Historical and scheduled dates and time of an economic event per Eikon API via Python

Anufriyev
Anufriyev
in Eikon Data APIs

I would like to get historical and scheduled dates and time of an economic event per Eikon API via Python. Could you pls advise how to do it?

I try like this:

fields = ['TR.IndicatorName','TR.IndicatorType','TR.IndicatorSource' ,
          'GN_TXT16_3', #GMT Date
          'VALUE_TS1', #Time 
          'CTBTR_1LL', #Period
          'GN_TXT16_4', #Actual
          'ECON_ACT','FCAST_PRD','ECI_ACT_DT' ] 
data = ek.get_data('USFOMC=ECI', fields, {'SDate':'2019-12-12','EDate':'2023-10-01','Frq':'W'})

But I receive only 1 line (latest event)

Thank you

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  • Jirapongse
    Jirapongse

    @Anufriyev

    Sorry for the issue you are facing, let me see if I can help you in resolving this.

    Those fields that don't have the "TR." prefix are real-time fields that don't provide historical data.

    You can try the get_history method in the Refinitiv Data Libary for Python to get historical data of USFOMC=ECI.

    1665116762085.png

    The RD Library Python examples are available on GitHub.

    Otherwise, you can contact the Eikon or Workspace support team directly via MyRefinitiv and ask for fields that can be used in the Excel function to retrieve the required data.

    I hope this will help.

  • raksina.samasiri
    raksina.samasiri admin

    Hi @Anufriyev ,

    Checked using Codecreator (or Data Item Browser) app in Eikon Desktop (Tutorial video can be found here) and found that these fields aren't supported for the series function (this can be checked in the Parameters & Quick Functions tab in the app)

    1665117177344.png

    Below is an example of the field that support data in series function (Field TR.TotalReturn)

    1665117408965.png

    However, to get the data you're looking for, as the moderators on this forum do not have deep expertise in every type of content available through Refinitiv products. Such expertise is available through Refinitiv Helpdesk. If the Helpdesk can show you how to retrieve it using =@TR formula in Eikon Excel, then the moderators on this forum can help you translate it into get_data method in Eikon Data API call. Refinitiv Helpdesk can be reached via MyRefinitiv and you may request from them the =@TR formula in Eikon Excel which can be used to retrieve the data you would like to get.

    Hope this helps and please let me know in case you have any questions

  • Anufriyev
    Anufriyev

    Thank you for the hints. The heldesk sent me here saying that here I could find more expertise :)

    And what about upcoming/scheduled dates? Is there a posibility to retrieve this data for economic indicators?

  • jason.ramchandani01
    jason.ramchandani01

    @Anufriyev So the following query gives other info related to economic releases - some you might find useful - importantly field 'NDOR_1' is the Next Date of Release for the indicator:

    data, err = ek.get_data(['USFOMC=ECI'],['DSPLY_NMLL','RELEVANCE','ACT_REL_ST','ECI_ACT_DT','ACT_VAL_NS','UNIT_PREFX','FCAST_PRD','RPT_UNITS','ECON_ACT','ECON_PRIOR','RTR_POLL','FCAST_SEST','FCAST_ACRY','NDOR_1'],{'Frq':'M'}) 

    data

    1665136091751.png

    I hope this can help.

  • Anufriyev
    Anufriyev

    Thank you for the answer, Jason.

    I have 2 further questions:

    1) Among the fields you were using there is 'RELEVANCE'. Is there a description of the methodology how the values are assigned?

    2) Is the there a way to get the codes of all economic indicators (e.g. relevant for USA)? I saw there is smth like 'ECONALLHK', what I suppose all indicators for Honk-Kong. But I don't know how to us it.

    Thx,

    Sasha

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