How to obtain historical Reuters poll for an economic indicator using Eikon Python API?
How can I obtain historical Reuters poll (i.e. forecast) for an economic indicator using Eikon Python API?
For example, for this RIC "USADP=ECI", I know how to obtain historical time series like this:
eikon.get_timeseries("USADP=ECI", start_date="2010-01-01", interval="monthly")
I also know I can get some present data like this:
ek.get_data("USADP=ECI", fields=["ECON_PRIOR", "ECON_SRCE"])
However, these fields mostly return NaN: "ECON_ACT", "ECON_DES", "ECON_FCAST", "ECON_HIST", "ECON_REV", "FCAST_HIGH", "FCAST_LOW", "FCAST_NUM"
The question is, how do I get historical Reuters poll values (forecast values) in a time series? Apparently get_timeseries() does not support any field other than 'TIMESTAMP', 'VALUE', 'VOLUME', 'HIGH', 'LOW', 'OPEN', 'CLOSE', 'COUNT'; and get_data() does not return historical data.
I think this data is present in Eikon though, since some chart about a RIC can plot historical poll, and Excel plugin is able to retrieve historical poll.
Please help! Thanks!
Best Answer
-
I had a similar problem and eventually found the solution. It turns out poll values and other historical datapoints have their own tickers.
Within Eikon, navigate to your economic indicator of choice and export to Excel. Here you will find the relevant tickers.
For your example above:
Actual release = 'USADP=ECI'
Median poll = 'pUSADP=M'
Min poll = 'pUSADP=L
Max poll = 'pUSADP=H'This ticker logic appears to apply across all economic indicators.
4
Answers
-
I'm afraid it's not currently possible to retrieve historical Reuters poll values in a time series using Eikon Data API. I also don't see any way to retrieve this data using Eikon Excel, but if you know otherwise, could you please share an example of the formula?
0 -
Thank you! This works great! Do you know how to obtain the exact date and time of the data announcement? Right now the economic indicators are treated like bars. If it's a monthly data, the date of each data point is the end of the month since the monthly bar closes at end of the month. But we'd like to obtain the exact date and time the data was announced. Is there a way to do it?
0
Categories
- All Categories
- 6 AHS
- 39 Alpha
- 161 App Studio
- 4 Block Chain
- 4 Bot Platform
- 16 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 367 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 60 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛