Hi @ken03 ,

To retrieve Price Close for each Dividend Ex Div, you need to split into 3 steps:

1. request Dividend Ex date
2. request Price Close for each Div Ex date
3. append Price Close to initial result

Example:

df, err = ek.get_data(
    instruments = [Instrument],
    fields = ['TR.DivAdjustedNet', 'TR.DivAdjustedGross', 'TR.DivRecordDate', 'TR.DivPayDate', 'TR.DivExDate'],
    parameters={'SDate': '2021-10-01', 'EDate': 1,}
)
prices = []
for d in df["Dividend Ex Date"]:
    price_df, err = ek.get_data(
        instruments = ["AAPL.O"],
        fields = ['TR.PriceClose.date', 'TR.PriceClose'],
        parameters={'SDate': d}
    )
    prices.append(price_df["Price Close"][0])
    print(price_df.to_string())

df["Price Close"] = prices
display(df)

To optimize, I'll recommend you to migrate from eikon to refinitv-data library and use asynchronous get_data_async() function to retrieve Price Close with a multi-treaded implementation:

import refinitiv-data as rd
import asyncio

session = rd.session.desktop.Definition(app_key="<YOUR APP KEY>").get_session()
rd.session.set_default(session)
session.open()

ex_div_dates = rd.get_data(
    universe=["AAPL.O"],
    fields=['TR.DivAdjustedNet', 'TR.DivAdjustedGross', 'TR.DivRecordDate', 'TR.DivPayDate', 'TR.DivExDate'],
    parameters={'SDate': '2021-10-01', 'EDate': 1,}
)
dates = [str(d.date()) for d in ex_div_dates["Dividend Ex Date"]]
ex_div_dates.set_index("Dividend Ex Date", inplace=True)

loop = asyncio.get_event_loop()
tasks = [loop.create_task(
    rd.content.fundamental_and_reference.Definition(
        universe=["AAPL.O"],
        fields=['TR.PriceClose.date', 'TR.PriceClose'],
        parameters={'SDate': d}).get_data_async()) for d in dates]

results = loop.run_until_complete(asyncio.gather(*tasks))
prices = pd.concat([r.data.df for r in results])
prices.sort_values(by=["Date"])
prices.set_index("Date", inplace=True)
final_result = pd.merge(ex_div_dates, prices, left_index=True, right_index=True))
display(final_result)

session.close()

Hi

1. Is refinitv-data library the new method for get_data?

2. i am trying to concat the data which i retrieve from get_data and get_time series for this purpose. but it seems that the date time format retrieved using each is different, for get_data it returns the date plus 0.00.00YZ and for get_time series it only returns the date, hence the different formating is affecting the concat function.

@pf please try using the data from Realty Income Trust