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SDate parameter when collecting company events
My goal is to get company event data for a universe of firms. I am using Eikon API version 1.1.18. I am using the following python code to access the Earnings Call and Earnings Release Events data , err = ek.get_data([RICs],['TR.EventType','TR.EventType.date'],{'SDate':'2001-01-01','EDate': '-1AW','EventType':'ECALL:RES'})…
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Announcement Date of ESG-Score
Unfortunately, as a research assistant, I don't have access to the helpdesk, so I hope that someone here can answer my question: I want to carry out an event study and need the date on which an ESG score was published in Refintiv Eikon. The papers I have found use TRESGScore.date as the publication date, but is the ESG…
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Using Eikon API to retrieve the filing dates of annual reports and ESG reports
I am trying to retrieve the filing dates of annual reports and ESG reports using a search query similar to https://community.developers.refinitiv.com/questions/95582/eikon-api-retrieve-annual-report-publication-date.html, and I've met several confusing issues. api_key = 'my api key' ek.set_app_key(api_key) isin_df =…
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rd.get_history() getting data before start date
rics = 'ABB.ST' start = '2020-01-01' end = '2024-02-15' rd.get_history(universe = rics, fields = "TR.CompanyMarketCap", start = start, end = end)' I am running the code above and the returned data is as below: as start is 2020-01-01 why do I get data for 2019-12-30?
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Dxy data problem, maybe need to know the time zone of TR.CLOSEPRICE.date?
I use eikon api to get dxy data, such as TR.CLOSEPRICE TR.CLOSEPRICE.date but data I got is not the same as I found on some fin websites. I think the problem is due to TR.CLOSEPRICE.date is not the same as I saw on other sites. For example, the following are I get from eikon api, Instrument Close Price Date High Price Low…
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hi i would like to have the relative dates of each row
Dear community, I am trying to retrieve yearly data (fiscal year) using this Excel formula: =@TR(Tabelle1!$B$3:$B$318,"TR.TotalReturn........[other parameters]...","Period=FY-1 Frq=FY SDate=0 EDate=-10 Curn=USD CH=Fd RH=IN"). and this is the result Total Return ..... KEPL3.SA 70.7614344 ..... KEPL3.SA 32.5659314 KEPL3.SA…
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ek.get_data correct date with multiple fields
Hi, I have the following call in excel: =@TR("IAG.AX","TR.IssueMarketCap(Scale=6 ShType=FFL), ((TR.FreeFloatPct)/100), TR.IssueSharesOutstanding(Scale=3), TR.CLOSEPRICE(Adjusted=0)","SDate=2020-10-27 EDate=2020-12-01 Curn=USD CH=Fd RH=calcdate") I repeat to make this same call in: ek.get_data However I want in the return…
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How to get fund issue date via Eikon API?
I want to get the fund issue date via Eikon API, but it returns empty, kindly help check if the field "ISSUE_DATE" is correct or not? Thanks. data, err = ek.get_data(instruments=['LP68728214'], fields=[ "TR.RICCode", "ISSUE_DATE" ]) Response: { "instrument": { "0": "LP68728214" }, "ricCode": { "0": "LP68728214" },…
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List of relative sdate and edate formats
I am trying to do queries for dividends in C# using the Eikon Data API. I notice that if I supply exact dates, such as today through the end of the year: sdate: 2023-05-27 edate: 2023-12-31 I get back empty results. However, if I supply relative dates, they sometimes seem to work, such as: sdate: 1D edate: -1AY My…
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Get Date, Time and URL for ESG Controversies
Hi, I am trying to get the date, time and URL of certain news controversy categories. I used the "CODECR" app/ Formula Builder in Eikon to formulate the code. However, the results do not deliver the required date and URL (see picture) but they are available in Eikon (see picture). What is the problem here? Besides that…
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Mismatching of quarterly EPS surprise date and earning announcement dates
I'm doing a research on Taiwan market and retrieved earning surprise data from DataStream. for example, I collected quarterly earing surprise announcement dates (EPSISURDTE) and quarterly EPS surprise score (EPSISURSUE), I find EPSISURDTE is different from quarterly earnings announcement dates on TWSE. What is the…
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Determining UTC datetime from QUOTE_DATE/TRADE_DATE and QUOTIM/SALTIM
We use Refinitiv RTO data for global strategies, so we need last trade and quote times in UTC. The SALTIM and QUOTIM fields are in UTC, but unfortunately, the TRADE_DATE and QUOTE_DATE fields are not UTC. They represent the "trading date," so for exchanges that are open across UTC midnight, these date fields roll over…
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ETA: com.thomsonreuters.upa.codec.Date month method
We are upgrading our application to use ETA API. To read date FIDs, we use this class com.thomsonreuters.upa.codec.Date. It has a method named month() to return the month in integer values. My question is that does it always return 1 to 12 to represent the months? Are there scenarios where the month will return 0 to 11…
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event study dates retrieval
Hi, I'm working on an event study and for a given event date, I need to be able to reference 100 datapoints before and 100 datapoints after the event. Ex: Suppose Apple reported earnings on March 1st, I need the start date 100 datapoints ago and the end date 100 datapoints after the event. Notice I said datapoints (trading…
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secondaryFields[1].dateTimeValue' has an invalid value
API Used: World check one API and World check one API v2.44(checked with both) Language: java Environment : windows Response from API : INFO: [{"error":"INVALID_MESSAGE_FIELD_FORMAT","cause":"Message field '.secondaryFields[1].dateTimeValue' has an invalid value."}] API accessed : cases/screeningRequest GSON and…
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Date format
Hi, I was wondering which date format is correct when downloading S&P 500 constituents for 2nd of January 2002. The following are the two alternatives, I was wondering which one is the correct one: sp2002, err = ek.get_data('0#.SPX(20020201)', 'TR.IndexConstituentRIC', ) Or, sp2002, err = ek.get_data('0#.SPX(20020102)',…
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How to get enddate and release date using Eikon API in python
Hello, I would like to construct a time series on a quarterly basis (The last twelve months) of fundamentals for each company in Brazil. However, I have not succeeded. Below you can see the call in python: df, err = ek.get_data( instruments = ['PETR4.SA'], fields = ['TR.F.EBIT(SDate=2020-01-01,EDate=0D,Period=LTM,Frq=FQ)',…
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Date calculation vs actual date in the data extracted
Hi, I noticed that some measures for ETF (and potentially other instruments) are computed the next day. For example below (or TR.SharesOutstanding). When we pull data via API, do these figure appear against 'calc date' or the 'actual date' for which data point belong to? I have a feeling that they appear incorrectly…
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Eikon API: Retrieve Annual Report publication date
I'd like to download the history of annual report filings dates for a set of ISINs. Currently, my search query using the Python API looks like this: df, err = eikon.get_data( instruments, ['TR.ISSourceDate', 'TR.ISSource', 'TR.ISOriginalAnnouncementDate', 'TR.ISPeriodEndDate', 'TR.ISPeriodEndDate.fpa'], {'SDate':…
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How to filter trade date for CompositeExtractionRequest
Hallo All, I have below CompositeExtractionRequest where i want to fetch the response on specific date based on trade date. So i want to get the data from 01.07.2022, 02.07.2022 and 06.07.2022 and i want to filter this with trade date. How to specify this filter in the extraction request ? requestHeaders = { "Prefer":…
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fundamental data missing
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",…
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dates coming out as wrong number
I have two problems: 1. sometimes when I run the below code chunk, I get an empty data frame, and sometimes I do not. 2. when I don't get an empty data frame, the dates are reported erroneously, as in not in a proper date-time format. (note that I am trying to get the data into a csv file with dates in a specific format)…
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Problem with Expiration Date in API REST when querying for EndOfDay Instruments
I can't get the expiration date using C# API REST. Also, if I try to get it by using Postman, I have the same result, The ContentFieldName "Expiration Date" has null value This is the request I used: { "ExtractionRequest": { "@odata.type":…
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get_timeseries: Date column returned as integer instead of datetime
I just tried to fetch price data of a single equity with get_timeseries function of the Python EIKON API. Unfortunately, I receive a warning and the "Date" column has integer values instead of datetime. I attached a screenshot of a simple example.Do you know how to get the dataframe with Date column in datetime format? I…
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Get Data / Date Filter / Options Volumes
Hello, I'm using the below get_data formula: lst_dt = (datetime.now() - timedelta(days=1)).strftime("%Y-%m-%d") fst_dt = (datetime.now() - timedelta(days =5)).strftime("%Y-%m-%d") list_rics = ["1SB2175E2"] list_fields_1 = ['TR.AccumulatedVolume.date','TR.AccumulatedVolume'] print("load data from",fst_dt,"to",lst_dt) df_a,e…
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get_timeseries normalize parameter - timestamp conversion
Hi, When I run the following: test=ek.get_timeseries(['.SPXTR','.TRSPTTEN'],start_date='20211101',end_date='20211123',fields=['CLOSE'],interval='daily',calendar='tradingdays',corax='adjusted',normalize=True) I get a dataframe with dates converted to epoch. It happens on line 253 in time_series.py: df =…
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Item dates and error
Hello, I have two unrelated questions 1. I keep on getting the following error (see below). However, there is nothing bad with my requests. The error coms randomly. Sometimes I am able to run the request sometimes I am not. Does anyone know why Error code 400 | Backend error. 400 Bad Request 2. I have a list of variable in…
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TR Function : Retrieve date from cell
Hello, I'm a MA student and using Eikon Excel for my financial thesis on ESG and M&A. I have all my M&A and financials data, including the date of the annoucement. I would like to retrieve through the TR function the target ESG score one year before the annoucement date. That's on this last point that I experience an…
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RFA API via WebSocket API : Dates format
Hello, We recently implemented a connector compatible with the WebSocket API. We noticed a difference with the RFA API. Date values are no more under Eikon format : DD MON YYYY But there are now under ISO 8601 (as said in the doc) : YYYY-MM-DD Is there a way to transform them to Eikon format via the WebSocket API ? Thanks !
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different dates for one RIC?
ECSSH1 (RawLegacyMarketDepth) Please comment 1. Why are there so many different messages on ECSSH1? 2. What is "Start date"? 3. Why is "Start date" the same as "Expiration Date"? 03/14/2011 4. Why is there no date for "Start dat" on the first line? 5. Why "Change date 03/18/2011" but "Expiration Date 03/14/2011"? 6. What…
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Type Mismatch VBA - DfAddPeriod
Hello, I am trying to use DfAddPeriod in VBA : Public Function CreateAdxDateModule() As AdfinXAnalyticsFunctions.AdxDateModule Set CreateAdxDateModule = CreateReutersObject("AdfinXAnalyticsFunctions.AdxDateModule") End Function CreateAdxDateModule.DfAddPeriod("FRA", "12/02/2021", "1M", "EMC:S") But this does return a Type…
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ek.get_data - TR.PriceClose.date not working
i have the python code: fields=[ek.TR_Field('TR.PriceClose', {'Frq':'D', 'SDate':0, 'EDate':-365 },'asc',1), ek.TR_Field('TR.PriceClose.date', {'Period':'D', 'SDate':0, 'EDate':-365 },'asc',1) And I run this to get the data for the permid: df,err=ek.get_data([4295905573],fields) This returns 1 line with <NA> for both…
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Date for total revenue
When retrieving the total revenue via the Eikon API Proxy (Mac), the API doesn't return any date for total revenues of companies that have no data in the financial tab in the Eikon webtool. I retrieve the total revenue via TR.PCTotRevenueFromBizActv(Period=FY0) & the date via TR.PCTotRevenueFromBizActv.date (timestamp) and…
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How can I use date function in python ?
Hi, I need to use in python some function that I currently use in excel , for example DfAddPeriod. Do you know if there is a way to use eikon dates and calendar tools in python API ? Thanks in advance.
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How do I generate the data on each day instead of the date of last change?
The code below generates the number of each type of analyst recommendation for TSLA.O. e.g. Number of Strong Buys, Number of Buys, etc. My data frame has identical rows e.g. multiple lines with date: 2020-06-12 until to 2020-06-29 when there was an update in the data. How can I amend the request so that I can an output for…
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How do I constrain my ek.get_data() request to specific dates under the variable 'TR.RNSAnnouncedDat
I use the following code to download a csv of the previous 1 year's data for the instruments in my list and for the fields specified. My understanding is that using this method I am retrieving all of the data (unconstrained by dates) and then modifying that data so that a subset, constrained by 'TR.RNSAnnouncedDate', is…
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methodology for determining the date of the spot
Do you have an official document confirming the setting of the spot date for individual currency pairs?
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Is there a way to obtain the hour of publication of an economic indicator
I would like to know if theres a way to obtain the exact date and time an economic indicator was published .. like COCPI=ECI, COPCPIY=ECI, COCBIR=ECI
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What is the best way to query NAV prices with complete history for multiple assets
When I try to query the NAV prices with: eikon.get_data(lipper_ids, fields='TR.NETASSETVAL.date;TR.NETASSETVAL;', parameters={'SDate': '1910-01-01', 'EDate': '2020-04-07'}) It takes a long time (about 12 seconds per asset, which is a very slow response), however, it is because of the start date (a lot of items are NaN…
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How to retrieve timestamp for update messages via Elektron Websocket API
How can I get a timestamp for the quotes or trades with each update message coming in from the Websocket API? I've requested many fields that should have a time or date for trades and quotes but I don't get anything. This is what my update messages come in looking like: [ { "DoNotConflate":true, "Fields":{…