I'm trying to retrieve historical broker EPS estimates using the Eikon Data API. My current call is, for example
ek.get_data('C', ['TR.EPSEstValue.brokername', 'TR.EPSEstValue.value'], parameters={'Period':'FY2011', 'SDate':'2009-01-01', 'EDate':'2011-12-31'})
The thing here is that I'm trying to get the EPS value as originally published by the broker. Yet when I retrieve it, I appear instead get the EPS value as split-adjusted to today's date. For example, in the above case, Citi split adjusted 1-for-10 (announced in March 2011 and going ex in May 2011) and yet there's no appreciable change in the data.
Is there any way in the Eikon Data API (or Eikon COM) to get the original, non-split-adjusted EPS predictions? For something like get_timeseries I would use corax='unadjusted' but there's no equivalent in get_data that I can see.
