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MisterM avatar image
3 ●1 ●0 ●0

How to sort an ek.get_data request by instrument and fiscal period (absolute)?

Hello,

I am requesting the following data in Excel:

=TR("GOOGL.OQ";"TR.BSPeriodEndDate.fperiod;TR.BSPeriodEndDate;TR.ISPeriodEndDate;TR.EPSActValue;TR.EPSActValue.date";"Period=FQ0 Frq=FQ SDate=1982-01-01 EDate=2019-12-31 CH=Fd RH=IN";B2)

And I use the following code to do the exact same via API:

data,err = ek.get_data("GOOGL.OQ", ['TR.BSPeriodEndDate.fperiod', 'TR.BSPeriodEndDate', 'TR.ISPeriodEndDate', 'TR.EPSActValue', 'TR.EPSActValue.date'], {'SDate':'1982-01-01', 'EDate':'2019-12-31', 'Period' : 'FQ0', 'Frq' : 'FQ'})


The trouble I have can be seen in this picture:

There is a missmatch in "time" as the date of EPS-actual (last column), which is the earnings announcement date, does not possibly fit the fiscal quarter (third column) in the same row.


I know how to fix this in Excel:

... CH=Fd RH=IN;fperiod"...


However, I do not know how to fix it in terms of the API. As far as I am aware CH and RH parameters are disregarded in the eikon python package.

Still I need to find a way to match the data in the API correctly.

Can you help?


Additionally: Do I get it right that ek.get_timeseries is limited to HIGH, CLOSE, LOW, OPEN and VOLUME?

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2 Answers

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chavalit-jintamalit avatar image
18k ●21 ●12 ●20

Hi @MisterM

Please be advised that when you're mixing fields from different categories (see the illustration of TR.ISPeriodEndDate and TR.EPSActValue falling under different categories in Formula Builder wizard in Eikon Excel) the timeseries returned for these fields are not guaranteed to be aligned on the date.


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MisterM avatar image MisterM

Thanks for the clue that this behavior is linked to the mix of different categories.

Yet, the occurence does not seem arbitrary to me at all, as it is evitable in Excel. From what I have read and understood, Excel and the API syntax should offer the same options, that is why I ask how to realize the described "sort-feature" in the Eikon API.

chavalit-jintamalit avatar image chavalit-jintamalit MisterM

Hi @MisterM

I understand your concern.

You can give your feedback by contacting Refinitiv Helpdesk at https://my.refinitiv.com

So your feedback will be raised to an appropriate technical support team.

MisterM avatar image MisterM

Additionally, the same problem occurs within categories as well (ISperiodenddate, BSperiodenddate -> Reuters Fundamentals), which can also be seen from the snapshot I posted.

This would be the correct dates via Excel:


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chavalit-jintamalit avatar image chavalit-jintamalit MisterM

Hi @MisterM

They are from different categories

data,err = ek.get_data("GOOGL.OQ",
                       ['TR.BSPeriodEndDate.Date', 'TR.BSPeriodEndDate',
                        'TR.BSUpdateType.Date', 'TR.BSUpdateType',
                        'TR.ISPeriodEndDate.Date','TR.ISPeriodEndDate'],
                       {'SDate':'1982-01-01', 'EDate':'2019-12-31', 'Period' : 'FQ0', 'Frq' : 'FQ'})
data


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Upvotes
chavalit-jintamalit avatar image
18k ●21 ●12 ●20

Hi @MisterM

Additionally: Do I get it right that ek.get_timeseries is limited to HIGH, CLOSE, LOW, OPEN and VOLUME?

Please refer to this document for the fields parameter.

You can include fields='*' in your code to get every available field (from default view).


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