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bpsmith / tia

Toolkit for integration and analysis
BSD 3-Clause "New" or "Revised" License
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get_historical() returns data in arbitrary order #53

Open csuecb opened 5 years ago

csuecb commented 5 years ago

When importing historical price data for several securities using get_historical(), the ordering of securities is not as specified in the function. I have found it to be arbitrary which is annoying. Sample code here below.

import pandas as pd import tia.bbg.datamgr as dm

mgr = dm.BbgDataManager() sids = mgr[['SPGCCIP Index', 'SPGCCLP Index', 'SPGCGCP Index', 'SPGCSIP Index']]

df = sids.get_historical('PX_LAST', '1-Jan-2014', '31-Jan-2014')

Problem is the order of columns in Dataframe is not consistent with order of sids

print df

drlima commented 5 years ago

Hi, apart from the columns ordering, is the data consistent?

csuecb commented 5 years ago

I have not found any erroneous values.

Can you tell me whether there is a function to retrieve static properties rather than historical prices. Eg. last_tradeable_dt

Thanks

On Thu, 16 May 2019 at 10:28, Daniel Lima notifications@github.com wrote:

Hi, apart from the columns ordering, is the data consistent?

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