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'})

where RICs is a list of RICs of length ~1700. However, when running this code I am only getting around 10.000 results, which is of course way less than what it should be considering Earnings Releases and Calls are quarterly and I am querying a range of more than 20 years.

I observe two strange behaviors:

1. After running the above code, I for example see that the RIC "ZURN.S" has no entries in data at all. If I then run

data , err = ek.get_data(["ZURN.S"],['TR.EventType','TR.EventType.date'],{'SDate':'2000-01-01','EDate':
    '-1AW','EventType':'ECALL:RES'})

I indeed get a one row data frame as a result. However, if I then increase(!) the SDate to '2010-01-01', I get 113 Events for RIC "ZURN.S"

2. In the api call with the list of RICs it doesn't matter what I set as SDate. SDate '2000-01-01' gives me around just as many results as SDate '2020-01-01'.

What is happening here?

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Accepted answers

Jirapongse

@finance01

Now, I can run the code and get the data properly when using both '2000-01-01' and '2001-01-01'.

Please let me know, if you are still unable to retrieve the data.

All comments

aramyan.h

Hi @finance01 ,

Please note that there is 10,000 datapoints limit for get_data request for eikon version 1.0.2 and lower -Documentation | Devportal (lseg.com).

However I did try with Eikon 1.1.18 for Russel 2000 index and managed to get 10000+ datapoints. see below:

data , err = ek.get_data(["0#.RUT"],['TR.EventType','TR.EventType.date'],{'SDate':'1990-01-01','EDate':
    '-1W','EventType':'All'})
data

What is the first date you receive in your response?

As for the ZURN.S, consider using -1W or an exact date for EDate as below:

data , err = ek.get_data(["ZURN.S"],['TR.EventType','TR.EventType.date'],{'SDate':'2000-01-01','EDate':
    '-1W','EventType':'ECALL:RES'})
data

Hope this helps.

Best regards,

Haykaz

finance01

First, thanks for your assistance.

I am getting an empty data frame for the Russel 2000, but this might be due to that it requires additional licensing?

However, you are also only getting around 11.000 observations, which I also sometimes got (it wasn't always 10.000 sharp). 11.000 events for 2.000 companies and all event types in a timespan of 30 years seems a bit small, doesn't it? Furthermore, you haven't got any results for RIC "DESP.N". However, I get many corporate events when calling the RIC by itself (and adjusting the SDate to '2001-01-01'.

data , err = ek.get_data(["DESP.N"],['TR.EventType','TR.EventType.date'],{'SDate':'2001-01-01','EDate':
    '-1W','EventType':'All'})

So it seems to me that the strange behavior persists for you as well. What do you think?

aramyan.h

Hi @finance01 ,

Indeed, there seems to be an issue here or something we are both missing. A content query (13713433) have been created for you, you will be notified by the team via email shortly.

Best regards,

Haykaz

Jirapongse

@finance01

Now, I can run the code and get the data properly when using both '2000-01-01' and '2001-01-01'.

Please let me know, if you are still unable to retrieve the data.

finance01

I am getting progress. So indeed, I now seem to be able to get all Event information for a single RIC, irrespective of the SDate.

However, querying multiple RICs still doesn't work as intendent:

data , err = ek.get_data([RICs],['TR.EventType','TR.EventType.date'],{'SDate':'2000-01-01','EDate':
    '-1AW','EventType':'ECALL:RES'})

gives me around 11k observations, with RIC again being a list of around 1.700 RICs. If I now set the SDate to '2015-01-01', I also get around 11k observations.

This makes no sense.

Jirapongse

@finance01

Eikon Data API just sends a request and retreives a response from the endpoint.

According to the explanation, the endpoint returns 11k rows for all 1,700 RICs. This could be a limitation of this endpoint. You may try to reduce the number of RICs in each request.

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