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Upvotes
Accepted
3 2 2 4

Redundant data from ek.get_data API

Hi there,

60 tickers on single date while return 75 rows, please advise


df,e = ek.get_data(['CLH0^2', 'CLJ0^2', 'CLK0^2', 'CLM0^2', 'CLN0^2', 'CLQ0^2', 'CLU0^2', 'CLV0^2', 'CLX0^2', 'CLZ0^2', 'CLF1^2', 'CLG1^2', 'CLH1^2', 'CLJ1^2', 'CLK1^2', 'CLM1^2', 'CLN1^2', 'CLQ1^2', 'CLU1^2', 'CLV1^2', 'CLX1^2', 'CLZ1^2', 'CLF2^2', 'CLG2^2', 'CLH2^2', 'CLJ2^2', 'CLK2', 'CLM2', 'CLN2', 'CLQ2', 'CLU2', 'CLV2', 'CLX2', 'CLZ2', 'CLF3', 'CLG3', 'CLH3', 'CLJ3', 'CLK3', 'CLM3', 'CLN3', 'CLQ3', 'CLU3', 'CLV3', 'CLX3', 'CLZ3', 'CLF24', 'CLG24', 'CLH24', 'CLJ24', 'CLK24', 'CLM24', 'CLN24', 'CLQ24', 'CLU24', 'CLV24', 'CLX24', 'CLZ24', 'CLF25', 'CLG25'], ['TR.OPENPRICE', 'TR.HIGHPRICE', 'TR.LOWPRICE', 'TR.CLOSEPRICE', 'TR.SETTLEMENTPRICE', 'TR.TSVWAP', 'TR.ACCUMULATEDVOLUME', 'TR.OPENINTEREST'], {'SDate': '2020-03-05', 'EDate': '2020-03-05', 'Frq': 'D'})

python
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CLH0^2 53.5 54.5 53.22 53.77 53.78 53.7955 30667 45
CLH0^2 53.5 54.5 53.22 53.77 53.78 53.7955 30667 45
CLH0^2 53.5 54.5 53.22 53.77 53.78 53.7955 30667 45
CLH0^2 53.5 54.5 53.22 53.77 53.78 53.7955 30667 45
CLH0^2 53.5 54.5 53.22 53.77 53.78 53.7955 30667 45
CLH0^2 53.5 54.5 53.22 53.77 53.78 53.7955 30667 45
CLH0^2 53.5 54.5 53.22 53.77 53.78 53.7955 30667 45
CLH0^2 53.5 54.5 53.22 53.77 53.78 53.7955 30667 45
CLH0^2 53.5 54.5 53.22 53.77 53.78 53.7955 30667 45
CLH0^2 53.5 54.5 53.22 53.77 53.78 53.7955 30667 45
CLH0^2 53.5 54.5 53.22 53.77 53.78 53.7955 30667 45
CLJ0^2 47.13 47.57 45.65 46.01 45.9 46.67241 704591 392112
CLK0^2 47.38 47.72 45.82 46.17 46.06 46.75065 164215 263380
CLM0^2 47.46 47.86 45.96 46.32 46.21 46.90509 116568 241916
CLN0^2 47.69 47.95 46.14 46.45 46.34 47.040859999999995 46896 154011
CLQ0^2 47.74 48.05 46.25 46.55 46.45 47.12652 23281 91785
CLU0^2 47.72 48.07 46.32 46.62 46.54 47.16016 31626 119580
CLV0^2 47.99 48.1 46.47 46.75 46.61 47.163940000000004 12915 99239
CLX0^2 48.05 48.15 46.5 46.74 46.72 47.23465 6268 76155
CLZ0^2 48.03 48.33 46.62 46.95 46.84 47.42137 59622 250707
CLF1^2 48.36 48.36 46.82 47.02 46.92 47.5865 2474 52637
CLG1^2 48.27 48.29 46.8 47.01 46.98 47.57243 1456 28788
CLH1^2 48.11 48.25 46.95 47.08 47.05 47.37571 4373 36491
CLJ1^2 47.76 47.76 47.51 47.51 47.14 47.635 324 19802
CLK1^2 47.85 47.85 47.6 47.6 47.22 47.725 223 17385
CLM1^2 48.34 48.62 47.17 47.43 47.31 47.85836 12085 74379
CLN1^2 47.99 48.08 47.37 47.37 47.37 47.792 90 16972
CLQ1^2 48.05 48.13 48.05 48.13 47.44 48.09 82 10741
CLU1^2 48.18 48.21 47.89 47.89 47.53 48.159 1679 19385
CLV1^2 48.31 48.31 48.31 48.31 47.63 48.31 9 7760
CLX1^2 48.33 48.4 47.68 47.68 47.74 47.99286 29 8050
CLZ1^2 48.74 49.01 47.68 47.97 47.85 48.264070000000004 21221 86314
CLF2^2 48.48 48.53 48.27 48.27 47.9 48.464 21 6844
CLG2^2 48.7 48.7 48.58 48.58 47.95 48.67 4 5043
CLH2^2 48.5 48.5 48.5 48.5 48.02 48.5 120 8019
CLJ2^2 48.1 0 2648
CLK2 48.19 0 2780
CLM2 48.92 49.09 48.41 48.56 48.28 48.75507 1713 23480
CLN2 48.32 1 2990
CLQ2 48.37 1 2683
CLU2 48.8 48.9 48.8 48.9 48.44 48.85 0 2005
CLV2 48.52 0 2995
CLX2 48.62 0 3755
CLZ2 49.52 49.52 48.68 48.87 48.73 49.1758 6248 47229
CLF3 48.77 0 1112
CLG3 48.81 0 3298
CLH3 48.85 402 2651
CLJ3 48.9 400 2800
CLK3 48.97 0 106
CLM3 49.06 112 6900
CLN3 49.1 0 8
CLQ3 49.15 0 325
CLU3 49.22 0 650
CLV3 49.3 0 325
CLX3 49.39 0 327
CLZ3 50.05 50.05 49.44 49.45 49.47 49.62263 550 18292
CLF24 49.48 0 393
CLG24 50.02 50.02 50.02 50.02 49.47 50.02 0 67
CLG24 50.02 50.02 50.02 50.02 50.02
CLG24 50.02 50.02 50.02 50.02 50.02
CLG24 50.02 50.02 50.02 50.02 50.02
CLG24 50.02 50.02 50.02 50.02 50.02
CLG24 50.02 50.02 50.02 50.02 50.02
CLH24 49.53 0 66
CLJ24 49.59 0 66
CLK24 49.63 0 66
CLM24 49.71 0 2346
CLN24 49.74 0 66
CLQ24 49.71 0 66
CLU24 49.82 0 66
CLV24 49.89 0 66
CLX24 49.93 0 66
CLZ24 50.05 50.05 50.05 50.05 50.02 50.05 96 9401
CLF25 50.06 0 46
CLG25 50.08 0 46


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Upvotes
81.3k 267 53 76

@zhangjin

I checked and found that there are redundant entries for CLH0^2 and CLG24. The problem does happen in Eikon Excel.

92272-1.png

It may relate to the TR.OPENPRICE.Date and TR.SETTLEMENTPRICE.Date.

I have created a new case for the Eikon Excel support team on your behalf to verify this behavior. The case number is 11125374. The Eikon support team will contact you and verify this behavior.


92272-1.png (36.4 KiB)
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@Jirapongse Hi please fully communicate with your content team that you use Excel to identify the issue, while user spotted this issue in Eikon Python API.

Otherwise your content team will turn to me and ask for the Excel file which you used. It did happen in my previous threads.

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25.7k 58 17 14

Hello @zhangjin

I checked with the internal team. The issue has been fixed in the platform.

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14.7k 30 5 10

Hi @zhangjin ,

I've checked and found that this issue has been fixed

1680493426049.png


1680493426049.png (19.8 KiB)
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