Hi,

Missing data is also visible with RHistory function.

You see missing data only with get_timeseries because there is a mismatch with startDate/endDate compare to RHistory function.
The reason is RHistory takes time as local whereas get_timeseries takes it as UTC.

To see same missing data with RHistory, try with endDate="16-Jun-2020:23:00" :

15/06/2020 22:58 1.674 9 1.675 1.674 1.675 24
15/06/2020 22:59 1.675 25 1.675 1.673 1.674 86
15/06/2020 23:00 1.673 13 1.675 1.673 1.675 61
16/06/2020 00:01 1.673 31 1.675 1.671 1.673 82
16/06/2020 00:02 1.67 40 1.673 1.67 1.673 91

To align results from both requests, you need to modify your script or RHistory parameter.

1. RHistory parameter : add "TIMEZONE:UTC"
2. get_timeseries script
   If you convert date values (considered as local) to UTC, then call get_timeseries, then convert date index from UTC to local, result will match with RHistory one :

from dateutil import tz, parser
 ... 
startDate, endDate = '2020-06-15T21:00:00', '2020-06-15T23:00:00' 
UTC = tz.gettz('UTC') 
startDate = parser.parse(startDate).astimezone(UTC) 
endDate = parser.parse(endDate).astimezone(UTC) 
interval = 'minute' 
for c in ['NGN20', 'CLN0', 'LCOQ0', 'RBN0', 'HON0', 'LGON0']: 
    df = rdp.legacy.get_timeseries(c, start_date=startDate, end_date=endDate, interval=interval) 
    df.index = df.index.tz_localize(UTC) 
    df.index = df.index.tz_convert(tz.tzlocal()) 
    print(df)

Hello @michaelberk99,

I am not a content expert, but it does not appear to me that any data is missing.

Let me try to explain my thinking on this.

06/14 was a Sun. Was no trading, and is about 10:00 is when trading has started, given GMT and the difference is time zone.

To give an example, if you put into date range

startDate, endDate = '2020-06-11 18:00:00', '2020-06-12 18:00:00' 

You should see the complete interval populated

Then, if you try

startDate, endDate = '2020-06-12 18:00:00', '2020-06-13 18:00:00' 

You will not see the end, because it was Fri, and the trading has ended

Then for

startDate, endDate = '2020-06-13 18:00:00', '2020-06-14 18:00:00' 

There is nothing, it's Sat and Sun, no trading.

For

startDate, endDate = '2020-06-14 18:00:00', '2020-06-15 18:00:00'

The beginning of the range is missing, no trading on Sun, only on Mon, given the correction for Timesone.

Hi @michaelberk99,

We have received the confirmation on the validity of the content you observe from our content experts.

For example, NGN20 is one of NYMEX Natural Gas Commodity Futures from the page <NYM/NG>

The trading hours for this instrument are from 18:00 to 17:15 EST.

In UTC time, it is 22:00 - 21:15, so prior to 22:01 there is an interval of time with no prices, driving the correlated gap in charts.

Would like to add, for questions on Refinitiv content, as a customer, the best approach to get them answered is to contact Refinitiv Content Helpdesk Online directly, or call your local Refinitiv Helpdesk.