Hi, I'm downloading some data using both the DSWS and Eikon APIs for Python.
I'm having trouble understanding the differences in dates between the two APIs.
For example, when I look up Return on Equity for a particular ISIN, as per the below
ds.get_data(tickers='AT00000AMAG3',fields=['WC08301'], start='2014-12-31',freq='Y')
and
ek.get_data(['AT00000AMAG3'], ['TR.ROEActValue.date', 'TR.ROEActValue.calcdate','TR.ROEActValue'], {SDate':'0','EDate':'2014-12-31','Frq':'Y'})[0].sort_values(by='Calc Date')each return the same data, but the dates are shifted. Taking the first line of the output results as an example, using DSWS, the dates refer to the end of the year (e.g. 2014-12-31), while when using Eikon, 'Date' seems to refer to some kind of a Reporting Date (e.g. 2015-02-27) and 'Calc Date' seems to refer to exactly the same month & day from the date of my request, for the year in question (e.g. 2015-10-30).
I can make some manual adjustments, but this seems arbitrary and also might create other errors--I'm also working with hundreds of companies and so it would be better to avoid ex post manipulation like this too much.
Would you know of a way in which I could modify the above search request(s) in order to harmonize these results? I'm ultimately interested in matching the data to the date in which it actually took place, i.e. like the DSWS output--but if it's not possible to modify the Eikon search request to produce dates that match the DSWS ouptut, then the opposite (i.e. modifying the DSWS request to match the Eikon output) is also fine.
Thank you very much in advance for any help you can provide!
Best regards,
