client is facing issues extracting data in API, for some days data is missing

Varun_KC

If I try to fetch data for January, I can see some periods are missing on the 25th and 26th, but when I tried this on last week, I found that more than two days were missing, but this is just an example.

Now, if I make the call for February, I am missing periods on the following days: 3, 5, 6, 7, 8, And for the rest of the month, we are losing wholes days. Please could you tell us how to avoid this kind of issues?"

We are using the entire list of these RICs because we want to obtain all the periods of the day, so we must make the call for OMLESIDXH01, OMLESIDXH02,…, OMLESIDXH24.

We are using the API through python to extract the data and, in the same call, we can obtain all the values for the rest of the European countries for which we requested the news RICs and at the same time, we are obtaining some periods on some days for the OMLESIDXH chain

Attached is the code I’m using which I have been using for a long time , obtaining results without any problems.

Here the screenshot of the examples of some output results:

#RESEARCH

Issue not replicable using sample script created in CODEBK

import refinitiv.data as rd
rd.open_session()
rd.get_history(universe=["OMLESIDXH01",'OMLESIDXH02','OMLESIDXH03','OMLESIDXH04','OMLESIDXH05','OMLESIDXH06','OMLESIDXH07','OMLESIDXH08','OMLESIDXH09'],
fields=["TRDPRC_1"],
interval="1d",
start='2026-01-01 12:00:00',
end='2026-02-23 13:00:00')

API code- client provided.txt

Research-internal.png

Client provided screenshot.png

Jirapongse

@Varun_KC

Thank you for reaching out to us.

Your code uses Refinitiv Data Library while the client's code used Eikon Data API. They uses the different endpoints to retrieve historical data.

To replicate the client's issue, you need to use the Eikon Data API with the following code.

inst5 = [f'OMLESIDXH{i:02d}' for i in range(1, 25)]
data5 = ek.get_timeseries(inst5, fields=["Close"], start_date="2025-12-31", end_date="2026-02-22", interval="daily")
data5

Eikon Data API retrieves data from our UDF internal service. You need to contact that team to verify data.

However, Eikon Data API is outdated. It is better to migrate the code to use the LSEG Data Library for Python. The code looks like this:

inst5 = [f'OMLESIDXH{i:02d}' for i in range(1, 25)]
df = ld.get_history(
        universe=inst5,
        fields = ['TRDPRC_1'],
        start = '2025-12-31',
        end = '2026-02-22')
df

The data is more complete than what is returned by the Eikon Data API. For more information, please refer to this Essential Guide to the Data Libraries - Generations of Python library (EDAPI, RDP, RD, LD) article.