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See below screenshot.
I want to request a historic value for 'TR.GR.RatingSPEquivalent', 'TR.GR.RatingSourceDescription' for a set of bonds. I do this by providing the same date to SDate and EDate.
Weirdly, I get multiple results for each bonds. Only one row per bond is actually complete, and the others only have the two fields listed above. I speculate that each row represents a distinct historic value for these fields. However, I only want the value at the provided SDate/EDate.
Hi @tr105
When you combined fields from different databases, date will not be aligned.
I would suggest that you separate them into 3 different requests to make it clear.
1. Realtime fields (Do no support SDate and EDate parameters)
rics = ['AU054379722=','AU054411928='] fields = ['DSPLY_NAME', 'MATUR_DATE', 'ISSUE_DATE'] df, err = ek.get_data(rics, fields) df
2. The TR.MIDYIELD
rics = ['AU054379722=','AU054411928=']
fields = ['TR.MIDYIELD.date','TR.MIDYIELD']
parameters={'SDate':'2019-08-13','EDate':'2019-08-13'}
df, err = ek.get_data(rics, fields,parameters)
df
3. The TR.GR.RatingSPEquivalent and TR.GR.RatingSourceDescription fields
rics = ['AU054379722=','AU054411928=']
fields = ['TR.GR.RatingSPEquivalent.date','TR.GR.RatingSPEquivalent','TR.GR.RatingSourceDescription.date','TR.GR.RatingSourceDescription']
parameters={'SDate':'2019-08-13','EDate':'2019-08-13'}
df, err = ek.get_data(rics, fields,parameters)
df
This is sample output:
Thanks for your answer! That sort of makes sense. I can at least work around it.
However, looking at your example, it seems that when requesting TR.GR.RatingSPEquivalent.date etc. all historic values of these fields are returned. Not just the one I requested (the value at 2019-08-13). Does this mean the SDate and EDate parameters are simply ignored in this request? Why is that? Am I supposed to select the appropriate value myself?
Thanks!
Ok, so if I understand correctly that means providing an SDate guarantees Eikon gives me the latest value before that SDate for a field?
Thanks again for your help.
