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mzeman avatar image
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What is the best way to query NAV prices with complete history for multiple assets

When I try to query the NAV prices with:

eikon.get_data(lipper_ids, fields='TR.NETASSETVAL.date;TR.NETASSETVAL;', parameters={'SDate': '1910-01-01', 'EDate': '2020-04-07'})

It takes a long time (about 12 seconds per asset, which is a very slow response), however, it is because of the start date (a lot of items are NaN (because the asset does not have so long history)).

With an empty SDate parameter, only 1 day is obtained.

I would like to ask for the best practice to query data for the whole history of a specific asset.

Thanks.

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1 Answer

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zoya faberov avatar image
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Hi @mzeman,

I am not a content expert, but for some of the assets, TR.FundLaunchDate appears to contain the beginning of data.

lipper_rics = ['LP60003333','LP40003333','LP40000644'] 
ek.get_data(lipper_rics, fields='TR.FundLaunchDate')

results in:

(   Instrument Launch Date  
0  LP60003333  2000-03-31  
1  LP40003333  1992-03-20  
2  LP40000644  1963-05-02, None)

Now, there appears to be some exceptions, that do not populate the launch date, if you require any of those, and also considering Eikon Data Limits in force that we do not want to trigger, I would approach those incrementally, from the current date:

1. Retrieve the last 10 years

2. Next, for those Lipper assets that had NaNs at the beginning, stop there, for those that did not, continue, go deeper - > do step 1 for the next 10 years

The described seems to me a working approach, perhaps not the best.

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