When importing daily time series data for TR.CompanyMarketCap there are some duplicates and missing data points. Example:

ek.get_data('SENP.WA', ['TR.CompanyMarketCap.Date', 'TR.CompanyMarketCap.Value'],
            parameters={"Frq": "D", "SDate": '2013-08-01', "EDate": '2013-08-10'})

gives result (see dulicated 2013-08-02 and no data for 2013-08-05):

For ca. 1 million rows of daily data for ca. 400 tickers from Polish market (.WA) 5522 rows for TR.CompanyMarketCap.Value are NaN, so the problem seem to affect around 0,5% of data points in this population.