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fetching market close data for 6669.TW I have discrepancies using TR.Volume in Excel Eikon API and C Sharp Eikon API

while fetching market close data for 6669.TW I have discrepancies using TR.Volume in Excel Eikon API and C Sharp Eikon API. I fetched data with Csharp 30 minutes later and Volume increased, is it possible that I am using the wrong formula for previous day market close?

eikon-data-apic#
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@MarkJoseph.Canada

If you are using EikonDataAPI.NET. It may relate to this issue.

The data in the DataFrame can be rounded because it uses System.Single to store the value.

To verify the data, you can use the GetDataRaw method to get the raw content.

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Hi please see response of our client


It is not rounding issue, we are already using GetDataRaw function.
Problem Is that Volumes are different as an example below:

“Volume” in the table above is fetched by Excel Eikon and “TVolume” is fetched 30 mins later via API, both using same formula “TR.Volume”.

We need a market close data as of exact date, it looks like formula TR.Volume is fetching actual real time Volume. Could you elaborate please?

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@MarkJoseph.Canada

If the raw data is not rounded and it is the same as the data in the Dataframe, it could be a content issue.

The following is the definition of the TR.Volume field.

1655975917413.png

You may need to contact the content team to verify the data of 6666.TW at different times.

1655975917413.png (37.0 KiB)
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Thanks for your response. The problem appears to be not in the Excel Eikon API or C Sharp Eikon API (GetDataRaw function is used) functions, but in the way the field is called.

Apparently, calling only

=TR(6669.TW,"TR.Volume") 

is not enough, because then the Date is unknown. The solution would be to call:

=TR(6669.TW,"TR.Volume,TR.Volume.Date")

And then check if the TR.Volume.Date is up-to-date or the value for today is not there yet.

But in this case we know that this field is updated per day. However, what if the field has different update frequency? For instance, TR.FreeFloatPct is updated once per month.

Thus, the question is: is there any way to call the frequency for the field?

Something like,

=TR(6669.TW,"TR.Volume,TR.Volume.Date,TR.Volume.Frequency")
=TR(6669.TW,"TR.FreeFloatPct,TR.FreeFloatPct.Date, TR.FreeFloatPct.Frequency")

would be good (this does not exist, but maybe there is something similar). Also, is there any way to find out which other stats for a field are available (for example: TR.Volume.OtherStat)?


P.S: Calling the history with

=TR(6669.TW,"TR.Volume, TR.Volume.Date", "SDate=1D EDate=-7AY RH=IN")

will be the most complicated solution in order to find the frequency.


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Hi @d.fecher

While monitors on this forum can help with the API, I think the best route to resolve details around the data would be to reach out to the helpdesk by either using the "Help & Support" within the desktop (Eikon/Refinitiv Workspace) or to use the Get Support service.

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Sure, thanks!