Using get_data with loop in python for historical data

I would like to download several infos and balance sheet items from several companies.

I keep in an SQL table a list of RICs that I imported as a list of integers [4295859221, ...] named rics and in another SQL table the list of the fields I want to download from Eikon as a DataFrame [TR.F.CashSTInvst, TR.TotalAssets, ...] named finstatDF.

So far, I just try to loop on the company RIC. I have seen an example that I tried to replicate but I get an error message. This is my code df, err =ek.get_data(rics[5], fields = ['TR.CommonName', 'TR.F.CashSTInvst'] , parameters={'Scale': 3, 'SDate': 0, 'EDate': -2, 'FRQ': 'FY', 'Curn': 'EUR'}).

How could I do ? Thanks in advance for your help.

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Accepted answers

j.dessain

I managed to get it done and working by playing with the nature of my inputs as follows :

connect = sq.connect('\DB\Finlist.db')        # connect to the DB FinancialDB
cursor = connect.cursor()
cursor.execute("SELECT field1 FROM TRlistEuroPr")          
outp = cursor.fetchall()
rics = list(chain(*outp))
cursor.execute("SELECT TRRIC FROM TRdataFinStat")          
outp = cursor.fetchall()
listTR = list(chain(*outp))

dataTR, err = ek.get_data(str(rics[0]), listTR, {'Scale': 3, 'SDate': -40, 'EDate': -20, 'FRQ': 'FY', 'Curn': 'EUR'})
dataTR.to_sql("TRdataEuroPr", connect, if_exists='replace')
sq_table = "TRdataEuroPr"

for i in range(len(rics)):
    dataTR, err = ek.get_data(str(rics[i]), listTR, {'Scale': 3, 'SDate': 0, 'EDate': -40, 'FRQ': 'FY', 'Curn': 'EUR'})
    if len(dataTR) < 2:
        print('error', i)
    else:
        dataTR.drop(dataTR[pd.isnull(dataTR["Tot Assets"])].index, inplace=True)            #drop all rows where Total assets is null
        dataTR.to_sql(sq_table, connect, if_exists='append')  
        print(i, len(dataTR))

All comments

chavalit-jintamalit

Hi @j.dessain

The identifier should be String.

Please also review this API limitation guideline at https://developers.refinitiv.com/eikon-apis/eikon-data-api/docs?content=49692&type=documentation_item

For example, there is a 5-requests-per-second limitation on the document.

So you should add some idle in your loop.

Or you can make an API call with multiple identifiers.

j.dessain

I managed to get it done and working by playing with the nature of my inputs as follows :

connect = sq.connect('\DB\Finlist.db')        # connect to the DB FinancialDB
cursor = connect.cursor()
cursor.execute("SELECT field1 FROM TRlistEuroPr")          
outp = cursor.fetchall()
rics = list(chain(*outp))
cursor.execute("SELECT TRRIC FROM TRdataFinStat")          
outp = cursor.fetchall()
listTR = list(chain(*outp))

dataTR, err = ek.get_data(str(rics[0]), listTR, {'Scale': 3, 'SDate': -40, 'EDate': -20, 'FRQ': 'FY', 'Curn': 'EUR'})
dataTR.to_sql("TRdataEuroPr", connect, if_exists='replace')
sq_table = "TRdataEuroPr"

for i in range(len(rics)):
    dataTR, err = ek.get_data(str(rics[i]), listTR, {'Scale': 3, 'SDate': 0, 'EDate': -40, 'FRQ': 'FY', 'Curn': 'EUR'})
    if len(dataTR) < 2:
        print('error', i)
    else:
        dataTR.drop(dataTR[pd.isnull(dataTR["Tot Assets"])].index, inplace=True)            #drop all rows where Total assets is null
        dataTR.to_sql(sq_table, connect, if_exists='append')  
        print(i, len(dataTR))

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