does get_data have a calendar property similar to get_timeseries? I'm looking to use get_data to return NAV history but want to limit it to trading days only.
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Hi @jason.miller,
From what I am seeing, all weekends, 1/2, 1/3, etc, are excluded as expected?
This should correspond to the same content as provided by Eikon/RW Excel?
However, you make a good point about 1/1.
How about filtering out any holidays that did not result in any values, something like:
df, err = ek.get_data('AT0000675665',['TR.NETASSETVAL.Date','TR.NETASSETVAL'],{'SDate':'2021/01/01', 'EDate':'2021/02/02', 'Frq':'D'})
df.loc[df['Net Asset Value'] != '<NA>']
from the result?
23k
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Hello @jason.miller,
Would this be what your are looking for:
ek.get_data('AT0000675665',['TR.NETASSETVAL.Date','TR.NETASSETVAL'],{'SDate':'2021/01/01', 'EDate':'2021/02/02', 'Frq':'D'})
Resulting in
Please find additional relevant info on Net Asset Values in this previous discussion thread and additional info on DIB and frequency lookup in this previous discussion thread.
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Hi, that didn't quite work for the fund in question, SVDHX. Even including the parameter argument, i still see NAVs on non trading days (e.g., 1/1/21), which is what I'm trying to avoid
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Ok, yes, I can do that. I was just checking to see if there was an argument I could use that might be a little cleaner
