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Issue with certain data not flowing to eikon.get_data()

Hello,

I noticed that some data is not being pulled through the eikon.get_data() function. When I try to pull the stock split history for JPM.N I am not retrieving all the data that I see on the Eikon app. Please see my code below:

start_date = '1950-01-01'
end_date = '2021-06-23'
fields = [
    'TR.CAAnnouncementDate',
    'TR.CAExDate',
    'TR.CARecordDate',
    'TR.CACorpActDesc',
    'TR.CACorpActEventType',
    'TR.CAEffectiveDate',
    'TR.CAAdjustmentFactor',
    'TR.CAAdjustmentType',
    'TR.CATermsOldShares',
    'TR.CATermsNewShares',
    'TR.CARightsPerInst'
]
parameters = {'SDate':start_date, 'EDate':end_date}
rics = ['JPM.N']

for ric in rics:
    print(ric)
    df, e = ek.get_data(ric,fields,parameters)

The output is given below:


1625771363800.png
From the Eikon app I can see the below data in the system:

1625771567365.png


Why are the splits before 21 Mar 2000 not being outputted by the function? For dividend data it will return all fields even if the announcement date is NaN.

Thanks.

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1625771567365.png (104.4 KiB)
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1 Answer

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@pvilleneuve

Thank you very much for raising this issue.
I'm not sure what the ideal behavior should be. In your use case you're interested in all capital change events since 1950, and I can appreciate that it is annoying that some events don't show up because they're missing the announcement date. But what if you were looking for a narrow date range, and the behavior were reversed, i.e. all events that were missing the announcement date were always included in the result? Wouldn't it be annoying that in this case the events that fall outside of your date range would be returned?
As an immediate workaround I may suggest adding 'DateType':'ED' to the parameters in your get_data request, which will filter the date range on the effective date instead of the announcement date. However, this is probably not a universal workaround, as it may not return the events you're interested in for other stocks where effective date for a capital change event may be missing. Perhaps a good enhancement would be to introduce capability to filter the date range on any date available. I.e. add 'ANY' to the enumeration for the DateType parameter, which would return the event as long as any date (announcement, effective, ex etc.) falls within the range between SDate and EDate. If you agree with this, would you mind raising the enhancement request with Refinitiv Helpdesk? To reach Refinitiv Helpdesk use Contact Us capability in your Eikon application or visit MyRefinitiv.

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Thanks for the reply Alex. This work around should be helpful. I did notice another issue with ek.get_data(). When pulling OHLCV data there are a few RICs where data can be pulled through the Excel formula builder but not through the python function. For example the RIC IMNX.O^G02. See the code below:

rics = ['IMNX.O^G02']
start_date = '1950-01-01'
end_date = '2021-06-23'
fields = ['TR.Close.Date','TR.Open','TR.High','TR.Low','TR.Close','TR.Volume']
parameters = {'SDate':start_date, 'EDate':end_date}
for ric in rics:
    print(ric)
    df, e = ek.get_data(ric,fields,parameters)

The output is below:

1625837989843.png

When I pull through Excel I can retrieve data for this instrument which matches what I see in the Eikon Desktop app (price history for 2002).

What is the reason that data is not being retrieved for this RIC in the python function?

Thanks

1625837989843.png (6.5 KiB)

I suppose your problem statement is not fully accurate. The field names TR.Close, TR.Open etc. that you use in your request are incorrect. With the exception of TR.Volume, which is correct, they cannot be successfully used with any RICs either in Excel or in Eikon Data APIs. Try

ek.get_data('IMNX.O^G02',
            ['TR.CLOSEPRICE.date', 'TR.CLOSEPRICE', 
             'TR.OPENPRICE', 'TR.HIGHPRICE', 'TR.LOWPRICE',
             'TR.ACCUMULATEDVOLUME'],
            {'SDate':'2002-01-01', 'EDate':'2002-07-15'})
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