Economic indicators from ek.get_data ek.get_timeseries

thomas01
thomas01 Newcomer
in Eikon Data APIs

I am trying to pull historical economic indicator with ek.get_data. While I was able to obtain the time series with ek.get_timeseries, the date returned was in the period which the indicator was responsible for (ie If I'm looking at the CPI released on Oct 12 2023, the data reported was responsible for 2023-09-30. I saw a related problem here and would like to have your insights if there's anyway to get_timeseries to return the (original release date) that I'm looking for.

df=ek.get_timeseries(['USCPNY=ECI'],fields=['TIMESTAMP', 'TRADE_DATE','VALUE'],calendar='native',start_date='2007-03-01',interval='monthly')#,fields=['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'])
display(df)

1697220264805.png

Figure1. Output from notebook

1697220349158.png

Figure2. Desired output should have date: October 12 2023.

Another approach I attempted: use ek.get_data, which I found the CF_DATE to correspond to the date of release, but in this case ek.get_data returns a single point rather than a dataframe/timeseries.

df, err = ek.get_data(
    instruments = ['USCPNY=ECI'],
    fields = ['CF_TIME','CF_DATE',
        'TR.IndicatorLastObservationDate',
        'TR.IndicatorStartDate',
        'TR.IndicatorType',
        'TR.IndicatorSeasonalAdj',
        'TR.IndicatorBaseYear',
        'TR.IndicatorPeriodicity',
        'ACT_STA_DT',
        'ACT_END_DT',
        'ACT_VAL_NS',
        'ACT_END_DT',
        'ACT_VAL_NS',
        'NDOR_1',
        'TRADE_DATE',
        'REF_PRD',
        'ECON_ACT',
        'GN_TXT16_4'
    ],parameters={"SDate":"2007-01-01",'EDate':"2023-10-14
Tagged:

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @thomas01

    Thank you for reaching to us.

    The fields without the TR prefix are real-time fields which can't provide historical data when using the get_data method.

    I checked the previous issues and found that the original release date may not be retrieved via Eikon APIs. You can contact the helpdesk support team directly via MyRefinitiv to confirm this by asking for the Excel fomular that can be used to retrieve the historical orginial release date. If the fomular is available, we may be able to convert it to the API.


Categories