Database Economic Variables
Hi, I am trying to build a database to then export into excel with economic variables of different countries. I have certain tickers in an excel file in column A, for simplicity, let's assume these: aTWWOGDPR, aCNWOGDPR, aJPWOGDPR.
I would like to create a database where I extract the values in Column A, Country in column B, Year in column C, month in column D. In a monthly way for Sheet 1, and in a Quarterly way in Sheet 2 (JFM, AMJ, JAS, OND).
I did make a code for future prices but it is not working well when I switch to the economic variables. I can share this if of any help, though is quite big, not the most efficient code. Any help or idea please?
Thank you
Best Answer
-
@a.valentin Thanks for your question. I have written an article on how to work with Economic Data using the Eikon Data API you can find it here. This tells you how to work with such indicators. One thing to be aware of is the frequency of the economic release - ie weekly, monthly, quarterly, yearly etc. This is all available in the GUI Search application in Eikon:
With our new Search API and Refinitiv Data Library - we also have a programmatic content discovery workflow for economic indicators - both real-time and non-realtime:
df = rd.discovery.search(
view = rd.discovery.Views.INDICATOR_QUOTES,
top = 10000,
query = "UK",
select = "DocumentTitle,BusinessEntity,PermID,PI,RIC,Periodicity,IndicatorType,Source",
filter = "IndicatorType eq 'infl'"
)
dffor more information on our Search API please read this article and accompanying jupyter notebook containing many samples.
I hope this can help.
1
Answers
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Thank you Jason, very much appreciated. I will have a look at it and give you some feedback.
Thank you once again.
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