For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
HeikoRR avatar image
20 ●0 ●2 ●1

Bloomberg R user switching to Eikon/eikonapir - sample R scripts/field mappings

R, eikonapir

I switched from many years as Bloomberg R user to Eikon, installed the R eikonapir library and used get_timeseries() to retrieve historical data mainly equity related.

My problem: Mapping of Bloomberg fields to Eikon. I use the Eikon Excel formula builder, but these fields don't seem to work. Example, in Excel Eikon shows for Closing Price the field TR.PriceClose but there is no data using (only using get_data() for last price).

get_timeseries(list("MSFT.O","VOD.L"),

list("TIMESTAMP","TR.PriceClose"),

"2020-01-01T00:00:00",

"2020-01-10T00:00:00")

Replacing TR.PriceClose with Close does work:

get_timeseries(list("MSFT.O","VOD.L"),

list("TIMESTAMP","CLOSE"),

"2020-01-01T15:04:05",

"2020-01-10T15:04:05")

Question: Does anyone has a reasonable R sample script downloading the usual items, like volume, 30 days ADV, shares outstanding, PE ratios

Many thanks!

eikoneikon-data-apiworkspaceworkspace-data-apirefinitiv-dataplatform-eikonpythonreikon-data-api-rsample-code
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

2 Answers

Upvotes
Accepted
Jirapongse avatar image
38.1k ●71 ●35 ●53

@HeikoRR

When using the TR function in Eikon Excel to retrieve the data, you need to use the get_data method in the R eikonapir library to get the same data. For example:

data_frame2 <- get_data(list("MSFT.O","VOD.L"), 
                        list("TR.PriceClose.Date","TR.PriceClose","TR.Volume","TR.SharesOutstanding","TR.PE","TR.AvgDailyVolume30D"),
                        list("Frq"="D","SDate"="2020-01-01","EDate"="2020-01-10"))
data_frame2

However, you need to contact the Eikon Excel support team via MyRefinitiv and ask for fields that can be used with the TR function to get the required data.



1584932286553.png (46.2 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Upvotes
HeikoRR avatar image
20 ●0 ●2 ●1

Many thanks - works perfectly!

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Click below to post an Idea Post Idea