fundamental data missing

simon.metzger
simon.metzger
in Eikon Data APIs

Hello,

I am currently trying to retrieve historical fundamental data including balance sheet data, income data and market capitalization for the EURO STOXX 600 for a few years by quarter.

For this, first I extract the RIC for the constituents:

euro_stoxx_600, err = ek.get_data("0#.STOXX", "TR.RIC", parameters={'SDate':'2015-12-31', 'EDate':'2022-04-30','Frq':'FQ', 'Period':'FQ0'})

After that I first wanted to extract the balance sheet data for these companies.

euro_stoxx_600_list = euro_stoxx_600["RIC"].tolist()

Then I basically iterate through the list with a batch size of 5 (i.e., 5 tickers at a time)

batch_size = 5
tickers_to_extract = euro_stoxx_600_list [(i*batch_size):(i+1)*batch_size]

balance_sheet, err = ek.get_data(tickers_to_extract, 
['TR.F.BalanceSheet.date', 'TR.F.BalanceSheet.fieldname','TR.F.BalanceSheet.fielddescription','TR.F.BalanceSheet'],
parameters={'SDate':'2015-12-31', 'EDate':'2022-04-30','Frq':'FQ', 'Period':'FQ0'})

This approach works for many RICs just fine. However, for about 200 RICs, I got the situation you can see in the screenshot where I do not have any data.

1654940359219.png

Exactly this happens for the other RICs as well. Examples are: HRGV.L, BRBY.L, WLN.PA, EXOR.MI,...


I then tried to retrieve the data for the GETP.PA RIC via the code creator. With this code I was able to get the total assets over this time period.

getp, err = ek.get_data(instruments = ['GETP.PA'],fields = ['TR.F.TotAssets(Period=FY0,Frq=FQ,SDate=2015-12-31,EDate=2022-04-30)'])

However, when I included the date which is really essential for me, again I just had one empty row.

getp, err = ek.get_data(instruments = ['GETP.PA'],fields = ['TR.F.TotAssets(Period=FY0,Frq=FQ,SDate=2015-12-31,EDate=2022-04-30)','TR.F.TotAssets.date(Period=FY0,Frq=FQ,SDate=2015-12-31,EDate=2022-04-30)'

Is there a way to fix this or am I doing something wrong?


Thanks in advance

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Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @simon.metzger

    I got the same result when using the =TR function in Eikon Excel.

    =@TR("HRGV.L;GETP.PA;BRBY.L;WLN.PA","TR.F.BalanceSheet.date;TR.F.BalanceSheet.fieldname;TR.F.BalanceSheet.fielddescription;TR.F.BalanceSheet","SDate=2015-12-31 EDate=2022-04-30 Period=FQ0 Frq=FQ CH=Fd RH=IN",C10)

    1655109999181.png

    Therefore, you need to contact the Eikon Excel support team directly via MyRefinitiv and ask for the =TR formula which can be used to retrieve the required data. Then, you can apply it to the get_data method.

    For the TR.F.TotAssets field, you need to use 'TR.F.TotAssets(Period=FY0,Frq=FQ,SDate=2015-12-31,EDate=2022-04-30).date' instead.

    getp, err = ek.get_data(instruments = ['GETP.PA'],
                            fields = [
                                'TR.F.TotAssets(Period=FY0,Frq=FQ,SDate=2015-12-31,EDate=2022-04-30)',
                                'TR.F.TotAssets(Period=FY0,Frq=FQ,SDate=2015-12-31,EDate=2022-04-30).date'
                            ]
                           )
    getp

    The output is:

    1655110176676.png


Answers

  • umer.nalla
    umer.nalla

    Hi @simon.metzger

    If the same code is working for many other RICs and not yielding data for certain RICs, then this is most likely a content issue.

    I would recommend you create a content query ticket on My.Refinitiv (or contact the helpdesk directly via Eikon) - to discuss your requirements. They may be able to advise if the required data is available in a different field for those particular RICs.

    Whilst we do try to normalise our data, we carry 80million RICs from 10,000+ sources - and sometimes there can be differences based on the source of data/asset class etc.


  • simon.metzger
    simon.metzger

    Thank you both a lot.

    I now made a content request. Let's see if this helps :)

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