Historical fundamental data with multiple periods

reid
reid
in Eikon Data APIs

I am trying to make a request for quarterly historical actual revenue, and return the full fundamental backhistory for each calcdate.

below the request for the current and previous fiscal quarter data works, but adding any further relative quarters does not work.

I would also like to know how I could make the call to request all of the previous fundamental data, e.g. FQ0,FQ-1,FQ-2,...,FQ-N for all N quarters available. 

# FQ0, FQ-1 WORKS
raw_ids, err = ek.get_data(
            ['EYE.OQ'], 
            ['TR.RevenueActValue', 'TR.RevenueActValue.calcdate','TR.RevenueActValue.date','TR.RevenueActValue.fperiod','TR.RevenueActValue.periodenddate','TR.RevenueActValue.announcedate'
], 
            {
                'SDate':'2000-01-01',
                'EDate':'2022-01-01',
                'Period':'FQ0,FQ-1',# pull past quarters data
                'Frq':'FQ'
            }
    )
# FQ0,FQ-1,FQ-2 DOES NOT WORK
raw_ids, err = ek.get_data(
            ['EYE.OQ'], 
            ['TR.RevenueActValue', 'TR.RevenueActValue.calcdate','TR.RevenueActValue.date','TR.RevenueActValue.fperiod','TR.RevenueActValue.periodenddate','TR.RevenueActValue.announcedate'
], 
            {
                'SDate':'2000-01-01',
                'EDate':'2022-01-01',
                'Period':'FQ0,FQ-1,FQ-2',# pull past quarters data
                'Frq':'FQ'
            }
    )
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Best Answer

  • Alex Putkov.1
    Alex Putkov.1
    Answer ✓

    @reid

    I can't say I quite understand what you're looking to achieve. Nevertheless, the notation "FQ0,FQ-n" for the Period parameter is interpreted as the range of quarters between FQ0 and FQ-n. So, try 'Period':'FQ0,FQ-4' for example. Does it give you what you're looking for? If not, could you please elaborate on what you're trying to achieve? It strikes me as rather odd to combine in the same request a range of fiscal quarters using Period parameter and a range of dates (using SDate and EDate).

Answers

  • reid
    reid

    Thanks, that is helpful.

    To clarify, let's say a company has had 16 quarters. They restated their financials once after 4 quarters, and again after 10 quarters. I want to pull the full backhistory of fundamentals on each announce date.

    Ideally there would be something like Period:'All', so I don't need to specify 'FQ0,FQ-16'. Is there something like this that I can pass in?

    Otherwise, what is the maximum relative quarter you can pass in, e.g. Period: 'FQ0,FQ-36'?

  • Alex Putkov.1
    Alex Putkov.1

    I see. There's no 'Period':'All' parameter. I also don't believe there's a max value for n in FQ-n. I just tried FQ-256, which presumably is more than what you'd ever need in practice for this use case, and it worked. There's a downside to using a large value of n like 256, which is the increased retrieval time because of additional processing on the backend and lots of empty rows returned in the result set.

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