How to get Economic Calendar from Eikon Data API

ludi.Zhang
ludi.Zhang
in Eikon Data APIs

I try to use Eikon Data API to get Economic Calendar, such as:

20:30 2019/11/01 USD Change in Non-farm Payrolls (OCT)

20:30 2019/11/01 USD Unemployment Rate (OCT)

Does anyone know how to do it? thanks.

Code example is better.

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Best Answer

  • marcin.bunkowski
    marcin.bunkowski
    Answer ✓

    Hi @ludi

    You can still do it using RICs available on a page <ECONOMY>. For US it will be a chain RIC <0#ECONALLUS>

    df,err = ek.get_data('0#ECONALLUS',['DSPLY_NAME','GN_TXT16_3','GN_TXT16_4','OFFC_CODE2'])
    df.rename(columns={'DSPLY_NAME':'Indicator', 'GN_TXT16_3':'GMT Date','GN_TXT16_4':'Actual','OFFC_CODE2':'Reuters Poll'}, inplace=True)
    df

    image

    image



Answers

  • laurens
    laurens

    Hi does this still work?


    If I currently run this query. it gives me the following warning:

    'The record could not be found' for the instrument '0#ECONALLUS'

    thx!

  • laurens
    laurens

    Hi does this still work?


    If I currently run this query. it gives me the following warning:

    'The record could not be found' for the instrument '0#ECONALLUS'
  • laurens
    laurens

    @jokari69, @raksina.samasiri, @Zhenya Kovalyov

    any ideas?

  • jason.ramchandani01
    jason.ramchandani01

    @laurens So yes economic chains appear to have been removed so the replacement workflow is RDP Search API. Please see the following:

    df = rdp.search(
        view = rdp.SearchViews.IndicatorQuotes,
        query = "United States",
        filter = "startswith(RIC,'US')",   #endswith(RIC,'ECI'),
        top = 10000
    )

    df

    This returns 814 instruments, some which don't have realtime suffixes (=ECI). I downloaded a list of rics from the economic monitor app (EM) and all the unique RICs that were downloaded were present in the RICs returned by the search API. So I think this is the way (perhaps filtering the list to those RICs ending with ECI) . Happy to hear your feedback or thoughts. I hope this can help.

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