BbgDataManager.get_historical returning wrong period values

bpsmith / tia

Toolkit for integration and analysis

BSD 3-Clause "New" or "Revised" License

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BbgDataManager.get_historical returning wrong period values #25

Open hanschoi86 opened 7 years ago

hanschoi86 commented 7 years ago

For certain fields, namely 'SHORT INT' and 'SHORT INT RATIO' the package returns BIWEEKLY data, not daily data even if I set period='DAILY'. Using exactly same arguments for other fields such as 'PX_LAST', 'CUR_MKT_CAP', or any other fields returns daily values. Anyone has a fix?

STguerin commented 7 years ago

This has nothing to do with tia, this is just the API returning monthly/biweekly data because thats what is available for that type of field. you can try using BDH() in excel an you will get the exact same result.

hanschoi86 commented 7 years ago

@STguerin When I use BDH() in excel or another python wrapper, both return daily data. (Btw, that another python wrapper enables only 1 company at a time, so that's why I'm trying to get this on tia)