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 = pd.read_csv('my path/retrieve dates/ isin_list.csv')
isin_list = isin_df['isin'].tolist()
fields = [
'TR.ISSourceDate', 'TR.ISSource', 'TR.ISOriginalAnnouncementDate', 'TR.ISPeriodEndDate', 'TR.ISPeriodEndDate.fpa'
]
params = {'SDate': '2000-01-01', 'EDate': '2022-07-05'}
try:
# retrieve data
df, err = ek.get_data(instruments=isin_list, fields=fields, parameters=params)
if df is None or err is not None:
raise ValueError("API request failed or returned None. Error: {}".format(err))
# print results
print(df)
This is a sample of my code, I am using Python under MacOS.
1. Similar to the problem met by @researcher2, the search query gave me some dates different from the search results in Refinitiv workspace. Take Apple Inc. as an example, the data retrieved by the search query is like:
However, the dates retrieved are quite different to the results I found in the Refinitiv workspace.
Comparing the two snapshots, only the 'income statement period end date' and 'document date' are exactly the same. But for the others, I cannot tell whether the 'income statement source date' corresponds to 'receipt date' or 'filing date'. I am wondering is this the correct search query for retrieving filing dates, or due to I didn't get the right dates in Refinitiv workspace?
2. For the sustainability/ESG reports, I want all filing dates for the files under the 'company filings - company periodic reports - ESG disclosure' category. Where can I find the corresponding field names for retrieving ESG report filing dates?
Thanks for any help!
