API codes retrieving incorrect data

Question

API CODEBOOK and EXCEL retrieved data do not match For the instrument: RIC I checked the data using Side -By-Side view and noticed that this is replicable: API code: import lseg.data as ld ld.open_session() df1 = ld.get_data( universe=['IFEC.BK^G24'], fields=[ 'TR.TotalReturn(SDate=2001-01-01,EDate=2026-05-01,Frq=D).calcdate', 'TR.TotalReturn(SDate=2001-01-01,EDate=2026-05-01,Frq=D)', 'TR.Volume(SDate=2001-01-01,EDate=2026-05-01,Frq=D)', 'TR.DailyValueTraded(SDate=2001-01-01,EDate=2026-05-01,Frq=D)', 'TR.CompanyMarketCap(SDate=2001-01-01,EDate=2026-05-01,Frq=D)', 'TR.CompanyMarketCapitalization(SDate=2001-01-01,EDate=2026-05-01,Frq=D)' ] ) df1 = df.sort_values(by='Calc Date', ascending=True) display(df) ld.close_session() df1.to_excel("janice.xlsx") Vs Excel formula: =@RDP.Data("IFEC.BK^G24","TR.TotalReturn;TR.Volume;TR.DailyValueTraded;TR.CompanyMarketCap","SDate=2000-01-01 EDate=2026-05-01 Frq=D CH=Fd RH=IN;calcdate SORT:ASC NULL=BLANK",K1) Second Instrument: RIC API code: import lseg.data as ld ld.open_session() df1 = ld.get_data( universe=['A.BK'], fields=[ 'TR.TotalReturn(SDate=2001-01-01,EDate=2026-05-01,Frq=D).calcdate', 'TR.TotalReturn(SDate=2001-01-01,EDate=2026-05-01,Frq=D)', 'TR.Volume(SDate=2001-01-01,EDate=2026-05-01,Frq=D)', 'TR.DailyValueTraded(SDate=2001-01-01,EDate=2026-05-01,Frq=D)', 'TR.CompanyMarketCap(SDate=2001-01-01,EDate=2026-05-01,Frq=D)', 'TR.CompanyMarketCapitalization(SDate=2001-01-01,EDate=2026-05-01,Frq=D)' ] ) df1 = df1.sort_values(by='Calc Date', ascending=True) display(df1) ld.close_session() df1.to_excel("janice.xlsx") Excel formula: =@RDP.Data("A.BK","TR.TotalReturn;TR.Volume;TR.DailyValueTraded;TR.CompanyMarketCap","SDate=2000-01-01 EDate=2026-05-01 Frq=D CH=Fd RH=IN;calcdate SORT:ASC NULL=BLANK",K1) API AND EXCEL SBS FOR A.BK.xlsx verify.xlsx As per content team: The listing/first trading date for IFEC.BK is on 18-Jan-1995. We have financials data from 31/12/1997 based on the first document released by the Company. The listing/first trading date for A.BK is on 01-Apr-2004. We have financials data from 31/12/2002 based on the first document released by the Company. Our content team referred this case to your team for further checking: Please get this checked with respective API support/dev team since from content end, both NTC and HDCP environment have unique Mcap value as 58099998.6. Hello Team, the issue is with the data, the client was using 2 apps (API CodeBook and Excel to retrieve the Company Market cap), however, the retrieved data are different from both apps (API codebook has different values compared to Excel historical Market Cap) as shown above. could you please check the codes? thank you

Jirapongse · Answer

@Jaja

Thank you for reaching out to us.

It looks like the code uses TR.TotalReturn.calcdate as the date in the DataFrame and assumes that those same dates also apply to the TR.CompanyMarketCapitalization field.

The correct code could be like this:

df1 = ld.get_data(
    universe=['IFEC.BK^G24'],    
    fields=[    
        'TR.TotalReturn.calcdate',
        'TR.TotalReturn',
        'TR.Volume',
        'TR.DailyValueTraded',
        'TR.CompanyMarketCap',
        'TR.CompanyMarketCapitalization.calcdate',
        'TR.CompanyMarketCapitalization'
        ],
    parameters = {'SDate':'2001-01-01','EDate':'2026-05-01','Frq':'D'}

)
df1

Another solution is using the layout extended parameter in the fundamental_and_reference content layer.

from lseg.data.content import fundamental_and_reference
...

response= fundamental_and_reference.Definition(
    universe = ["IFEC.BK^G24"], 
    fields = [   
        'TR.TotalReturn',
        'TR.Volume',
        'TR.DailyValueTraded',
        'TR.CompanyMarketCap',
        'TR.CompanyMarketCapitalization'
        ],
    parameters = {'SDate':'2001-01-01','EDate':'2026-05-01','Frq':'D'},
    extended_params = {"layout":
                       {
                           "columns":[{"item":"dataitem"}], 
                           "rows":[{"item":"Calcdate"}]}
                      }).get_data()
response.data.df

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