rdp.get_data gives incorrect results (while older ek.get_data is correct)

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rknyip

1 ●0 ●1 ●1

rdp.get_data gives incorrect results (while older ek.get_data is correct)

As I used Eikon Python API.

rdp version:

rdp.get_data(['EEMATMIV.U'], ['TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS.Date', 'TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS'], {'SDate': '2000-01-01', 'EDate': '2022-08-25'})

ek version:

ek.get_data(['EEMATMIV.U'], ['TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS.Date', 'TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS'], {'SDate': '2000-01-01', 'EDate': '2022-08-25'})[0]

Rdp returns an incorrect date columns, which fills 2020-01-03 with value (and all values are shifted against the dates). These two codes are expected to give same result. I highly prefer newer RDP as it could be assessed without desktop session opened (Or is there anything equivalent to rdp.open_platform_session for ek API?)

Or alternatively, how could obtain entire historical values through rdp with correct date returned?

Grateful for your answer. Thanks.

refinitiv-dataplatform-eikon python api

Aug 25, 2022 at 10:59 AM

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raksina.samasiri Sep 19, 2022 at 07:01 AM

<AHS>

seems to be the same case with the bug misaligned rows in RDP (case number 11450789)

I've added this information into the email loop related to this bug, and will keep you updated, extending triage for a week

raksina.samasiri Sep 26, 2022 at 08:46 AM

<AHS>

11450789 is still in progress, extend the triage

wasin.w Oct 03, 2022 at 10:14 AM

<AHS>

11450789 is still in progress, extend the triage for a month.

raksina.samasiri Nov 03, 2022 at 10:31 AM

<AHS>

11450789 is still in progress, extend the triage for a month.

wasin.w Dec 06, 2022 at 06:49 AM

<AHS>

11450789 is still in progress, extend the triage for a month.

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Answer 1 · 2022-08-25T13:05:05Z

umer.nalla

25.3k ●87 ●12 ●25

Hi @rknyip

I would recommend you use the newer RD Python Library instead of the older RDP Library (for more information please see the position statement from the RD Product Team)

Regards your actual query, I tried the above code snippets using RD Python Library and Eikon API and the results appear to be identical

You also mention that your prefer using RDP library because it does not require a Desktop session. However, please note that the RDP or RD library not using a Desktop session cannot always access the same data as a Desktop session e.g. the TR. fields. This is mostly due to 3rd party licence/usage rules which only allow some data to be used on a Desktop. It is always possible that much of the data can also be access via an alterntative RDP API - depending on the actual data.

1661432365035.png (122.7 KiB)

Aug 25, 2022 at 01:05 PM

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Answer 2 · 2022-08-26T03:59:13Z

rknyip

1 ●0 ●1 ●1

Hi @umer.nalla, appreciate for the clarification and suggestion using RD library. However, rd.get_data() still fails to work out the correct timestamp in a platform session, with code below and screenshot:

import refinitiv.data as rd
rd_session = rd.session.platform.Definition(app_key='xxxxxx', grant=rd.session.platform.GrantPassword('xxxxxx', 'xxxxx')).get_session()
rd_session.open()
rd.session.set_default(rd_session)
rd.get_data(['EEMATMIV.U'], ['TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS.Date', 'TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS'], 
             {'SDate': '2000-01-01', 'EDate': '2022-08-25'})

I do prefer to use a platform session to be able to work in Linux. Grateful if there is any solution for Linux.

1661486343514.png (213.5 KiB)

Aug 26, 2022 at 03:59 AM

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raksina.samasiri Aug 26, 2022 at 10:48 AM

<AHS>

original code snippet

import refinitiv.data as rd
rd_session = rd.session.platform.Definition(app_key='29d4c9f54fb84f7489472fb7a8c82f747ba2b2f1', grant=rd.session.platform.GrantPassword('rknyip@hkma.gov.hk', 'hkMA2021!')).get_session()
rd_session.open()
rd.session.set_default(rd_session)
rd.get_data(['EEMATMIV.U'], ['TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS.Date', 'TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS'], 
             {'SDate': '2000-01-01', 'EDate': '2022-08-25'})

raksina.samasiri Aug 26, 2022 at 10:49 AM

hi @rknyip ,

please be informed that your app key/username/password was removed from the comment for security purpose.

Answer 3 · 2022-08-26T11:54:38Z

raksina.samasiri

14.2k ●30 ●5 ●10

hi @rknyip ,

We're really sorry for the problem you have been facing.

However, as this is a technical issue on an APIs and the ticket to the Refinitiv helpdesk can be submitted at MyRefinitiv so they can refer the case to the technical support team. For this case, I'm raising a ticket for you and the support team is going to contact you directly to assist with this, the ticket number is 11535863

Hope this helps

Aug 26, 2022 at 11:54 AM

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umer.nalla Aug 30, 2022 at 08:58 AM

I have been advised by the RD Library team that the issue lies with the backend system providing the data.
Depending on whether you use a Platform session or Desktop session, different backend systems are targeted..

The problem probably lies with the ADC system...

raksina.samasiri Sep 09, 2022 at 10:09 AM

noted, thanks Umer.

Answer 4 · 2022-09-19T07:02:38Z

raksina.samasiri

14.2k ●30 ●5 ●10

Hi @rknyip ,

There seems to be a bug related to this that is under investigation, I'll keep you updated.

Sep 19, 2022 at 07:02 AM

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Answer 5 · 2022-09-20T10:12:17Z

rknyip

1 ●0 ●1 ●1

Please, thanks!

Sep 20, 2022 at 10:12 AM

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