ek.get_data correct date with multiple fields

laurens

Hi,

I have the following call in excel:

=@TR("IAG.AX","TR.IssueMarketCap(Scale=6 ShType=FFL), ((TR.FreeFloatPct)/100), TR.IssueSharesOutstanding(Scale=3), TR.CLOSEPRICE(Adjusted=0)","SDate=2020-10-27 EDate=2020-12-01 Curn=USD CH=Fd RH=calcdate")

I repeat to make this same call in:

 ek.get_data

However I want in the return also a correct date (that is correct for all fields) so that If I later use the information I know which get_data result is for which date

data, err = ek.get_data("IAG.AX"
                       , fields = ["TR.IssueMarketCap('Scale'=6,'ShType'=FFL)"
                                   ,"TR.FreeFloatPct()/100/*FreefloatWeight*/"
                                   ,"TR.IssueSharesOutstanding(Scale=3)/*shares outstanding*/"                                        ,"TR.CLOSEPRICE(Adjusted=0)/*close*/"]
                       , parameters = {"Curn" = "USD", "SDate" = "2020-10-27"
                                      , "EDate" = "2020-12-01"}

I can add a date like e.g.:

"TR.CLOSEPRICE(Adjusted=0).DATE"

But then how do I know for sure that this date is valid also for the other fields (not close price)?

jason.ramchandani01

@laurens thanks for your question - so there is no way to guarantee fidelity of dates across different fields with the Eikon Data API library - without explicitly requesting a date or a calc date:

data, err = ek.get_data("VOD.L",fields = ["TR.IssueMarketCap(Scale=6).calcdate","TR.IssueMarketCap(Scale=6)","TR.FreeFloatPct.calcdate","TR.FreeFloatPct","TR.IssueSharesOutstanding(Scale=3).calcdate","TR.IssueSharesOutstanding(Scale=3)","TR.CLOSEPRICE(Adjusted=0).calcdate","TR.CLOSEPRICE(Adjusted=0)"],parameters = {"Curn": "USD", "SDate" : "2020-10-27", "EDate" : "2020-12-01", "Frq":"D"})

data

The RD Library does have row fidelity but it does this by inserting NA artefacts. I hope this can clarify.

jonathan.legrand

Hi @laurens , Please use the Data Item Browser. With this tool, you can find the Date value for any field as shown here: https://developers.refinitiv.com/en/video-catalog/data-item-browser

laurens

sorry, but this is not an acceptable answer. If you look at the formula's used you might infer that the data browser is already used. So this I obviously already tried...

Looking at your answer I doubt if you understand the difficulty of the question asked.

laurens

sorry, but this is not an acceptable answer. If you look at the formula's used you might infer that the data browser is already used. So this I obviously already tried...

Looking at your answer I doubt if you understand the difficulty of the question asked.

laurens

hi @jason.ramchandani01 many thanks for your answer, this is what I already was suspecting.

To clarfiy upon your last sentence:

(`The RD Library does have row fidelity but it does this by inserting NA 
artefacts.`)

is this only for RD or also for RDP, and if possible can you provide me with an example?

laurens

I checked this query

import refinitiv.data as rd
rd.open_session()

df = rd.get_data(universe="VOD.L",
    fields= ["TR.IssueMarketCap(Scale=6)","TR.IssueMarketCap(Scale=6).calcdate","TR.FreeFloatPct","TR.FreeFloatPct.calcdate","TR.IssueSharesOutstanding(Scale=3).calcdate","TR.CLOSEPRICE(Adjusted=0)","TR.CLOSEPRICE(Adjusted=0).calcdate"],
parameters = {"Curn": "USD", "SDate" : "2020-10-27", "EDate" : "2020-12-01", "Frq":"D"})

I notice than that still there is no consistency in the dates:

Is this a design choice?

laurens

I just checked RDP and RD behave the same.

jason.ramchandani01

Apologies @laurens I meant with a get_history call you get row fidelity as below - we did not change the get_data output:

df = rd.get_history(universe="VOD.L",fields= ["TR.IssueMarketCap(Scale=6)","TR.FreeFloatPct","TR.IssueSharesOutstanding(Scale=3)","TR.CLOSEPRICE(Adjusted=0)"],parameters = {"Curn": "USD", "SDate" : "2020-10-27", "EDate" : "2020-12-01", "Frq":"D"})

df

I hope this can help.

laurens

thx Jason!