Hello all,
I have the following code returning either 27 or 52 fields depending on the end date.
(the difference lies in line 2, startdate definition)
Scenario 1: 52 fields returned
endDate = datetime.datetime(year=2020,month=3,day=10)
startDate=datetime.datetime(year=2020,month=3,day=4)
tickreq = ek.get_timeseries('BNPP.PA', fields='*', start_date=startDate, end_date=endDate, interval='tas', calendar=None, corax=None, normalize=False, raw_output=True, debug=False)
#--------------Fields and data extraction from raw data
lfields=[]
for i in tickreq['timeseriesData'][0]['fields']:
lfields.append(i['name'])
tickdf=pd.DataFrame(tickreq['timeseriesData'][0]['dataPoints'], columns =lfields)
Scenario 2: 27 fields returned
endDate = datetime.datetime(year=2020,month=3,day=10)
startDate=datetime.datetime(year=2020,month=3,day=8)
tickreq = ek.get_timeseries('BNPP.PA', fields='*', start_date=startDate, end_date=endDate, interval='tas', calendar=None, corax=None, normalize=False, raw_output=True, debug=False)
#--------------Fields and data extraction from raw data
lfields=[]
for i in tickreq['timeseriesData'][0]['fields']:
lfields.append(i['name'])
tickdf=pd.DataFrame(tickreq['timeseriesData'][0]['dataPoints'], columns =lfields)
I understand 08032020 is a sunday, so no trades to be found in theory, but I would still expect to get the same data structure, as I'am asking for all fields.
Is this normal behaviour?
Thank you for your help
