fundamental data

michele.malagoli

Hi,

We have downloaded some fundamental metrics (BP,DY,PE) on a list of total market indexes ( TOTMKUS(BO) for example ). via Python API.

But if we look at the values of these metrics downloaded one month ago, we see different values for the same date. We are aware that for these metrics, you provide two type of series:Fixed weights ( the ones we selected) and Recalculated weights(DY.R,PE.R for example) . So, why the Fixed Weights series change values backwards?

Jirapongse

Please see response from the DataStream support team below.

We have Recalculated index datatypes only for MV.R, PI.R, PE.R, DY.R and RI.R. Further, we do recalculate the historical MV, PI, PE, DY and RI from last index review date only if there is any correction to the underlying constituents historical data like price, shares, dividends, earnings etc.

In this case, we see TOTMKUS values were recalculated multiple times in last few months and there were correction to constituents. Now we re-validated the index value and it’s looking fine. 

Jirapongse

@michele.malagoli

Please share the code that you are using.

michele.malagoli

hi,

below you can see the code ( we download these data for 15 equity indexes. I reported only the tickers for the US total return market as example. I can give you the full list if necessary.

lastdate_PE='1990-01-02' lastdate_DY='1990-01-02' lastdate_PB='1990-01-02'

enddate='-0D'

tick_PE_FWD=['TOTMKUS(DIPE)']

tick_DY=['TOTMKUS(DY)']

tick_PB=['TOTMKUS(BP)']

pe_eq=ds.get_data(tickers=tick_PE_FWD,fields=[] , start=lastdate_PE, end=enddate, freq='D')

dy_eq=ds.get_data(tick_DY,fields=[] , start=lastdate_DY, end=enddate, freq='D')

pb_eq=ds.get_data(tick_PB,fields=[] , start=lastdate_PB, end=enddate, freq='D')

Jirapongse

@michele.malagoli

Thank you so much. I can get the data properly but I couldn't see the differences right now.

Could you please share the data that was different and the date that the data was retrieved?

Next, I will contact the DataStream team to verify it.

Jirapongse

@michele.malagoli

Otherwise, you may directly contact the DataStream support team via MyRefinitiv to verify the problem.

michele.malagoli

Yes, of course.

Can I reach you via an email address? So I can attach some files and show you the issue.

M.