Harmonising the 'dates' fields in DSWS and Eikon Python APIs

AAMZ

Hi, I'm downloading some data using both the DSWS and Eikon APIs for Python.

I'm having trouble understanding the differences in dates between the two APIs.

For example, when I look up Return on Equity for a particular ISIN, as per the below

ds.get_data(tickers='AT00000AMAG3',fields=['WC08301'], start='2014-12-31',freq='Y')

and

ek.get_data(['AT00000AMAG3'], ['TR.ROEActValue.date', 'TR.ROEActValue.calcdate','TR.ROEActValue'], {SDate':'0','EDate':'2014-12-31','Frq':'Y'})[0].sort_values(by='Calc Date')

each return the same data, but the dates are shifted. Taking the first line of the output results as an example, using DSWS, the dates refer to the end of the year (e.g. 2014-12-31), while when using Eikon, 'Date' seems to refer to some kind of a Reporting Date (e.g. 2015-02-27) and 'Calc Date' seems to refer to exactly the same month & day from the date of my request, for the year in question (e.g. 2015-10-30).

I can make some manual adjustments, but this seems arbitrary and also might create other errors--I'm also working with hundreds of companies and so it would be better to avoid ex post manipulation like this too much.

Would you know of a way in which I could modify the above search request(s) in order to harmonize these results? I'm ultimately interested in matching the data to the date in which it actually took place, i.e. like the DSWS output--but if it's not possible to modify the Eikon search request to produce dates that match the DSWS ouptut, then the opposite (i.e. modifying the DSWS request to match the Eikon output) is also fine.

Thank you very much in advance for any help you can provide!

Best regards,

Alex Putkov.1

To retrieve the end date of the fiscal period, that the value of TR.ROEActValue corresponds to, use TR.ROEActValue.periodenddate field in Eikon Data APIs.

AAMZ

Thank you, that's very helpful. May I ask where one can find out this information? I looked at all of the user guides I could find, but nothing listed something like '.periodenddate' available. My hope is that by finding some commands like 'show all possible date types available' it could answer some other questions that I have.

Thanks again

Alex Putkov.1

The best metadata discovery tool for use with Eikon Data APIs is the Code Creator app in Eikon. It allows you to browse or search for data items and check applicable parameters. When you select data items and parameters it produces a code snippet for retrieving this data, which you can copy & paste. The Parameters & Quick Functions tab contains a drop-down named Output, which lists various outputs the selected data item can produce. This is where you find .date, .calcdate, .periodenddate, .fpa etc.

AAMZ

Great, many thanks again.