For the following code, what changes do I need to make so that: a) the request is for a list of c.400 stocks that I have created in Eikon b) the request pulls data for the time period today to 1 year previous on a trailing basis (i.e. if I repeat the request in one week the period will have shifted one week forward) Thanks df, e = ek.get_data(['AEFS.L'], [ 'TR.RNSFilerName', 'TR.RNSAnnouncedDate', 'TR.RNSTransactionType', 'TR.RNSARNumShrsTransacted', 'TR.RNSARPctOSTransacted', 'TR.RNSARTransactionPrice', 'TR.RNSARMktValTransaction', 'TR.RNSARTotShrsPostTrans', 'TR.RNSARPctOSPostTrans' ]) df.head()
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How do I time restrict a get_data request and execute it for multiple stocks?
- df, e = ek.get_data(['AEFS.L'],
- [
- 'TR.RNSFilerName',
- 'TR.RNSAnnouncedDate',
- 'TR.RNSTransactionType',
- 'TR.RNSARNumShrsTransacted',
- 'TR.RNSARPctOSTransacted',
- 'TR.RNSARTransactionPrice',
- 'TR.RNSARMktValTransaction',
- 'TR.RNSARTotShrsPostTrans',
- 'TR.RNSARPctOSPostTrans'
- ])
- df.head()
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a) the request is for a list of c.400 stocks that I have created in Eikon
You can use lists() in get_data
1. Open Screener app
2. Click Edit on List
3. Click "Launch Data Item Library" icon
4. Look at your List/Portfolio code field
I will use "test-port" for my example.
df,e = ek.get_data("lists('test-port')","TR.RIC")
ric_list = df['Instrument'].tolist()
ric_list #print out list to see what are inside this list.
#ek.get_data(['AEFS.L'], <<<<<
#ek.get_data(ric_list, <<<<< replace RIC List
b) the request pulls data for the time period today to 1 year
Refer to sample on https://stackoverflow.com/questions/29370057/select-dataframe-rows-between-two-dates
Here is the sample code:
df, e = ek.get_data(['AEFS.L'], ['TR.RNSFilerName', 'TR.RNSAnnouncedDate', 'TR.RNSTransactionType', 'TR.RNSARNumShrsTransacted', 'TR.RNSARPctOSTransacted', 'TR.RNSARTransactionPrice', 'TR.RNSARMktValTransaction', 'TR.RNSARTotShrsPostTrans', 'TR.RNSARPctOSPostTrans']) start_date = '2019-01-31' end_date = '2020-01-31' df['RNS Announced Date'] = pd.to_datetime(df['RNS Announced Date']) mask = (df['RNS Announced Date'] > start_date) & (df['RNS Announced Date'] <= end_date) df = df.loc[mask] df
Here is sample output:
