Earnings Announcement dates closing price for company

eric.jian

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?

chavalit-jintamalit

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 call

And some result:

eric.jian

https://community.developers.refinitiv.com/discussion/comment/53694#Comment_53694

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?

eric.jian

https://community.developers.refinitiv.com/discussion/comment/53694#Comment_53694

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

chavalit-jintamalit

https://community.developers.refinitiv.com/discussion/comment/53725#Comment_53725

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.

chavalit-jintamalit

https://community.developers.refinitiv.com/discussion/comment/53729#Comment_53729

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/