Hi -
I'm struggling to understand why I am more data from one function vs another when I believe they should have the same information. I've isolated one such example below as a test case but this is not the only one:
import eikon as ek
ek.set_app_key(XXXXXXXXXXXXXXX)
ticker = 'AMZN.O'
start = "2007-10-05"
end = "2007-10-09"
df_getdata, err = ek.get_data(ticker, ['TR.PriceHigh.date','TR.PriceHigh'], {'SDate': start, 'EDate': end, 'FRQ': 'D'})
df_getts = ek.get_timeseries(ticker, fields = 'HIGH', start_date = start, end_date = end)
When I print each I get:
df_getdata has values for Oct 5 and Oct 9, see below --
Instrument Date Price High
0 AMZN.O 2007-10-05T00:00:00Z 93.71
1 AMZN.O 2007-10-09T00:00:00Z 96.73
Whereas df_getts has values for Oct 5, Oct 8, and Oct 10
AMZN.O HIGH
Date
2007-10-05 93.71
2007-10-08 95.85
2007-10-09 96.73
So it would appear that Oct 8 is missing from the first call? Any idea what is going on?
Thanks much. I can provide other examples from other tickers / dates if needed.