Change format of date output in Eikon API

LRE42
LRE42
in Eikon Data APIs

Hello, using Eikon API in Python, trying to pull data on WACC, and the date is output as datetime (eg, 2019-04-30T00:00:00Z). Is it possible to output it only as a date? I am sure I could change it with Pandas, but Pandas didn't seem to recognise it as datetime -- any idea why that may be? thank you for your help

#import refinitiv.data as rd
#rd.open_session()

import eikon as rd

rd.set_app_key('8_______1')

startdate = "2019-01-01"
enddate = "2022-07-14"
syntax = "SCREEN(U(IN(Equity(active,public,primary)))," \
         "IN(TR.HQCountryCode,AT;BE;BM;CA;CH;KY;DE;DK;ES;FI;FR;FO;GB;GG;GI;GR;GL;IM;IE;IS;IT;JE;LI;LU;MC;NL;NO;PR;PT;SE;US;VG)," \
         "IN(TR.TRBCEconSectorCode,52,53,4,57),CURN=USD)"
WACCfields = ['TR.WACC.date', 'TR.WACC']
df3, err = rd.get_data(syntax, WACCfields,
    {'SDate': startdate,'EDate': enddate, 'FRQ': 'M'},
    )
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Best Answer

  • Gurpreet
    Gurpreet
    Answer ✓

    Hello @LRE42,

    Some of the entries have null, so it didn't automatically convert the datatype to Datetime. If you check the type, it shows as string:

    >> df3.dtypes

    Instrument                                string
    Date                                      string
    Weighted Average Cost of Capital, (%)    Float64

    You can use a pandas convert function to change it into datetime format:

    >> pd.to_datetime(df3['Date'])

    0        2019-01-31 00:00:00+00:00
    1        2019-02-28 00:00:00+00:00
    2        2019-03-31 00:00:00+00:00
    3        2019-04-30 00:00:00+00:00
    4        2019-05-31 00:00:00+00:00
                        ...           
    252979                         NaT
    252980                         NaT
    252981                         NaT
    252982                         NaT
    252983                         NaT
    Name: Date, Length: 252984, dtype: datetime64[ns, UTC]

    or just keep the date if you wish:

    >> pd.to_datetime(df3['Date']).dt.date

    0         2019-01-31
    1         2019-02-28
    2         2019-03-31
    3         2019-04-30
    4         2019-05-31
                 ...    
    252979           NaT
    252980           NaT
    252981           NaT
    252982           NaT
    252983           NaT
    Name: Date, Length: 252984, dtype: object

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