use 'Base Date' as date_from
Closed this issue · 9 comments
In the excel add-in, you have the option to set the starting date as "Base Date", in which case, the starting date becomes the date corresponding to the oldest available data point of all series in the request.
Any idea how the request string should be in this case?
I suspect that the "base date" could be some macro/constant in the Excel with the system-defined starting date (http://excelsemipro.com/2010/06/microsoft-excel-date-systems-for-windows-and-mac/), so within the add-on it could be translated into 1900-01-01 or 1904-01-02.
I finally got an answer from TR:
You can run static request for all series with datatype BDATE, and then a second request for time series from that date.
Of course, that would mean taking the oldest of all BDATEs if the request has several tickers...
Great! Are you open for submitting a PR with this feature?
Now you can use 'BDATE' as a date_from
when fetching:
res = DS.fetch(['@AAPL','U:MMM'], 'P', date_from='BDATE')
It is in master and at some point soon I will push it to the pypi.