Time series of economic events using Python API

niskrev

I would like to retrieve a time series of economic events using Python. The following works for getting the most recent values.

fields= ['TR.IndicatorName', 'TR.IndicatorType', 'TR.IndicatorSource',
    "ACT_STA_DT","ACT_END_DT","ECI_ACT_DT","ACT_VAL_NS","RELEVANCE","RTR_POLL",
    "ECON_ACT","UNIT_PREFX","RPT_UNITS","ECON_PRIOR","PRIOR_REV","FCAST_LOW",
    "FCAST_HIGH","FCAST_NUM","FCAST_SEST","FCAST_ACRY"]

df, e = ek.get_data('EUGDQY=ECI', fields=fields)

Is it possible to retrieve the available time series for a given indicator using the python api? Using the app it is possible to export the time series into an excel file.

jason.ramchandani01

Hi @niskrev - Thanks for your question. Yes it is possible to receive a timeseries history for economic indicators using the get_timeseries api. You need to specify the correct interval - most economic indicators are either monthly or quarterly.

df = ek.get_timeseries(['EUGDQY=ECI'],start_date='2010-03-01',end_date='2020-04-26',interval='quarterly')
df

However, due to the reduced data model in our current timeseries API (OHLCVc) you will not be able to get those fields other than the value of the indicator itself with the Eikon Data API.

I hope this can help.

niskrev

https://community.developers.refinitiv.com/discussion/comment/62760#Comment_62760

Hi @jason.ramchandani thanks for the quick response. Just to clarify: is it possible to retrieve in some other way time series of fields like Reuters Poll (RTR_POLL) for economic indicators with python?

jason.ramchandani01

https://community.developers.refinitiv.com/discussion/comment/62817#Comment_62817

Hi @niskrev - for some realtime indicators you can get reuters poll results in a historical timeseries.

Please see this - this gives us the median, low and high for poll forecasts where they are available.

df = ek.get_timeseries(['EUGDQY=ECI','pEUGDQY=M','pEUGDQY=L','pEUGDQY=H'],start_date='2010-03-01',end_date='2020-04-26',interval='quarterly')

df

I hope this can help.

niskrev

https://community.developers.refinitiv.com/discussion/comment/62818#Comment_62818

Great!, Thanks @jason.ramchandani.