RIC ULSDCALMc4 does not get populated post 10/29/21

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julien.granger

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RIC ULSDCALMc4 does not get populated post 10/29/21

Hi - The following code correctly populates RIC ULSDCALMc1, c2 ... , c15 except c4 for the period 10/29/21-onwards. Could you pls investigate?

@Corey.Stewart ;

NumRics = 16
today = date.today().strftime('%Y-%m-%d')

contract = 'ULSDCALMc'
riclist = ["{}{}".format(contract, i) for i in range(1, NumRics, 1)]
df30 = ek.get_timeseries(riclist, 'close',
                         start_date='2017-01-01',
                         end_date=today, interval='weekly')
df30['Date1'] = df30.index
df30_unpivot = pd.melt(df30, id_vars=['Date1'], value_vars=riclist)
df30_unpivot = df30_unpivot.rename(columns={
  'CLOSE': 'RICName', 'value': 'RICValue'})
df30_unpivot.to_csv(pricespath + "ULSDCALM_melt_frek.csv")

df30.reset_index('Date', inplace=True)
#    df30 = df30.interpolate(method='linear')
df30.to_csv(pricespath + "ULSDCALM_frek_test.csv")

eikon-data-api

Nov 17, 2021 at 09:09 PM

10 |1500

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

Answer 1 · 2021-11-17T21:49:46Z

nick.zincone

9.7k ●49 ●38 ●60

Hi @julien.granger

I was able to replicate the same as you. I would suggest you open a ticket and a content specialist will be assigned to investigate. Content questions such as this are best directed to the Refinitiv Helpdesk, which can reach by either using the Contact Us capability in your Eikon application or by calling the Helpdesk number in your country.

Nov 17, 2021 at 09:49 PM

10 |1500

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

Answer 2 · 2021-11-17T21:50:30Z

julien.granger

1 ●0 ●0 ●0

@nick.zincone Hi, I have tried your code and indeed ULSDCALMc4 stops at 10/29/21

1637185819833.png (4.9 KiB)

Nov 17, 2021 at 09:50 PM

10 |1500

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

nick.zincone Nov 17, 2021 at 09:52 PM

Hi Julient, yes I realized after the fact that I was missing those data points as well. You can see my other answer above - I removed my old one.

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RIC ULSDCALMc4 does not get populated post 10/29/21

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