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get_historical() returns data in arbitrary order #53

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csuecb opened this issue May 4, 2019 · 2 comments
Open

get_historical() returns data in arbitrary order #53

csuecb opened this issue May 4, 2019 · 2 comments

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@csuecb
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csuecb commented May 4, 2019

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
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drlima commented May 16, 2019

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

@csuecb
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csuecb commented May 17, 2019 via email

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