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question

alekseenkova.marina avatar image
50 0 1 4

How coud I retrieve NDA_RAW.Nda_date and NDA_RAW.Nda_volume via Python Eikon Data API properly?

I tried the following formula but it retrieved NA:


ek.get_timeseries(rics=['MPAA.O'], fields=['NDA_RAW.Nda_date','NDA_RAW.Nda_volume'], start_date='2005-01-01',end_date= '2005-03-22', interval = 'daily')


Your colleague advised me usind NDA_RAW.Nda_volume because it is more accurate than other indicators of volume.


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1 Answer

raksina.samasiri avatar image
4.2k 6 5 8

hi @alekseenkova.marina ,

The field 'NDA_RAW' is only available on RHistory function in the Eikon Excel, not the Eikon Data API, to retrieve the same value, you can use the code below.

df, err = ek.get_data('MPAA.O', ['TR.ACCUMULATEDVOLUME.date', 'TR.ACCUMULATEDVOLUME'], 
    {'SDate':'2005-01-01', 'EDate':'2005-03-22', 'Frq':'D'})
df

Here's the output, it's matched with the output from RHistory function

1652795203882.png

Hope this helps


1652795203882.png (110.4 KiB)
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Dear @raksina.samasiri, what is the difference in the resulted data between the code you provided and the following one:

import refinitiv.data as rd

rd.open_session()

rd.get_history(universe="MPAA.O", fields=["ACVOL_UNS"], interval="1D", start="2005-01-01", end="2005-03-22")

?


Dear @alekseenkova.marina,

As I compared the result from the code posted by you and me, the value are all matched

Plus, here's the description of both fields from DIB (Data Item Browser) app in Eikon Desktop

1652799087217.png

1652799066002.png

However, this forum is more for programming-type queries, rather than content queries such as this one. I would recommend you to contact the Eikon support team directly via MyRefinitiv to clarify the difference between those fields

1652799066002.png (44.0 KiB)
1652799087217.png (92.4 KiB)

Dear @raksina.samasiri,


Could you tell me, please, why when I lauch the code rd.get_history(universe="MPAA.O", fields=["ACVOL_UNS"], interval="1D", start="2005-01-01", end="2005-03-22") in CODEBOOK I do not have any problems, whereas I launch the same code in Jupyter I get the following error message:

refinitiv.data._errors.RDError: Error code 1 | No data to return, please check errors: ERROR: No successful response.

(TS.Interday.UserRequestError.70005, The universe is not found.. Requested ric: MPAA.PK. Requested fields: ['ACVOL_UNS', 'DATE'])

I request data for MPAA.O and not MPAA.PK
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