Time Series of Analytics / Python

jurij.reichenecker
jurij.reichenecker
in Eikon Data APIs
Hi Everyone I am using the python function ek.get_data to source the field TR.AccruedAmountAnalytics. However, I can only source the accrued amount for one valuation date. Is there a possibility to source multiply valuation dates beside creating a loop? Thanks Jurij
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Best Answer

  • jason.ramchandani01
    jason.ramchandani01
    Answer ✓

    @jurij.reichenecker yes so this field takes a number of parameters - ValuationDate and SettlementDate, amongst others (you can see all of these in the Parameters section of the Data Item Browser app (type DIB into eikon search bar). 

    ValD = ['2021-02-03','2021-02-04','2021-02-05']
    data1 = pd.DataFrame()

    for d in ValD:

        df,err = ek.get_data('34540TKR2', ['TR.AccruedAmountAnalytics'],
                            parameters={"ValuationDate": d, "SettlementDate": d})
        df['Date'] = d
        if len(df):
            data1 = pd.concat([df, data1], axis=0)
        else:
            data1 = df
                
    data1

    image

    Is this the kind of thing you were looking for? Obviously you can adjust the parameters as you like. I hope this can help.

Answers

  • Gurpreet
    Gurpreet

    Hi @jurij.reichenecker,

    The Data Item Browser shows that TR.AccruedAmountAnalytics is not a series field, so you won't be able to request it with a date range. Using a loop, seems to be the only plausible option.

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