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nick.zincone avatar image
9.7k ●49 ●38 ●60

Unexpected sort results using get_data from the Eikon Python API

Using version 0.1.7 of the Python Eikon API, I'm seeing some unexpected results when attempting to sort my data. Using the TR_Field function, it provides both the direction of the sort and the priority within the overall sorting expression. The documentation states the highest priority is 0 and the default is None. While there is no description of what 'None' means, I'm assuming if the field is set to None, then this field is not part of the sort algorithm.

For example,

>>> bid=tr.TR_Field('BID')
>>> bid
{'BID': {'sort_dir': 'asc'}}

Doesn't set the sort_priority. I'm assuming because it is not defined within the expression, it must be set to none. Therefore, any data I request for that asks for bid, will not attempt to sort - will display based on the order of the instruments I'm interested in.

However, when I explicitly set the priority to 0, it doesn't seem to make a difference. (See screenshot below).

When I set the priority to 1, I then see the expression include the priority which I would expect the sorting would take affect. However, based on the example within the screenshot below, the data is not ascending, but descending.

As a further test, I explicitly set the sort_dir to 'desc'. When I do this, the display sorts the data - but in ascending order.

This behavior is not expected.

eikoneikon-data-apiworkspaceworkspace-data-apirefinitiv-dataplatform-eikonpythondata
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3 Answers

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tomas.kourim avatar image
23 ●4 ●2 ●9

I came across this problem myself. It's a bug. The following is some code within the eikon module data_grid.py that corresponds to the get_data function.

if sort_priority:field[field_name]['sort_priority'] = sort_priority

When sort_priority is set to 0, the if check evaluates to False. Thus it gets no sort_priority.

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Jirapongse avatar image
38.1k ●71 ●35 ●53

From my test, it works fine with series data. 

bid = ek.TR_Field('TR.HIGHPRICE', sort_dir='desc')
parameters={'SDate':'2016-01-01', 'EDate':'2016-02-01', 'Frq' : 'D'}
data_grid, err = ek.get_data(["AAPL.O", "IBM.N"],bid, parameters=parameters)
data_grid

It may be designed to work with series data by sorting the data within the same RIC.

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Upvotes
nick.zincone avatar image
9.7k ●49 ●38 ●60

Re-visiting this issue, I tested with version 1.0.1.

Note: The TR_Field is documented as a helper function to build the field for the get_data function.

Running some tests with the latest version, I found 4 separate issues (see screen shots):

For Issue 4, the documentation needs to be corrected.


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