When I use get_history to retrieve some RIC data, sometimes this column and data misalignment proble

rice

Find more posts tagged with

python

#content

#technology

refinitiv-data-libraries

lseg-data-library

Accepted answers

All comments

raksina.samasiri

Hi @rice ,

Could you please clarify more about the problem and the code used f

rice

df = ld.get_history(
universe=rics_stocks+rics_index,
fields=[
"OPEN_PRC",
"HIGH_1",
"LOW_1",
"TRDPRC_1",
"ACVOL_UNS",
"TR.ClosePrice(Adjusted=1)"
],
start='2026-03-30',
end='2026-03-31',
interval="daily"
)

rics_stocks+rics_index：

['PLTR.O'
'META.O'
'AAPL.O'
'MSFT.O'
'NVDA.O'
'AMZN.O'
'TSLA.O'
'GLEN.L'
'.N225'
'.DXY'
'.STOXX'
'.SPX'
'.NDX'
'.HSI'
'.BCOMCOT'
'.SP100'
'.SPXCM'
'.SPLRCL'
'.SPLRCD'
'.SPLRCS'
'.SPDAUDP'
'.SPDAUDT'
'.SPNY'
'.SPXEW'
'.SPSY'
'.SPXGTR'
'.SPXHC'
'.SPLRCI'
'.SPLRCT'
'.SP5IGBIT'
'.SPLRCM'
'.SPLRCREC'
'.SPLRCU'
'.SPGLOBAL'
'.STOXX50E'
'.SXAP'
'.SX7P'
'.SXPP'
'.SX4P'
'.SXOP'
'.S600ENP'
'.SXEP'
'.SXFP'
'.SX3P'
'.SXDP'
'.SXNP'
'.SXIP'
'.SXMP'
'.SXQP'
'.SXRP'
'.SX8P'
'.SXKP'
'.SXTP'
'.SX6P']

It seems the error only occurs when I retrieve all 54 votes; it works correctly when I retrieve only 3 votes. I wonder if it's related to a specific vote among them.

Jirapongse

@rice

Thank you for reaching out to us.

I could replicate this issue by using the following code.

df = ld.get_history(
    universe = ['META.O','.SXTP','.SX6P'],
    fields = ['OPEN_PRC','HIGH_1','LOW_1','TRDPRC_1','ACVOL_UNS','TR.ClosePrice'],
    start = '2026-03-04',
    end = '2026-03-20')
df

The historical data of the TR fields (TR.ClosePrice) and real-time fields (TRDPRC_1) are from different sources so the library may incorrectly merge those data into a dataframe. I will contact the product team to verify this issue.

For now, you can remove the TR fields from the method call and use another call for the TR fields. For example:

df = ld.get_history(
    universe = ['META.O','.SXTP','.SX6P'],
    fields = ['OPEN_PRC','HIGH_1','LOW_1','TRDPRC_1','ACVOL_UNS'],
    start = '2026-03-04',
    end = '2026-03-20')
df

TR.ClosePrice and TRDPRC_1 should return the same values.

rice

Does TR.ClosePrice(Adjusted=1) return the adjusted price? Currently, it seems to return the same value as the unadjusted close price.

Jirapongse

Yes, TR.CLOSEPRICE(Adjusted=1) returns the adjusted price.

The ld.get_history method also supports the adjustments parameter.

adjustments : Tells the system whether to apply or not CORAX (Corporate Actions) events or exchange/manual corrections or price and volume adjustment according to trade/quote qualifier summarization actions to historical time series data.
Important note: This parameter only applies to pricing fields retrieved from the underlying Historical Pricing RDP API (fields that do not start with "TR.", such as BID and ASK). For the other fields (fields beginning with "TR." such as TR.Revenue) this parameter is ignored.
Type: String expressed in ISO8601 with UTC only
Optional: Yes
Supported values:exchangeCorrection - Apply exchange correction adjustment to historical pricingmanualCorrection - Apply manual correction adjustment to historical pricing i.e. annotations made by content analystsCCH - Apply Capital Change adjustment to historical Pricing due to Corporate Actions e.g. stock splitCRE - Apply Currency Redenomination adjustment when there is redenomination of currencyRTS - Apply LSEG TimeSeries adjustment to adjust both historical price and volumeRPO - Apply LSEG Price Only adjustment to adjust historical price only not volumeunadjusted - Not apply both exchange/manual correct and CORAXqualifiers - For tick, tas and taq intervals only. Apply price or volume adjustment to historical pricing according to trade/quote qualifier summarization actions e.g. noPrice, noVolume, noPriceAndVolume, noBid, noAsk, noBidAndAsk, outOfSessionIntraday, outOfSessionInterday.

It can be used like this:

adjustments=['exchangeCorrection','manualCorrection','CCH','CRE','RPO','RTS'],

rice

Does this mean I can't get the closed field of the adjusted rights using ld.get_history(fields=['TR.CLOSEPRICE(Adjusted=1) '])?

Jirapongse

You can use it, but to avoid alignment issues, you should make a separate call.

df = ld.get_history(
    universe = ['META.O','.SXTP','.SX6P'],
    fields = ['TR.ClosePrice(Adjusted=1)'],
    start = '2026-03-04',
    end = '2026-03-20')
df

rice

I see, thank you very much

EXPLORE OUR SITES