EPS Fundamental data to retrieve via Workspace

hi, previously we used eikon excel formula to retrieve these data:
=@RDP.Data(C3:C1902;"TR.AnnAdjustedEPS;TR.AnnAdjustedEPS.currency;"&"TR.EpsSmartEst;TR.EpsSmartEst.currency;"&"TR.BVPSTotalEquity;TR.BVPSTotalEquity.currency;"&"TR.FCFPSMeanEstimate;TR.FCFPSMeanEstimate.currency;"&"TR.TotalRevenue;TR.TotalRevenue.currency";"CH=Fd";F2)

In codebook for workspace some of the fields were not found. Could you please advise whether these fields will have same names for python script? And for how many securities at once can we retrieve these data?
Thank a lot

Best Answer

  • @stoxxindex Thanks for your question - so the following code works well for me using the Refinitiv Data Libraries in Codebook:

    import refinitiv.data as rd
    rd.open_session()
    rd.get_data(
        universe=['VOD.L'],
        fields=["TR.AnnAdjustedEPS","TR.AnnAdjustedEPS.currency","TR.EpsSmartEst","TR.EpsSmartEst.currency","TR.BVPSTotalEquity","TR.BVPSTotalEquity.currency","TR.FCFPSMeanEstimate","TR.FCFPSMeanEstimate.currency","TR.TotalRevenue","TR.TotalRevenue.currency"]
    )

    1707412874573.png

    This is for one company - I notice on your excel formula you were trying to pull data for around 1900 instruments and say 10 fields - this is above the data limit for the get_data function which is 10,000 datapoints per API call. You can find out more about data limits and throttles here. You might want to break that down into max 500 Instruments per call and make 4 calls in a loop. I hope this can help.


Answers

  • Also, when I retrieve the data with this formula via excel it gets only the numeric value.
    However, when I use this formula in python, I receive a whole data frame, for example:

    InstrumentBook Value per ShareTotal EquityIII.L17.3058420


    I can clean it and get only value, but I suppose it affects the data load and slows the process a lot.

  • hi @jason.ramchandani01, thank you a lot for helping, it was useful