','TR.ExchangeCountry','TR.PRICECLOSE.Currency']