Hi,

Thank for your help !!

I have an equivalent problem for another ric and unfortunately your solution does not work in all cases. Can you help me ?

fields=['TR.CLOSEPRICE.date', 'TR.HIGHPRICE', 'TR.LOWPRICE','TR.ACCUMULATEDVOLUME', 'TR.OPENPRICE', 'TR.CLOSEPRICE', 'TR.BIDPRICE', 'TR.ASKPRICE']
parameters={'SDate':'2000-01-01', 'EDate':'2017-12-15', 'Frq' : 'D' }
data_grid, err = ek.get_data("CHTR.OQ", fields=fields, parameters=parameters)
print(data_grid.T) 

I get the prices for 2000-01-04.

fields=['TR.CLOSEPRICE.date', 'TR.HIGHPRICE', 'TR.LOWPRICE','TR.ACCUMULATEDVOLUME', 'TR.OPENPRICE', 'TR.CLOSEPRICE', 'TR.BIDPRICE', 'TR.ASKPRICE']
parameters={'SDate':'2000-01-04', 'EDate':'2000-01-04', 'Frq' : 'D'}
data_grid, err = ek.get_data("CHTR.OQ", fields=fields, parameters=parameters)
print(data_grid.T) 

I don't get the prices for 2000-01-04. Why ??

and on Eikon Excel I don't get a prices for 2000-01-04 ... see next attachment.

Thanks !

I can replicate this issue with Eikon Excel by using this formula.

=TR("CHRW.OQ","TR.HIGHPRICE;TR.PriceClose;TR.LOWPRICE;TR.PriceOpen;TR.Volume;TR.BIDPRICE;TR.ASKPRICE;TR.HIGHPRICE.date","Frq=D SDate=2006-10-06 EDate=2006-10-09 CH=Fd RH=IN",E5)

Both Eikon Excel and Eikon Data API get the NULL values so the problem should be in Eikon, not API.

Could you please contact Eikon team to verify the problem? You can submit a case to Eikon team by using Contact Us.

The reason for the results seems to be in the way which fields you selected to use. If you use the fields from the Time Series Data interface (Data Item Browser or DIB app on Eikon, filter > Content Classification > Time series data), the following list of fields will be produced:

fields = ['TR.CLOSEPRICE.date','TR.CLOSEPRICE','TR.ACCUMULATEDVOLUME','TR.BIDPRICE','TR.ASKPRICE','TR.HIGHPRICE','TR.LOWPRICE','TR.OPENPRICE']

Then the API will return the correctly formatted response:

It is a little confusing, I know, but here is a good mnemonic, that you can utilise when selecting the fields:

• Not prefixed with 'TR.', capitalised - real-time system fields, such as BID, ASK, TRDPRC_1, etc. what you can see in the Quote app in Eikon.
• Prefixed with 'TR.', camel case - reference data fields, such as TR.Volume, TR.AssetLocationLatitude, TR.FiMaturityDate, etc;
• Prefixed with 'TR.', capitalised - time series data through the reference db interface, such as the fields used in my example.

You can also use .get_timeseries() in Python for a pure time series API. There is a limitation in the Python API beta, when you can use only a default set of fields (we call this as "view"). The default view for equities is the trade price (TRDPRC_1), so you will only get OHLC + Volume + Count, but not bid or offer. In Excel you can request other views, such as NDA_RAW, which was recommended to you by the support desk specialist.

missing-data.pngHi @Zhenya Kovalyov,

Thanks for your return !

If I use your command with different dates I get the same issue :

fields=['TR.CLOSEPRICE.date', 'TR.HIGHPRICE', 'TR.LOWPRICE','TR.ACCUMULATEDVOLUME', 'TR.OPENPRICE', 'TR.CLOSEPRICE', 'TR.BIDPRICE', 'TR.ASKPRICE']
parameters={'SDate':'2002-01-01', 'EDate':'2002-12-31', 'Frq' : 'D'}
data_grid, err = ek.get_data("AAPL.O", fields=fields, parameters=parameters)
data_grid.to_csv(fileName, mode='a', sep=';', index=False) 

fields=['TR.CLOSEPRICE.date', 'TR.HIGHPRICE', 'TR.LOWPRICE','TR.ACCUMULATEDVOLUME', 'TR.OPENPRICE', 'TR.CLOSEPRICE', 'TR.BIDPRICE', 'TR.ASKPRICE']
parameters={'SDate':'2002-12-01', 'EDate':'2002-12-31', 'Frq' : 'D'}
data_grid, err = ek.get_data("AAPL.O", fields=fields, parameters=parameters)
data_grid.to_csv(fileName, mode='a', sep=';', index=False) 

The last line of the first command is empty, why ?. There is a limit? (See my attchment)

I have verified it with Eikon Excel and found that there is no data available for 2002-01-01.

However, the result from the API is shifted upward. The data of 2002-01-01 belongs to 2002-01-02.

The workaround is using a TR.CLOSEPRICE.calcdate field, and 'FILL':'PREVIOUS" parameter.

fields=['TR.CLOSEPRICE.date','TR.CLOSEPRICE.calcdate','TR.HIGHPRICE', 'TR.LOWPRICE','TR.ACCUMULATEDVOLUME', 'TR.OPENPRICE', 'TR.CLOSEPRICE', 'TR.BIDPRICE', 'TR.ASKPRICE']
parameters={'SDate':'2002-01-01', 'EDate':'2002-12-31', 'Frq' : 'D','CH':'Fd','RH':'IN','FILL':'PREVIOUS' }
data_grid, err = ek.get_data("AAPL.O", fields=fields, parameters=parameters)
data_grid

The data of 2002-01-01 will be the data of 2001-12-31.