Eikon API - get_data estimate - footnote does not align

andy30
andy30
in Eikon Data APIs

JSON request:

{"Entity":{"E":["DataGrid"],"W":{"instruments":[["0880.HK"]],"fields":[{"name":["TR.EPSEstValue"]},{"name":["TR.EPSEstValue.brokername"]},{"name":["TR.EPSEstValue.date"]},{"name":["TR.EPSEstValue.origdate"]},{"name":["TR.EPSEstValue.confirmdate"]},{"name":["TR.EPSEstValue.isexcluded"]},{"name":["TR.EPSEstFootnote"]}],"parameters":{"Period":[2019]}}}}

Response:

image

Excel:

image

Problems identified:

1. All footnote are clustered towards to the top (similarly to the issue previously with NULL) and do not match with their corresponding rows

2. footnote appears out-of-order vs Excel/EIkon

Reference JSON reply:

{\"columnHeadersCount\":1,\"data\":[[\"0880.HK\",0.33,\"Permission Denied 73704\",\"2018-04-02T19:00:00Z\",\"2018-04-02T19:00:00Z\",\"\",false,\"Accounting basis unknown - contributor contacted\"],[\"0880.HK\",0.37,\"CHINA MERCHANTS SECURITIES(HK) CO., LTD\",\"2017-11-01T23:31:00Z\",\"2018-05-01T22:48:46Z\",\"\",true,\"Contributor update pending: Estimate failed freshness policy\"],[\"0880.HK\",0.301,\"CREDIT SUISSE - NON-JAPAN ASIA\",\"2018-04-12T23:31:00Z\",\"2018-04-12T23:31:00Z\",\"\",false,\"Accounting differences exist.\"],[\"0880.HK\",0.173,\"Permission Denied 7896\",\"2017-12-01T16:18:00Z\",\"2017-12-01T16:18:00Z\",\"2017-12-01T00:00:00Z\",true,\"\"],[\"0880.HK\",0.32,\"MACQUARIE RESEARCH\",\"2018-03-06T18:39:00Z\",\"2018-03-06T18:39:00Z\",\"\",false,\"\"],[\"0880.HK\",0.31,\"CGS-CIMB RESEARCH\",\"2018-04-18T18:35:00Z\",\"2018-04-18T18:35:00Z\",\"\",false,\"\"],[\"0880.HK\",0.14,\"Permission Denied 54992\",\"2017-11-21T03:07:00Z\",\"2017-11-21T03:07:00Z\",\"2018-05-02T00:00:00Z\",true,\"\"],[\"0880.HK\",0.367,\"Permission Denied 25632\",\"2018-04-11T05:33:00Z\",\"2018-04-11T05:33:00Z\",\"\",false,\"\"],[\"0880.HK\",0.31,\"MORNINGSTAR, INC.\",\"2018-03-12T20:25:00Z\",\"2018-03-12T20:25:00Z\",\"\",false,\"\"],[\"0880.HK\",0.264,\"Permission Denied 128064\",\"2018-03-05T09:30:00Z\",\"2018-03-05T09:30:00Z\",\"\",false,\"\"],[\"0880.HK\",0.47,\"CHINA INTERNATIONAL CAPITAL CORPORATION (HONG KONG) LIMITED\",\"2018-04-17T13:54:00Z\",\"2018-04-17T13:54:00Z\",\"\",false,\"\"],[\"0880.HK\",0.287,\"Permission Denied 22760\",\"2018-03-01T00:00:00Z\",\"2018-03-01T00:00:00Z\",\"\",false,\"\"],[\"0880.HK\",0.36,\"CHINA RENAISSANCE SECURITIES (US)\",\"2018-04-17T10:24:00Z\",\"2018-04-17T10:24:00Z\",\"\",false,\"\"],[\"0880.HK\",0.218,\"BOCOM INTERNATIONAL SECURITIES LIMITED\",\"2018-01-26T14:50:00Z\",\"2018-01-26T14:50:00Z\",\"2018-01-26T00:00:00Z\",false,\"\"],[\"0880.HK\",0.29,\"UNION GAMING RESEARCH\",\"2018-03-01T04:40:00Z\",\"2018-03-01T04:40:00Z\",\"\",false,\"\"],[\"0880.HK\",0.26,\"Permission Denied 36928\",\"2018-04-16T15:04:00Z\",\"2018-04-16T15:04:00Z\",\"\",false,\"\"],[\"0880.HK\",0.3,\"Permission Denied 392\",\"2018-04-10T05:55:00Z\",\"2018-04-10T05:55:00Z\",\"2018-04-13T00:00:00Z\",false,\"\"],[\"0880.HK\",0.262,\"Permission Denied 2880\",\"2018-04-13T00:15:00Z\",\"2018-04-13T00:15:00Z\",\"\",false,\"\"],[\"0880.HK\",0.45,\"GF SECURITIES CO., LTD.\",\"2018-04-13T16:01:00Z\",\"2018-04-13T16:01:00Z\",\"\",false,\"\"],[\"0880.HK\",0.24,\"Permission Denied 23816\",\"2018-03-27T03:46:00Z\",\"2018-03-27T03:46:00Z\",\"2018-04-09T00:00:00Z\",false,\"\"]],\"headerOrientation\":\"horizontal\",\"headers\":[[{\"displayName\":\"Instrument\"},{\"displayName\":\"Earnings Per Share - Broker Estimate\",\"field\":\"TR.EPSESTVALUE\"},{\"displayName\":\"Broker Name\",\"field\":\"TR.EPSESTVALUE.brokername\"},{\"displayName\":\"Date\",\"field\":\"TR.EPSESTVALUE.DATE\"},{\"displayName\":\"Activation Date\",\"field\":\"TR.EPSESTVALUE.origdate\"},{\"displayName\":\"Confirm Date\",\"field\":\"TR.EPSESTVALUE.confirmdate\"},{\"displayName\":\"isExcluded\",\"field\":\"TR.EPSESTVALUE.isexcluded\"},{\"displayName\":\"Earnings Per Share - Note\",\"field\":\"TR.EPSESTFOOTNOTE\"}]],\"rowHeadersCount\":1,\"totalColumnsCount\":8,\"totalRowsCount\":21}
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Best Answer

  • Alex Putkov.1
    Alex Putkov.1
    Answer ✓

    @andy30
    The problem stems from the fact that for timeseries data retrieval with get_data method Eikon Data API does not implement a concept of master date on which the rows are aligned, which in Excel is achieved through RH:Date parameter. While we're working on addressing this issue, the only workaround I can think of is to include in the list of fields in your request TR.EPSEstFootnote.date, which provides the date associated with each footnote the same way as TR.EPSEstValue.date provides the date associated with TR.EPSEstValue, TR.EPSEstValue.brokername etc. And then perform the alignment of rows on date index between TR.EPSEstValue.date and TR.EPSEstFootnote.date columns in your script.

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