API Returns Wrong Data: get_data returns Annual data when 'FRQ': 'FQ' is specified
The Eikon Python API looks awesome and the data available from the data grid looks very extensive which is great.
Unfortunately, on literally my very first test after installation, I tried to get some quarterly fundamental data, but it seems the API is returning only annualized data when I request quarterly data (duplicating the annual data across quarters) am I missing something here? It's entirely possible I am doing something wrong but I think the call I'm making is correct:
Here is the API call I'm making. I've tried versions of this command that only send the paramaters via the field and that only send the parameters via the paramaters option. They have all consistently returned the same duplicated annualized data as shown:
df, err = ek.get_data(instruments=[ 'AMZN.O' ],
fields=[ ('TR.TotalRevenue', {'SDate':0,'EDate':-4,'Period':'FY0','FRQ':'FQ','Scale':6}) ],
parameters={'SDate': 0, 'EDate': -4, 'Period': 'FY0', 'FRQ': 'FQ', 'Scale': 6},
debug=True )
Debug output is:
Request: {"Entity": {"E": "DataGrid", "W": {"instruments": ["AMZN.O"], "parameters": {"SDate": 0, "Scale": 6, "EDate": -4, "Period": "FY0", "FRQ": "FQ"}, "fields": [{"name": "TR.TotalRevenue", "parameters": {"SDate": 0, "Scale": 6, "EDate": -4, "Period": "FY0", "FRQ": "FQ"}}]}}}
HTTP Response: 200 - {"columnHeadersCount":1,"data":[["AMZN.O",107006],["AMZN.O",107006],["AMZN.O",107006],["AMZN.O",88988],["AMZN.O",88988]],"headerOrientation":"horizontal","headers":[[{"displayName":"Instrument"},{"displayName":"Total Revenue","field":"TR.TOTALREVENUE(EDate=-4,FRQ=FQ,Period=FY0,SDate=0,Scale=6)"}]],"rowHeadersCount":1,"totalColumnsCount":2,"totalRowsCount":6}
The weird thing is that it looks like the query is getting sent by the python API properly via the HTTP request as seen in the debug information printed out above but unfortunately the results returned by the API are not correct:
Instrument Total Revenue
0 AMZN.O 107006
1 AMZN.O 107006
2 AMZN.O 107006
3 AMZN.O 88988
4 AMZN.O 88988
As you can see, these are clearly not quarterly revenue figures, these are annual revenues somehow duplicated across quarters.
If you feel the need, you can fact check the revenue numbers on an independent source (marketwatch) just to make sure:
Annual Revenue is the first field (Sales/Revenue):
http://www.marketwatch.com/investing/stock/amzn/financials/income/annual
Quarterly Revenue is the first field (Sales/Revenue):
http://www.marketwatch.com/investing/stock/amzn/financials/income/quarter
Please help, thanks!
Best Answer
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I assume that you want to get these values.
I can get these data after changing Period to FQ0. The following is the result from Eikon Excel.
1
Answers
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Oh, also, I'm running EikonScriptingProxy-0.9.3-linux-x64 if it helps anyone who is looking at this. Thanks
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Oh, also, I'm running EikonScriptingProxy-0.9.3-linux-x64 if it helps anyone who is looking at this. Thanks
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Thank you. The issue was that the Data Item Browser in Eikon web version was telling me to use these values to query - might be something for the Eikon web team to fix -- but thanks for your help. Meant to reply to this sooner but got busy. Thanks
0 -
Thank you. The issue was that the Data Item Browser in Eikon web version was telling me to use these values to query - might be something for the Eikon web team to fix -- but thanks for your help. Meant to reply to this sooner but got busy. Thanks
0
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