Hello. When using EIKON DATA API get_data() to retrieve a field such as TR.DividendYield for a specific date say 2019-08-31, the data is not available for some stocks on that specific date but is available for an earlier date say 2019-08-30. Is there any query parameter I can add to make get_data() return any most recent data without me issue another query for that earlier date? Thank you.
For a deeper look into our Eikon Data API, look into:
Overview | Quickstart | Documentation | Downloads | Tutorials | Articles
18k
●21 ●12 ●20
Hi @YC
There is no parameters to fill the "NaN" data with the earliest available data point.
I suggest that you can retrieve data in range and if the data point on the specific date is not available, you can look back to the earliest available data point.
