Eikon API - Missing Data (vs Excel/Desktop Application)

Question

question

wesley.ng

4 ●4 ●7 ●11

Eikon API - Missing Data (vs Excel/Desktop Application)

Hi,

import pandas as pd
import eikon as ek 

start_date = '2022-07-22'
end_date = '2022-07-22'
api_key = <API KEY>
id_list = ["US06654DAG25"]

ek.set_app_key(api_key)

if isinstance(id_list, str):
    id_list =[id_list]
  
fields = ['TR.BIDPRICE', 'TR.ASKPRICE', 'TR.ASKPRICE.calcdate', 'TR.FiCurrency']
parameters = {'Frq': 'D', 'Sdate': start_date, 'Edate': end_date}
  
df, _ = ek.get_data(instruments = id_list, fields = fields, parameters = parameters)

Output:

However, using it from Excel:

=@TR("06654DAG2=","TR.BIDPRICE;TR.ASKPRICE","SDate=2022-07-22 CH=Fd RH=IN",B2)

Would appreciate any help as to why NA is being returned.

Thanks.

eikon-data-api refinitiv-dataplatform-eikon api

1659690729105.png (4.2 KiB)

1659690812786.png (3.9 KiB)

Aug 05, 2022 at 09:15 AM

10 |1500

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Answer 1 · 2022-08-19T22:29:36Z

zoya faberov

32.2k ●40 ●11 ●20

Hello @wesley.ng and all,

Conveying the resolution from the support team:

"...Have you tried restarting your computer to refresh your system?

=========
Client replied confirming it's now working. case good to close

"

Aug 19, 2022 at 10:29 PM

10 |1500

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Answer 2 · 2022-08-05T09:37:48Z

Jirapongse

78.9k ●250 ●52 ●74

@wesley.ng

I can run it properly.

You may need to check the error returned from the get_data method.

df, err = ek.get_data(instruments = id_list, fields = fields, parameters = parameters)
err

Are you using "import eikon as ek" or "import refinitiv.dataplatform.eikon as ek"?

1659692154376.png (33.6 KiB)

Aug 05, 2022 at 09:37 AM

10 |1500

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Answer 3 · 2022-08-05T09:41:11Z

wesley.ng

4 ●4 ●7 ●11

Using

import eikon as ek

Have updated the original post accordingly.

Here is the error:

1659692462416.png (21.2 KiB)

Aug 05, 2022 at 09:41 AM

10 |1500

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Answer 4 · 2022-08-05T09:55:51Z

Jirapongse

78.9k ●250 ●52 ●74

@wesley.ng

Please set the log_level to one and share the request and response log.

import eikon as ek
ek.set_log_level(1)

For example:

2022-08-05 16:50:32,075 P[24780] [MainThread 39764] entity: DataGrid_StandardAsync
2022-08-05 16:50:32,076 P[24780] [MainThread 39764] payload: {'requests': [{'instruments': ['US06654DAG25'], 'fields': [{'name': 'TR.BIDPRICE'}, {'name': 'TR.ASKPRICE'}, {'name': 'TR.ASKPRICE.calcdate'}, {'name': 'TR.FiCurrency'}], 'parameters': {'Frq': 'D', 'Sdate': '2022-07-22', 'Edate': '2022-07-22'}}]}
2022-08-05 16:50:32,079 P[24780] [MainThread 39764] Request:{'Entity': {'E': 'DataGrid_StandardAsync', 'W': {'requests': [{'instruments': ['US06654DAG25'], 'fields': [{'name': 'TR.BIDPRICE'}, {'name': 'TR.ASKPRICE'}, {'name': 'TR.ASKPRICE.calcdate'}, {'name': 'TR.FiCurrency'}], 'parameters': {'Frq': 'D', 'Sdate': '2022-07-22', 'Edate': '2022-07-22'}}]}}}
2022-08-05 16:50:32,080 P[24780] [MainThread 39764] Request to http://127.0.0.1:9001/api/v1/data
    headers = {'Content-Type': 'application/json', 'x-tr-applicationid': '...', 'Authorization': 'Bearer ...'}
    params = None
2022-08-05 16:50:33,509 P[24780] [MainThread 39764] Send request with headers [(b'Host', b'127.0.0.1:9001'), (b'Accept', b'application/json'), (b'Accept-Encoding', b'gzip, deflate'), (b'Connection', b'keep-alive'), (b'User-Agent', b'python-httpx/0.21.3'), (b'Content-Type', b'application/json'), (b'x-tr-applicationid', b'...'), (b'Content-Length', b'296')] and cookies None
2022-08-05 16:50:33,510 P[24780] [MainThread 39764] HTTP request response 200: {"responses":[{"columnHeadersCount":1,"data":[["US06654DAG25",79.684,79.932,"2022-07-22","USD"]],"headerOrientation":"horizontal","headers":[[{"displayName":"Instrument"},{"displayName":"Bid Price","field":"TR.BIDPRICE"},{"displayName":"Ask Price","field":"TR.ASKPRICE"},{"displayName":"Calc Date","field":"TR.ASKPRICE.calcdate"},{"displayName":"Currency","field":"TR.FICURRENCY"}]],"rowHeadersCount":1,"totalColumnsCount":5,"totalRowsCount":2}]}
2022-08-05 16:50:33,512 P[24780] [MainThread 39764] HTTP Response code: 200
2022-08-05 16:50:33,513 P[24780] [MainThread 39764] HTTP Response: {"responses":[{"columnHeadersCount":1,"data":[["US06654DAG25",79.684,79.932,"2022-07-22","USD"]],"headerOrientation":"horizontal","headers":[[{"displayName":"Instrument"},{"displayName":"Bid Price","field":"TR.BIDPRICE"},{"displayName":"Ask Price","field":"TR.ASKPRICE"},{"displayName":"Calc Date","field":"TR.ASKPRICE.calcdate"},{"displayName":"Currency","field":"TR.FICURRENCY"}]],"rowHeadersCount":1,"totalColumnsCount":5,"totalRowsCount":2}]}
2022-08-05 16:50:33,514 P[24780] [MainThread 39764] Response size: 530

You may try to use id_list = ["06654DAG2="] instead.

start_date = '2022-07-22'
end_date = '2022-07-22'
id_list = ["06654DAG2="]
 
if isinstance(id_list, str):
    id_list =[id_list]
  
fields = ['TR.BIDPRICE', 'TR.ASKPRICE', 'TR.ASKPRICE.calcdate', 'TR.FiCurrency']
parameters = {'Frq': 'D', 'Sdate': start_date, 'Edate': end_date}
  
df, err = ek.get_data(instruments = id_list, fields = fields, parameters = parameters)
df

Aug 05, 2022 at 09:55 AM

10 |1500

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Answer 5 · 2022-08-05T09:59:57Z

wesley.ng

4 ●4 ●7 ●11

I can't use the RIC instead of the ISIN due to the existing process I've set up - this is one ISIN out of hundreds that is failing - the rest work fine.

Log response:

2022-08-05 17:58:03,609 P[31436] [MainThread 18388] entity: DataGrid_StandardAsync
2022-08-05 17:58:03,612 P[31436] [MainThread 18388] payload: {'requests': [{'instruments': ['US06654DAG25'], 'fields': [{'name': 'TR.BIDPRICE'}, {'name': 'TR.ASKPRICE'}, {'name': 'TR.ASKPRICE.calcdate'}, {'name': 'TR.FiCurrency'}], 'parameters': {'Frq': 'D', 'Sdate': '2022-07-22', 'Edate': '2022-07-22'}}]}
2022-08-05 17:58:03,615 P[31436] [MainThread 18388] Request:{'Entity': {'E': 'DataGrid_StandardAsync', 'W': {'requests': [{'instruments': ['US06654DAG25'], 'fields': [{'name': 'TR.BIDPRICE'}, {'name': 'TR.ASKPRICE'}, {'name': 'TR.ASKPRICE.calcdate'}, {'name': 'TR.FiCurrency'}], 'parameters': {'Frq': 'D', 'Sdate': '2022-07-22', 'Edate': '2022-07-22'}}]}}}
2022-08-05 17:58:03,618 P[31436] [MainThread 18388] Request to http://127.0.0.1:9060/api/v1/data
headers = {'Content-Type': 'application/json', 'x-tr-applicationid': '...', 'Authorization': 'Bearer...'}
params = None
2022-08-05 17:58:05,646 P[31436] [MainThread 18388] HTTP request response 200: {"responses":[{"columnHeadersCount":1,"data":[["US06654DAG25",null,null,null,"USD"]],"error":[{"code":416,"col":1,"message":"Unable to collect data for the field 'TR.BIDPRICE' and some specific identifier(s).","row":0},{"code":416,"col":2,"message":"Unable to collect data for the field 'TR.ASKPRICE' and some specific identifier(s).","row":0},{"code":416,"col":3,"message":"Unable to collect data for the field 'TR.ASKPRICE.calcdate' and some specific identifier(s).","row":0}],"headerOrientation":"horizontal","headers":[[{"displayName":"Instrument"},{"displayName":"Bid Price","field":"TR.BIDPRICE"},{"displayName":"Ask Price","field":"TR.ASKPRICE"},{"displayName":"Calc Date","field":"TR.ASKPRICE.calcdate"},{"displayName":"Currency","field":"TR.FICURRENCY"}]],"rowHeadersCount":1,"totalColumnsCount":5,"totalRowsCount":2}]}
2022-08-05 17:58:05,650 P[31436] [MainThread 18388] HTTP Response code: 200
2022-08-05 17:58:05,652 P[31436] [MainThread 18388] HTTP Response: {"responses":[{"columnHeadersCount":1,"data":[["US06654DAG25",null,null,null,"USD"]],"error":[{"code":416,"col":1,"message":"Unable to collect data for the field 'TR.BIDPRICE' and some specific identifier(s).","row":0},{"code":416,"col":2,"message":"Unable to collect data for the field 'TR.ASKPRICE' and some specific identifier(s).","row":0},{"code":416,"col":3,"message":"Unable to collect data for the field 'TR.ASKPRICE.calcdate' and some specific identifier(s).","row":0}],"headerOrientation":"horizontal","headers":[[{"displayName":"Instrument"},{"displayName":"Bid Price","field":"TR.BIDPRICE"},{"displayName":"Ask Price","field":"TR.ASKPRICE"},{"displayName":"Calc Date","field":"TR.ASKPRICE.calcdate"},{"displayName":"Currency","field":"TR.FICURRENCY"}]],"rowHeadersCount":1,"totalColumnsCount":5,"totalRowsCount":2}]}
2022-08-05 17:58:05,662 P[31436] [MainThread 18388] Response size: 937

Aug 05, 2022 at 09:59 AM

10 |1500

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Jirapongse Aug 05, 2022 at 10:21 AM

@wesley.ng

The request messages are similar but the responses are different. It could be a permission issue.

I have submitted a new case on your behalf to the Eikon support team to verify what the problem is. The case number is 11481934. The Eikon support team will contact you directly to investigate the issue.

wesley.ng Jirapongse Aug 05, 2022 at 02:27 PM

Thanks Jirapongse, have a good weekend.

Q&A Forum

question

Eikon API - Missing Data (vs Excel/Desktop Application)

5 Answers

Write an Answer

question

Eikon API - Missing Data (vs Excel/Desktop Application)

5 Answers

Write an Answer

Related Questions