Get data for Specific date

peter.akester
peter.akester
in Eikon Data APIs

Hi, Im looking to get data these fields for a specific historic date. Here is my current code. Any help would be greatly appreciated. Thanks in advance 

dfSP500Smallx, err = ek.get_data(
    instruments = ['0#.SPX'],
    fields = [
        'TR.CommonName',
        'TR.TRBCEconomicSector',
        'TR.TRBCBusinessSector',
        'TR.TRBCIndustryGroup',
        'TR.CompanyMarketCap',
        'TR.PriceOpen',
        'TR.PriceClose',
        'TR.PricePctChg1D',
        'TR.Price52WeekHigh',
        'TR.Price52WeekLow',
        'TR.PriceAvg30D',
        'TR.Price50DayAverage',
        'TR.PriceAvg100D',
        'TR.Price200DayAverage'  
    ]  
)
display(dfSP500Smallx)
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Best Answer

  • chavalit-jintamalit
    chavalit-jintamalit admin
    Answer ✓

    Hi @peter.akester

    You can use "CODECR" app (Type in CODECR in Eikon Search to launch it) to check field supported parameters.

    image


    Here is a sample code:

    dfSP500Smallx, err = ek.get_data(
        instruments = ['0#.SPX'],
        fields = [
            'TR.CommonName',
            'TR.TRBCEconomicSector',
            'TR.TRBCBusinessSector',
            'TR.TRBCIndustryGroup',
            'TR.CompanyMarketCap',
            'TR.PriceOpen',
            'TR.PriceClose',
            'TR.PricePctChg1D',
            'TR.Price52WeekHigh',
            'TR.Price52WeekLow',
            'TR.PriceAvg30D',
            'TR.Price50DayAverage',
            'TR.PriceAvg100D',
            'TR.Price200DayAverage'  
        ],
        parameters = {'SDate':'2021-03-22', 'EDate':'2021-03-24'} #added parameters which applies to all fields
    )
    display(dfSP500Smallx)

    image

Answers

  • Alex Putkov.1
    Alex Putkov.1

    Of all the fields in your request only TR.CompanyMarketCap, TR.PriceOpen and TR.PriceClose are available as timeseries. For the rest of the fields only the most recent value can be retrieved. To retrieve TR.CompanyMarketCap, TR.PriceOpen and TR.PriceClose as of a given historical date add SDate parameter to the request:

    ek.get_data(
        instruments = ['0#.SPX'],
        fields = [
            'TR.CommonName',
            'TR.TRBCEconomicSector',
            'TR.TRBCBusinessSector',
            'TR.TRBCIndustryGroup',
            'TR.CompanyMarketCap',
            'TR.PriceOpen',
            'TR.PriceClose',
            'TR.PricePctChg1D',
            'TR.Price52WeekHigh',
            'TR.Price52WeekLow',
            'TR.PriceAvg30D',
            'TR.Price50DayAverage',
            'TR.PriceAvg100D',
            'TR.Price200DayAverage'  
        ],
        parameters = {'SDate':'2021-03-01'}
    )

    You can use CodeCreator app in Eikon application to explore the metadata for use with Eikon Data APIs including what parameters are available for what fields.

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