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claudiu avatar image
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get_timeseries returns date that does not exist in Eikon and with NA for close price

I use the get_timeseries() from inside R and I have a query that gives a response with NA in the CLOSE field. See the 6/4/2015 NA entry below.

> get_timeseries("ARDM.O",list('TIMESTAMP','CLOSE'),start_date="2015-06-02T00:00:00",end_date="2015-06-06T00:00:00",interval="daily")

TIMESTAMP CLOSE NA

1 2015-06-02T00:00:00Z 6.5473 ARDM.O

2 2015-06-03T00:00:00Z 6.5682 ARDM.O

3 2015-06-04T00:00:00Z <NA> ARDM.O

4 2015-06-05T00:00:00Z 6.57 ARDM.O

I checked and the specific date does not appear in Eikon when opening the standalone window, see attachment with screen picture. Is this a bug?

eikonquotehistapibug.jpg

Thanks,

Claudiu

eikoneikon-data-apiworkspaceworkspace-data-apirefinitiv-dataplatform-eikonpythontime-seriesr
eikonquotehistapibug.jpg (66.8 KiB)
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1 Answer

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Alex Putkov.1 avatar image
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It is definitely not a bug, but probably a data irregularity. If you request all timeseries fields for this RIC you'll see that while there's no price for this RIC on 04Jun2015, COUNT and VOLUME fields are populated. I'm not sure if there may be a legitimate reason to have volume but no price in the timeseries. If you need to find out, raise this question to Thomson Reuters Helpdesk by either calling the Helpdesk number in your country or using Contact Us capability in Eikon application. The issue can be easily reproduced using the following worksheet function in Excel:
=RHistory("ARDM.O",".TIMESTAMP;.OPEN;.HIGH;.LOW;.CLOSE;.VOLUME","INTERVAL:1D START:02JUN15 END:06JUN15")

Company views in Eikon that you included a screenshot of must have implemented the logic to filter out rows with no prices from the timeseries.

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claudiu avatar image claudiu

thanks, taking this with Eikon support

claudiu avatar image claudiu claudiu

Response from Reuters:

"there was an odd lot trade on the NASDAQ stock exchange as of 04 Jun, 2015, we don’t support the odd lot trades due to this we do not have the prices on our product.

If the trades were normal the prices would have been updated on our system."

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