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wyj avatar image
7 ●3 ●2 ●7

How to get trading status of RICs through python api ?

@alex

when i run the below codes 

start=time.strftime("%Y-%m-%dT01:29:00",time.localtime(time.time()))
end=time.strftime("%Y-%m-%dT07:00:00",time.localtime(time.time()))
df=ek.get_timeseries(['000001.SZ','600781.SS'],fields=["Open","High","Low","Close","Volume"], start_date = start,end_date =end,interval='minute')

I get the result like this: "ERROR"

('600781.SS', ': ', 'Error: TSINoDataAvailable, ErrorCode: TA-TSINoDataAvailable, Fault: TSIError, Description: No data available for the requested date range', '\n')

and I know the reason is that RIC(600781.SS) is suspended on Nov-23-2017。

Is there a function to calculate fun(600781.SS) 's trading status ,for example I hava a code list like this

lst=['000001.SZ',
 '000002.SZ',
 '000004.SZ',
 '000005.SZ',
 '000008.SZ',
 '000009.SZ',
 '000010.SZ',
 '000011.SZ',
 '000012.SZ',
 '000014.SZ',
 '000016.SZ',
 '000017.SZ',
 '000018.SZ',
 '000020.SZ',
 '000021.SZ',
 '000022.SZ',
 '000023.SZ',
 '000025.SZ',]
if there is a function to get trading status , I can avoid upper "ERROR"s when I try to get data .Thanks a lot!@ Alex Putkov @ jirapongse.phuriphanvichai
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1 Answer

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Jirapongse avatar image
38.1k ●71 ●35 ●53

You can try this one:

df = ek.get_data(['600781.SS', '000001.SZ', '000002.SZ', '000004.SZ', '000005.SZ', '000008.SZ', '000009.SZ', '000010.SZ', '000011.SZ', '000012.SZ', '000014.SZ', '000016.SZ', '000017.SZ', '000018.SZ', '000020.SZ', '000021.SZ', '000022.SZ', '000023.SZ', '000025.SZ'], ["PRC_QL_CD"])

The result is:

(   Instrument PRC_QL_CD
 0   600781.SS       SDL
 1   000001.SZ          
 2   000002.SZ          
 3   000004.SZ          
 4   000005.SZ          
 5   000008.SZ          
 6   000009.SZ          
 7   000010.SZ          
 8   000011.SZ          
 9   000012.SZ          
 10  000014.SZ          
 11  000016.SZ          
 12  000017.SZ          
 13  000018.SZ          
 14  000020.SZ       SUS
 15  000021.SZ          
 16  000022.SZ       SUS
 17  000023.SZ          
 18  000025.SZ          , None)

The above code shows the value of PRC_QL_CD which is a real-time field.

The definition of this field is defined in the RDMFieldDictionary file. 

PRC_QL_CD  "PRICE CODE"           118  NULL        ENUMERATED    3 ( 3 )  ENUM             1
!
! Price qualifier code for equities, bonds, and options, generally related to the 
! quote price.

It is an enumerated field. Its values are defined in the enumtype.def file.

PRC_QL_CD    118
!
! VALUE      DISPLAY   MEANING
! -----      -------   -------
      0        "   "   normal market or not allocated
...
     19        "SDL"   instrument suspended while drawing of lots takes place
...
     54        "SUS"   Suspended
...
     94        "CLS"   Market closed
...
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wyj avatar image wyj

@ jirapongse.phuriphanvichai

Yeah， that's exactly what i want, thanks very much!

Further Question:

df=ek.get_timeseries(['000001.SZ','600781.SS'],fields=["Open","High","Low","Close","Volume"], start_date = start,end_date =end,interval='minute')
interval='minute'

I saw the parameters ["PRC_QL_CD"]is same as in Eikon Excel, and i know the parameters interval='minute' can be set to "5M" in excel ， I don't know if it can be used here "interval='5M'", so I won't retrieve so much data and process them from 1min to 5min, thanks again

Jirapongse avatar image Jirapongse wyj

Could you please share the formula used in Excel?

wyj avatar image wyj Jirapongse

=RHistory(""&sssz!B1,".Timestamp;.Open;.Close;.High;.Low","START:2017-10-24 INTERVAL:5M",,"TSREPEAT:NO CH:IN;Fd")

Show more comments
pierre.faurel avatar image pierre.faurel wyj

Hi,

You'll find a short python code to aggregate timeseries from 1 minute to 5 minute interval here : https://community.developers.refinitiv.com/questions/20853/is-there-an-interval-type-30-minutes-for-python-ap.html

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