How to replicate formula for TR.CategoryOwnershipPct in Codebook API?

axelrose.bermillo

Hi Team,

We are trying to replicate the formula and result below in Codebook API

Formula: =@TR("MSFT.O","TR.CategoryOwnershipPct","SDate=0CY EDate=-5CY StatType=1 CH=categoryvalue RH=effectiveTo")

The closest we were able to get is by using this syntax and result:

import refinitiv.dataplatform.eikon as ek

ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY')

df, err = ek.get_data(
instruments = ['MSFT.O'],

fields = [
'TR.InstrStatTypeValue(Stattype=1)',
'TR.CategoryOwnershipPct(SDate=-1D,EDate=31-Dec-2022)', 'TR.InstrStatTypeValue.calcdate',
]
)

display(df.transpose())

Please help with syntax on how to replicate the exact result as shown on the excel file. Thank you

Jirapongse

@axelrose.bermillo

Thank you for reaching out to us.

Please try this one:

import refinitiv.dataplatform.eikon as ek

ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY')

df, err = ek.get_data(instruments = ['MSFT.O'],
                      fields = ['TR.CategoryOwnershipPct',
                                'TR.CategoryOwnershipPct.categoryvalue',
                                'TR.CategoryOwnershipPct.effectiveTo'],
                      parameters={'SDate':'0CY','EDate':'-5CY','StatType':1})


df.pivot(index='Effective To Date', columns='Category Value',values="Category Percent Of Traded Shares")

The code uses the pivot method to reshape the DataFrame organized by given index / column values.

The output is:

axelrose.bermillo

Thank you so much Jirapongse for the fast and efficient response. Appreciate your assistance.

axelrose.bermillo

Hello @Jirapongse can you also share the code to get the data in a yearly interval? (Year end date in the format 31dec2020, 31dec2021, 31dec2022)

Jirapongse

@axelrose.bermillo

You can use the Data Item Browser tool to list all available parameters of those fields.

Otherwise, you can contact the Eikon Excel support team and ask for the =TR formula that can be used to get the required data.

Then, we can convert the =TR formula to the Python code.