How to get timeseries data of quarterly turnover (total turnover for a quarter) for a list of stock

I have a list of RIC Codes corresponding to a list of stocks. I want to get the quaterly turnover data for each of them. I am aware of the function eikon.get_data(RicList, ['TR.TURNOVER], {'SDate':"2017-04-01", 'EDate':'2017-06-30'})

I was wondering if there is a way to specify the frequency parameter here as quarterly ? Or some other way that allows direct retrieval of quarterly turnover values?

Best Answer

  • Try this

    df, e = tr.get_data(['AAPL.O'], 
    ['TR.Turnover.periodenddate','TR.Turnover(CALCMETHOD=SUM).value'],
    {'SDate':"0", 'EDate':'-9', 'Frq':'CQ'})

    Returns last accumulated turnover for each of the last ten calendar quarters (CQ):

    screen-shot-2018-03-28-at-152731.png