there is a bug with the quarterly frequency of get_data() function

When I retrieve quarterly financial variable of a company, it gives me the same value for related quarters. When I do the math, the values are exactly the one fourth of the annual data of a given variable.


Is there any problem with my code ? or is it a known bug ?

Totcurass1 = ek.get_data(list(sl[:7500]),['TR.TotalCurrentAssets', 'TR.TotalCurrentAssets.date'] ,{'Sdate':'1990-01-01','Edate':'2020-01-01','Frq':'Q'})[0]

Best Answer

  • You didn't include the call that returned this dataframe, so it's hard to say what went wrong. If you tried to retrieve the data for all 11K stocks in a single request, I suggest slicing the list of stocks into chunks and request the data for say 1K stocks at a time.
    On my end I have no problem retrieving quarterly total current assets for a list of RICs. In the example below I took the top 4 from your list.

    ek.get_data(['MBVA.OQ^L08','AMRC.K','KOS','VIAV.O'],
                ['TR.TotalCurrentAssets.date', 'TR.TotalCurrentAssets'],
               {'Sdate':'1990-01-01','Edate':'2020-01-01',
                'Frq':'FQ', 'Period':'FQ0'})

    We don't have this balance sheet item for all stocks in the above example and all quarters in the time period covered by the request. Fort MBVA.OQ^L08 total current assets are not returned at all, which is consistent with the balance sheet view for this delisted stock in Eikon. For AMRC.K quarterly total current assets are available since Q1 2010, for KOS since Q1 2011 and for VIAV.O since Q2 1993.

Answers

  • Add 'Period':'FQ0' to the parameters.

  • Hello Alex,


    Thank you for quick answer. Unfortunately, it gives no value when I use what you ask. I am sharing the screen shot of the outcome. You will be seeing little part of my input stocks but. all 11000 stocks turned empty.image