For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
auth avatar image
3 ●0 ●1 ●1

Why does get_data show strange behavior with timeseries data?

Hi there,

I noticed some strange behavior when pulling time series data via the get_data function.

To be precise, when sending the following request...

df,err=ek.get_data('1COV.DE',["TR.PriceOpen(SDate='2017-04-13',EDate='2017-04-20').date","TR.PriceOpen(SDate='2017-04-13',EDate='2017-04-20')"])

... I receive 3 times the same price with the same date (i.e.: three times 74.20 as of the 13th of April 2017.

This leads to strange behavior when coupling it with other variables, for instance including Volume...

df,err=ek.get_data('1COV.DE',["TR.PriceOpen(SDate='2017-04-13',EDate='2017-04-20').date","TR.PriceOpen(SDate='2017-04-13',EDate='2017-04-20')","TR.Volume(SDate='2017-04-13',EDate='2017-04-20')"])

... where Volume would be available with 3 different dates (although the value is 0 for two of them), but it gets merged into the same dates, hence leading to two different data information for the same date:

This looks like a bug to me. Can you explain where this comes from?

eikoneikon-data-apiworkspaceworkspace-data-apirefinitiv-dataplatform-eikon
1621286544368.png (32.6 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

1 Answer

Upvotes
Accepted
chavalit-jintamalit avatar image
18k ●21 ●12 ●20

Hi @auth


I think 14th Apr 2017 to 17th Apr 2017 were public holidays.


Anyway, if you have question on the content behavior, you can contact the Refinitiv Content Helpdesk.

The Refinitiv Content Helpdesk can be reached using Contact Us capability in your Eikon application.
Or by calling the Helpdesk number in your country.
Or at https://my.refinitiv.com/


ahs1.jpg (56.4 KiB)
ahs2.jpg (111.6 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

auth avatar image auth

Yes, that's perfectly fine. The problem doesnt come from the volume data though, but from the prices. Prices dont give me the 14th and 17th but return the 13th of April 3 times. so the date stamp is wrong...

jonathan.legrand avatar image jonathan.legrand auth

Hi @auth, the Price Open field shows the latest Price Open data; on non-trading days, this is the latest trading day's Price Open. you may choose to change Price Open data with logic triggering if Volume is 0 and/or using this library:

https://pypi.org/project/pandas-market-calendars/

auth avatar image auth jonathan.legrand

Ah of course. Yes, guess that was a silly question from my side than. Thanks for clarifying.

Click below to post an Idea Post Idea