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gk21271 avatar image
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ETF historical data not found

Hi,


I am trying to extract ETF's historical data. Strangely, the below ETFs do not produce anything. I tried others like VTI which does deliver, for the same date range.


1658592026473.png


Can someone help understanding as to what do I change to extract information for ETFs in question.


Thanks

python apihistoricaletf
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raksina.samasiri avatar image
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hi @gk21271 ,

I tried to reproduce using your code and print out the error message in the variable 'err' to see what's going on and found that the error is

Unable to resolve all requested identifiers

1658721611754.png

Which means the RIC (identifier used is invalid) Then I tried to search for the RIC in the Eikon Desktop search bar but cannot find the exact RIC you're using, hence I found EMB.O

1658721660959.png

Next, I used the same code with the valid RIC and the output was returned properly, for example, please see the screenshot in the reply

I'd suggest you find the correct RIC and use it instead, it can be found using the Eikon Desktop search bar or the RIC search tool on the developer portal


1658721611754.png (26.5 KiB)
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raksina.samasiri avatar image raksina.samasiri

The result returned properly if the valid RIC is being used1658721958816.png

1658721958816.png (41.7 KiB)
gk21271 avatar image gk21271
Thanks a lot for your response, much appreciated.
raksina.samasiri avatar image raksina.samasiri gk21271

hi @gk21271 ,

This could be what you're looking for

rics = ['EMB.N','BNDX.N','VTIP.N','VCSH.N','SJNK.N','VGIT.N','SPTM.N','SPDW.N','SPEM.N','SPAB.N']
fields = ['TR.PriceClose.Date','TR.PriceClose','TR.Volume']
parameters = {'SDate':'2019-01-01', 'EDate':'2019-08-31', 'FRQ':'D'}  #reduce period for demonstration purpose
df,err = ek.get_data(rics, fields, parameters)
df

1658723772834.png

Hope this helps

1658723772834.png (32.3 KiB)

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