How to obtain historical Reuters poll for an economic indicator using Eikon Python API?

zhopan77
zhopan77 Newcomer
in Eikon Data APIs

How can I obtain historical Reuters poll (i.e. forecast) for an economic indicator using Eikon Python API?

For example, for this RIC "USADP=ECI", I know how to obtain historical time series like this:

eikon.get_timeseries("USADP=ECI", start_date="2010-01-01", interval="monthly")

I also know I can get some present data like this:

ek.get_data("USADP=ECI", fields=["ECON_PRIOR", "ECON_SRCE"])

However, these fields mostly return NaN: "ECON_ACT", "ECON_DES", "ECON_FCAST", "ECON_HIST", "ECON_REV", "FCAST_HIGH", "FCAST_LOW", "FCAST_NUM"

The question is, how do I get historical Reuters poll values (forecast values) in a time series? Apparently get_timeseries() does not support any field other than 'TIMESTAMP', 'VALUE', 'VOLUME', 'HIGH', 'LOW', 'OPEN', 'CLOSE', 'COUNT'; and get_data() does not return historical data.

I think this data is present in Eikon though, since some chart about a RIC can plot historical poll, and Excel plugin is able to retrieve historical poll.

Please help! Thanks!

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Best Answer

  • filip.wyszynski
    filip.wyszynski Newcomer
    Answer ✓

    I had a similar problem and eventually found the solution. It turns out poll values and other historical datapoints have their own tickers.

    Within Eikon, navigate to your economic indicator of choice and export to Excel. Here you will find the relevant tickers.

    For your example above:
    Actual release = 'USADP=ECI'
    Median poll = 'pUSADP=M'
    Min poll = 'pUSADP=L
    Max poll = 'pUSADP=H'

    This ticker logic appears to apply across all economic indicators.

Answers

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭

    I'm afraid it's not currently possible to retrieve historical Reuters poll values in a time series using Eikon Data API. I also don't see any way to retrieve this data using Eikon Excel, but if you know otherwise, could you please share an example of the formula?

  • zhopan77
    zhopan77 Newcomer
    https://community.developers.refinitiv.com/discussion/comment/26570#Comment_26570

    Thank you! This works great! Do you know how to obtain the exact date and time of the data announcement? Right now the economic indicators are treated like bars. If it's a monthly data, the date of each data point is the end of the month since the monthly bar closes at end of the month. But we'd like to obtain the exact date and time the data was announced. Is there a way to do it?

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