Closed vmarunov closed 5 years ago
The date should be in UTC. Does it explain what you see?
No. Other tools show different date.
It seems incorrect indeed based on the EUR= time-series price table below from Thomson Reuters. We will check with Thomson Reuters team and our developers to get this fixed. Many thanks for feedback.
Thanks.
@vmarunov are you able to try getTimeSeries
with an equity symbol instead of an FX? We just want to confirm whether it's data issue or decoding issue. Thanks.
@wiwat-tharateeraparb below example for RIC LU097678774=
import pyrfa
p = pyrfa.Pyrfa()
p.createConfigDb("./pyrfa.cfg")
p.acquireSession("Session1")
p.createOMMConsumer()
p.login()
p.directoryRequest()
p.dictionaryRequest()
p.setTimeSeriesPeriod('daily')
p.setTimeSeriesMaxRecords(10)
ts = p.getTimeSeries('LU097678774=')
for row in ts:
print(row)
Output:
DATE,CLOSE,NATIVE YIELD,ASK,ASK YIELD,BMK SPRD,SWAP SPRD,ASSET SWP SPRD,ISMA BID YLD,ISMA ASK YLD,Z-SPREAD,INTERPOLATED CDS,INTERPOLATED BASIS,TED SPREAD,OIS SPREAD
2018/07/09,86.929,6.336,87.929,6.249,336.98,339.55,303.4,6.44,6.35,87.429,No trade or suspended,No trade or suspended,No data available before this point (chronologically),No data available before this point (chronologically)
2018/07/08,86.929,6.336,87.929,6.249,336.98,339.07,302.92,6.44,6.35,87.429,No trade or suspended,No trade or suspended,No data available before this point (chronologically),No data available before this point (chronologically)
2018/07/05,87.327,6.301,88.327,6.214,336.97,339.59,304.36,6.4,6.31,87.827,No trade or suspended,No trade or suspended,No data available before this point (chronologically),No data available before this point (chronologically)
2018/07/04,87.155,6.316,88.155,6.229,336.81,339.98,304.19,6.42,6.33,87.655,No trade or suspended,No trade or suspended,No data available before this point (chronologically),No data available before this point (chronologically)
2018/07/03,86.877,6.34,87.877,6.253,337.99,341.59,305.34,6.44,6.35,87.377,No trade or suspended,No trade or suspended,No data available before this point (chronologically),No data available before this point (chronologically)
2018/07/02,86.994,6.33,87.994,6.243,336.96,340.96,304.7,6.43,6.34,87.494,No trade or suspended,No trade or suspended,No data available before this point (chronologically),No data available before this point (chronologically)
2018/07/01,85.721,6.443,86.721,6.354,345,348.67,308.66,6.55,6.45,86.221,No trade or suspended,No trade or suspended,No data available before this point (chronologically),No data available before this point (chronologically)
2018/06/28,84.979,6.51,85.979,6.42,352.02,356.28,313.32,6.62,6.52,85.479,No trade or suspended,No trade or suspended,No data available before this point (chronologically),No data available before this point (chronologically)
2018/06/27,87.254,6.307,88.254,6.22,333.88,338,302.7,6.41,6.32,87.754,No trade or suspended,No trade or suspended,No data available before this point (chronologically),No data available before this point (chronologically)
2018/06/26,84.114,6.589,85.114,6.497,361.93,366.4,320,6.7,6.6,84.614,No trade or suspended,No trade or suspended,No data available before this point (chronologically),No data available before this point (chronologically)
Expected:
DATE,CLOSE,NATIVE YIELD,ASK,ASK YIELD,BMK SPRD,SWAP SPRD,ASSET SWP SPRD,ISMA BID YLD,ISMA ASK YLD,Z-SPREAD,INTERPOLATED CDS,INTERPOLATED BASIS,TED SPREAD,OIS SPREAD
2018/07/10,86.929,6.336,87.929,6.249,336.98,339.55,303.4,6.44,6.35,87.429,No trade or suspended,No trade or suspended,No data available before this point (chronologically),No data available before this point (chronologically)
2018/07/09,86.929,6.336,87.929,6.249,336.98,339.07,302.92,6.44,6.35,87.429,No trade or suspended,No trade or suspended,No data available before this point (chronologically),No data available before this point (chronologically)
2018/07/06,87.327,6.301,88.327,6.214,336.97,339.59,304.36,6.4,6.31,87.827,No trade or suspended,No trade or suspended,No data available before this point (chronologically),No data available before this point (chronologically)
2018/07/05,87.155,6.316,88.155,6.229,336.81,339.98,304.19,6.42,6.33,87.655,No trade or suspended,No trade or suspended,No data available before this point (chronologically),No data available before this point (chronologically)
2018/07/04,86.877,6.34,87.877,6.253,337.99,341.59,305.34,6.44,6.35,87.377,No trade or suspended,No trade or suspended,No data available before this point (chronologically),No data available before this point (chronologically)
2018/07/03,86.994,6.33,87.994,6.243,336.96,340.96,304.7,6.43,6.34,87.494,No trade or suspended,No trade or suspended,No data available before this point (chronologically),No data available before this point (chronologically)
2018/07/02,85.721,6.443,86.721,6.354,345,348.67,308.66,6.55,6.45,86.221,No trade or suspended,No trade or suspended,No data available before this point (chronologically),No data available before this point (chronologically)
2018/06/29,84.979,6.51,85.979,6.42,352.02,356.28,313.32,6.62,6.52,85.479,No trade or suspended,No trade or suspended,No data available before this point (chronologically),No data available before this point (chronologically)
2018/06/28,87.254,6.307,88.254,6.22,333.88,338,302.7,6.41,6.32,87.754,No trade or suspended,No trade or suspended,No data available before this point (chronologically),No data available before this point (chronologically)
2018/06/27,84.114,6.589,85.114,6.497,361.93,366.4,320,6.7,6.6,84.614,No trade or suspended,No trade or suspended,No data available before this point (chronologically),No data available before this point (chronologically)
@wiwat-tharateeraparb Hi. Have any updates?
@vmarunov We just released PyRFA 8.5.0 with a fixed for TS1 date decoding. Let us know if it resolves this issue.
@wiwat-tharateeraparb Thanks!
@vmarunov any chance to test out this date from TS1?
@wiwat-tharateeraparb Hi! All tests passed. All correct. Thank your!
Example:
Output:
Expected: