Why are there fields visible in data item browser that are not accessible via Eikon Data AP?

javan.graham

I am running Eikon API Proxy on Mac, version 1.0.102. For many fields I can see values on the data item browser (for bonds) like CF_BID, or TRADE_DATE, but anytime I query for these fields using Eikon Data API in Python, they never get retrieved, only returning None values. Why am I unable to retrieve these programmatically?

Gurpreet

I just tried the data item browser for a random bond and could verify that only bond applicable fields had data in them.

Gurpreet

@javan.graham, You can filter the fields in data item browser, by typing in the RIC code for the item you are interested in, in which case only the applicable fields are shown.

These fields are relevant to equities and can be pulled for equity quotes like:

>>> df, err = ek.get_data(['GOOG.O','MSFT.O', 'FB.O'], ['CF_LAST', 'CF_BID', 'TRADE_DATE'])
>>> df
  Instrument    CF_LAST   CF_BID  TRADE_DATE
0     GOOG.O  1228.8400  1228.60  2019-07-30
1     MSFT.O   140.8435   140.84  2019-07-30
2       FB.O   196.4850   196.47  2019-07-30

javan.graham

https://community.developers.refinitiv.com/discussion/comment/46608#Comment_46608

Hello Gurpreet, seems that when querying by ISIN, no CF fields are populated (however I am able to get other fields this way such as tr.bidyield), but only querying by RIC returns them...

Gurpreet

https://community.developers.refinitiv.com/discussion/comment/46609#Comment_46609

Hi Javan, the “CF_” field is “Consolidate/Common” field generated by application
such TRKD and Eikon. The applications use their own logic to map
the existing field to the "CF_" field, and these are only available for RIC's. Thanks.

javan.graham

https://community.developers.refinitiv.com/discussion/comment/46622#Comment_46622

Thanks, that is good to know. A bit deceiving that you can access other fields via CUSIP or ISIN but not these.

Alex Putkov.1

https://community.developers.refinitiv.com/discussion/comment/46623#Comment_46623

In Eikon data model there's a distinction between real-time data and fundamental & reference dataset. Real-time fields are the ones that fall under Real-Time category under Content Classification in DIB app or in Formula Builder wizard in Excel. These fields provide streaming market data via real-time datafeed. The only symbology recognized on the real-time datafeed is RIC. Fundamental and reference dataset is retrieved via request/response mechanism and it supports a variety of symbology schemes including RIC, CUSIP and ISIN. All fundamental and reference fields in Eikon data model start with "TR.". If the field name does not start with "TR.", this field cannot be retrieved using CUSIP or ISIN. It can only be retrieved using RIC.

javan.graham

https://community.developers.refinitiv.com/discussion/comment/46745#Comment_46745

Thank you for the detailed response, I have always wondered this, as I typically have passed in the instruments via ISINs.

javan.graham

Can't accept comments, so I will just accept the top level post to the comments that clarified things for me.