I am using Dex2 COM to download the time series data from 1/1/2001 to 15/9/2017, with the fields TR.PriceClose and TR.Volume, of the ticker 0001.HK. I found that all the data points could be retrieved except on the day 26/5/2003 which was missing. However, I could get this data point by using Thomson Reuters Office Excel RHistory() function. I would like to know whether it is the only missing day with Dex2 COM, or there are other missing days too. I found that other tickers, like 0002.HK, 0003.HK, etc., also got 26/5/2003 data missing. Can I prevent this missing data using other Eikon API, like .Net API?
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The best way to get content questions such as this one answered is to open a service case with Thomson Reuters Helpdesk by either calling the Helpdesk number in your country or by using Contact Us capability in Eikon application. This issue is easily reproducible using Eikon Excel, which makes it easy to demonstrate to the Helpdesk: just compare the output of these two Excel worksheet functions:
=RHistory("0001.HK",".TIMESTAMP;.CLOSE","INTERVAL:1D START:01MAY03 END:31MAY03")
and
=TR("0001.HK","TR.PriceClose.date;TR.PriceClose","Edate=01MAY03 Sdate=31MAY03")
and see that the latter is missing 26MAY03.
