Earnings Announcement dates closing price for company

How can I use the Eikon python API to get the daily closing prices from -20 days to +20 days from historical earnings announcement dates (past 20 years) for a company?
Best Answer
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Hi @eric.jian
I think the Earning Announcement dates refer to Income Statement Announce Date.
Here is the sample code, I am using 0005.HK as example:
import pandas as pd
import datetime
import time
#get income statement announcement date and format the dates
df,e = ek.get_data('0005.HK',['TR.ISOriginalAnnouncementDate(SDate=0,EDate=-19,Period=FY0,Frq=FY)'])
df = df.rename(columns={"Income Statement Orig Announce Date":"AnnounceDate"})
del df["Instrument"]
df = df.drop_duplicates()
df = df[df.AnnounceDate != '']
df['AnnounceDate']= pd.to_datetime(df['AnnounceDate'])
#print(df)
#get -20 to +20 priceclose on a given date
datesList = df.AnnounceDate.tolist()
for date in datesList:
sdate = date - datetime.timedelta(days=20)
edate = date + datetime.timedelta(days=20)
data,e = ek.get_data('0005.HK',
['TR.PriceClose.Date','TR.PriceClose'],
{'SDate':sdate.strftime('%Y-%m-%d'), 'EDate':edate.strftime('%Y-%m-%d'), 'Frq':'D'})
print (data)
time.sleep(3) #delay between each api callAnd some result:
0
Answers
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Earnings announcements are once a quarter so there should be 4 dates each year. I ran the above code and got one income statement date for each year. Do I need to change the period/frequency arguments? What are the possible choices for those?
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Also does the formula that pulls the closing price skip over holidays? When i use date as
Timestamp('2019-02-13 00:00:00')
I see that 2019 -02-15 is displayed twice.
sdate = date - timedelta(days=20) # date - 20 days
edate = date + timedelta(days=20) # date + 20 days
# do for S&P index instead
data,e = ek.get_data('.SPX',
['TR.PriceClose.Date','TR.PriceClose'],
{'SDate':sdate.strftime('%Y-%m-%d'), 'EDate':edate.strftime('%Y-%m-%d'), 'Frq':'D'})
Please see row 16 and 17. Thank you
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Hi @eric.jian
You can use Data Item Browser to check the support parameters.
In my example, I assumed that you are referring to Yearly report.
"Period=FY0,Frq=FY"
You can type in "DIB" on Eikon Search Bar and press enter to launch Data Item Browser.
Search for the field and see it supports parameter and value.
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Hi @eric.jian
The 2nd row for 2019-02-15 belongs to 2019-02-18 date
This is my test.
I re-confirm the data point on Eikon Excel:
query to 2019-02-15, 2019-02-18 and 2019-02-19 accordingly in the picture.
I cannot clarify the content question.
Please submit your content question to Refinitiv Helpdesk at https://my.refinitiv.com/
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