Historical fundamental data

dxu

Hi,

We are learning Eikon python API. There is get_timeseries function which can only get historical prices and volumes. Is there a python function to get historical fundamental data like EPS and ROE?

Thanks.

nick.zincone

Hi @dxu,

You can use the get_data() function and specify a date range to retrieve historical fundamental data. The syntax would look something like:

get_data(<instruments>,[<fields>],{'SDate':'2017-06-01','EDate':'2017-08-04'})

for example.

Within Eikon, I would highly recommend using the DIB - Data Item Browser to determine the available fields you can use for the instruments you are interested in.

Alex Putkov.1

You can use get_data function for this purpose. There's an example at the bottom of Quick Start Guide
https://developers.thomsonreuters.com/eikon-data-apis/quick-start

I also strongly recommend you check out this tutorial, which talks about metadata discovery, i.e. how to find the field names and parameters you can use to retrieve this or that data.
https://developers.thomsonreuters.com/eikon-data-apis/learning?content=14707&type=learning_material_item

dxu

Thanks. I can use following code to get historical data. However, there is no date info shown in the result. I tried to use the data item browser to figure out what field I should use to get dates, but could not find it. Could you please help me? thanks.

df, err = ek.get_data(['MSFT.O'], ['TR.EPSMean'],{'SDate':'2015-01-01','EDate':'2018-01-29'})

Alex Putkov.1

Please see
https://community.developers.refinitiv.com/questions/23252/where-can-i-see-how-many-subfields-a-tr-field-has.html

dkdg73

how do i get the dates associated with each datapoint though?

nick.zincone

Hi @dkdg73,

For the field list, you can specify the following:

 ['TR.EPSMean', 'TR.EPSMean.date']