It seems get_pricing doesn't return recent data.
Here's my code to get last 365 days closing price. As you can see in the print out, I see good data in early dates when I print head, but no data (NaN) for recent dates when I print tail. Is it a bug?
today = datetime.date(2017, 2, 28)
end_date = today.strftime('%Y-%m-%d')
oneyear = today + timedelta(-365)
start_date = oneyear.strftime('%Y-%m-%d')
asset_list = ['xlb', 'xle', 'xlf', 'xli', 'xlk', 'xlp', 'xlu', 'xlv', 'xly', 'vnq', 'efa', 'eem', 'gld', 'hyg', 'lqd', 'tlt']
prices = get_pricing(asset_list, start_date=start_date, end_date=end_date, fields=['close_price'])
print prices['close_price'].head()
print prices['close_price'].tail()
Equity(19654 [XLB]) Equity(19655 [XLE]) \
2016-02-29 00:00:00+00:00 40.954 55.272
2016-03-01 00:00:00+00:00 42.003 56.608
2016-03-02 00:00:00+00:00 41.856 58.012
2016-03-03 00:00:00+00:00 42.101 58.910
2016-03-04 00:00:00+00:00 42.571 59.466
Equity(19656 [XLF]) Equity(19657 [XLI]) \
2016-02-29 00:00:00+00:00 16.785 50.963
2016-03-01 00:00:00+00:00 17.374 51.985
2016-03-02 00:00:00+00:00 17.533 52.024
2016-03-03 00:00:00+00:00 17.652 52.386
2016-03-04 00:00:00+00:00 17.728 52.582
Equity(19658 [XLK]) Equity(19659 [XLP]) \
2016-02-29 00:00:00+00:00 40.236 49.666
2016-03-01 00:00:00+00:00 41.410 50.174
2016-03-02 00:00:00+00:00 41.527 50.286
2016-03-03 00:00:00+00:00 41.527 50.540
2016-03-04 00:00:00+00:00 41.626 50.764
Equity(19660 [XLU]) Equity(19661 [XLV]) \
2016-02-29 00:00:00+00:00 44.763 65.170
2016-03-01 00:00:00+00:00 44.526 66.587
2016-03-02 00:00:00+00:00 44.763 66.695
2016-03-03 00:00:00+00:00 45.044 66.484
2016-03-04 00:00:00+00:00 45.551 66.351
Equity(19662 [XLY]) Equity(26669 [VNQ]) \
2016-02-29 00:00:00+00:00 73.169 73.153
2016-03-01 00:00:00+00:00 75.095 75.184
2016-03-02 00:00:00+00:00 75.017 75.746
2016-03-03 00:00:00+00:00 75.469 76.128
2016-03-04 00:00:00+00:00 75.420 76.128
Equity(22972 [EFA]) Equity(24705 [EEM]) \
2016-02-29 00:00:00+00:00 51.983 29.733
2016-03-01 00:00:00+00:00 53.360 30.803
2016-03-02 00:00:00+00:00 53.748 31.215
2016-03-03 00:00:00+00:00 54.281 31.562
2016-03-04 00:00:00+00:00 54.640 32.186
Equity(26807 [GLD]) Equity(33655 [HYG]) \
2016-02-29 00:00:00+00:00 118.630 75.874
2016-03-01 00:00:00+00:00 117.775 77.073
2016-03-02 00:00:00+00:00 118.670 76.539
2016-03-03 00:00:00+00:00 120.720 76.825
2016-03-04 00:00:00+00:00 120.560 77.044
Equity(23881 [LQD]) Equity(23921 [TLT])
2016-02-29 00:00:00+00:00 111.370 127.744
2016-03-01 00:00:00+00:00 110.729 125.650
2016-03-02 00:00:00+00:00 110.928 126.134
2016-03-03 00:00:00+00:00 111.462 126.608
2016-03-04 00:00:00+00:00 111.443 125.806
Equity(19654 [XLB]) Equity(19655 [XLE]) \
2017-02-22 00:00:00+00:00 NaN NaN
2017-02-23 00:00:00+00:00 NaN NaN
2017-02-24 00:00:00+00:00 NaN NaN
2017-02-27 00:00:00+00:00 NaN NaN
2017-02-28 00:00:00+00:00 NaN NaN
Equity(19656 [XLF]) Equity(19657 [XLI]) \
2017-02-22 00:00:00+00:00 NaN NaN
2017-02-23 00:00:00+00:00 NaN NaN
2017-02-24 00:00:00+00:00 NaN NaN
2017-02-27 00:00:00+00:00 NaN NaN
2017-02-28 00:00:00+00:00 NaN NaN
Equity(19658 [XLK]) Equity(19659 [XLP]) \
2017-02-22 00:00:00+00:00 NaN NaN
2017-02-23 00:00:00+00:00 NaN NaN
2017-02-24 00:00:00+00:00 NaN NaN
2017-02-27 00:00:00+00:00 NaN NaN
2017-02-28 00:00:00+00:00 NaN NaN
Equity(19660 [XLU]) Equity(19661 [XLV]) \
2017-02-22 00:00:00+00:00 NaN NaN
2017-02-23 00:00:00+00:00 NaN NaN
2017-02-24 00:00:00+00:00 NaN NaN
2017-02-27 00:00:00+00:00 NaN NaN
2017-02-28 00:00:00+00:00 NaN NaN
Equity(19662 [XLY]) Equity(26669 [VNQ]) \
2017-02-22 00:00:00+00:00 NaN NaN
2017-02-23 00:00:00+00:00 NaN NaN
2017-02-24 00:00:00+00:00 NaN NaN
2017-02-27 00:00:00+00:00 NaN NaN
2017-02-28 00:00:00+00:00 NaN NaN
Equity(22972 [EFA]) Equity(24705 [EEM]) \
2017-02-22 00:00:00+00:00 NaN NaN
2017-02-23 00:00:00+00:00 NaN NaN
2017-02-24 00:00:00+00:00 NaN NaN
2017-02-27 00:00:00+00:00 NaN NaN
2017-02-28 00:00:00+00:00 NaN NaN
Equity(26807 [GLD]) Equity(33655 [HYG]) \
2017-02-22 00:00:00+00:00 NaN NaN
2017-02-23 00:00:00+00:00 NaN NaN
2017-02-24 00:00:00+00:00 NaN NaN
2017-02-27 00:00:00+00:00 NaN NaN
2017-02-28 00:00:00+00:00 NaN NaN
Equity(23881 [LQD]) Equity(23921 [TLT])
2017-02-22 00:00:00+00:00 NaN NaN
2017-02-23 00:00:00+00:00 NaN NaN
2017-02-24 00:00:00+00:00 NaN NaN
2017-02-27 00:00:00+00:00 NaN NaN
2017-02-28 00:00:00+00:00 NaN NaN