Hello everyone. We're having problems passing some Excel formulas to the data API in python, specifically getting FXRates data, we are receiving “nan” instead of the values but only in one FXRates (we pull out six of them frequently). We are using the same formula for all the FXRates (ek.get_timeseries([RIC],start_date='2019-02-05' ,end_date='2019-02-05') but when try the RIC for USD/JPN 1M (USDJPY1MFIXM=WM) we are getting “nan” values. This RIC code works very well in Excel using this formula (
=RHistory(USDJPY1MFIXM=WM,NDA_RAW.Nda_date;NDA_RAW.Nda_mid,START:05-Feb-2019 END:05-Feb-2019 INTERVAL:1D,,,2/5/2019).
Any ideas why the formula in python is not working?
Thanks