ek.get_data: issue with Frq=FS

ThomasDSV

I want to retrieve series data for the company with Semi-Annual interim frequency, but get an error.

My request is next:

ek.get_data(instruments = 'ABF.L', fields = ['TR.PriceHigh(SDate=0,EDate=-10,Frq=FS,Curn=USD)'])

If I use Frq=FQ, it returns quarterly data, but I need semi-annual.

pierre.faurel

Hi,

Time Series Data does not support the Fiscal Semi-Annual (FS) period.

You can check this in Eikon Office :

  =TR("ABF.L";"TR.HIGHPRICE, TR.HIGHPRICE.Date";"SDate=0 Edate=-10 FRQ=FS")
Result : 
  [Engine_Configuration]
  Time Series Data does not support the Fiscal Semi-Annual (FS) period in the
  TR function

It is confirmed in the formula builder :

ThomasDSV

Thanks! I've changed the logic.