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question

Upvotes
39 1 2 4

Received negative volume on June 24th from .AD.N ric

On June 24th, the volumes on NY were very high, with Advancing Volumes exceeding 2^31-1.

ric = “.AD.N”

fields = ['ISSUES_ADV','ISSUES_DEC','ISSUES_UNC','TOT_ISSUES','NEW_HIGHS','VOLUME_ADV','VOLUME_DEC','VOLUME_UNC','TOT_VOLUME','NEW_LOWS']


df,err = ek.get_data(ric,fields)

Returned in df:

{"Status":"Success","Data":{"Instrument":".AD.N","ISSUES_ADV":3486,"ISSUES_DEC":751,"ISSUES_UNC":245,"TOT_ISSUES":4482,"NEW_HIGHS":26,"VOLUME_ADV":-2147483648,"VOLUME_DEC":727025064,"VOLUME_UNC":47062337,"TOT_VOLUME":-2147483648,"NEW_LOWS":480}}

Advanced should be near 2,473,029,156 and total volume 3,400,054,220, not negative numbers

Is this a known issue?


eikon-data-apipythonvolume
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Hi @dgarrard

Thanks for reporting this. I have asked the EDAPI to comment on your observations.

Upvotes
47.3k 111 44 60

@dgarrard

I can replicate this issue with the ACVOL_1 and NUM_MOVES fields which have the same type and length as the TOT_VOLUME and VOLUME_ADV fields.

Yes, you are correct. The problem occurs if the values of those fields exceed 2147483647 (2^31 - 1).

1656423218033.png

The correct value of NUM_MOVES is 2147483648. :

1656423263749.png

I checked the raw data and found that Eikon sent -2147483648 to the API.

2022-06-28 20:36:24,078 P[3520] [MainThread 10636] HTTP Response: {"responses":[{"columnHeadersCount":1,"data":[["TRCCTEST05",2147483647,-2147483648,451.55,451.57]],"headerOrientation":"horizontal","headers":[[{"displayName":"Instrument"},{"displayName":"ACVOL_1","field":"ACVOL_1"},{"displayName":"NUM_MOVES","field":"NUM_MOVES"},{"displayName":"BID","field":"BID"},{"displayName":"ASK","field":"ASK"}]],"rowHeadersCount":1,"totalColumnsCount":5,"totalRowsCount":2}]}

My colleague has contacted the Eikon team to verify the problem.


1656423218033.png (14.7 KiB)
1656423263749.png (30.8 KiB)
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Upvotes
24.6k 86 10 22

Hi @dgarrard

The Eikon API team will escalate this to the Eikon/Workspace Core team

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