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How can I get previous price data for NULL values ​​in EIKON DATA API?

Good morning?


We want to receive price data through the Eikon Data API, and we are currently testing for that. I have something to inquire about it.


When receiving price data using the ‘Refinitiv Eikon’ tab in Excel, I can adjust for null values using the ‘Parameters & Quick Functions’ section of ‘Build Formula’. For example, in the United States, January 18 was a closed Monday. In 'Build Formula', I can set whether to import price data for January 15th versus January 18th in options.


Please ask if this optional feature is also available in the Eikon Data API. When I receive timeseries data from Eikon Data API, I don't get price data on January 18, is it possible to fill it with previous price data? We want to be able to receive pricing data for all days of the week (including holidays) except Saturday and Sunday.


Thank you very much for your hard work

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jason.ramchandani01 avatar image
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@jijija I am not aware of such functionality natively in the eikon data api. However it is pretty standard in pandas dataframe functionality. Please see the following reference in pandas guide on fillna functionality. Basically once you have your dataframe filled with data that may contain some NA values you can simply:

df.fillna(method='ffill')

and that will propagate the previous value before NA - into the NA. I hope this can help.

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Thank you for answer.

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