Why do I get less data when I download data from Python API?

mahdiehvg

Hi,

I'm trying to get ESG indicator data for S&P 500 for 2019. I have tried to get the data from Python. It gives me around 350 values and the rest, 155, are missing values. When I download the same data from Screener app I get much more data, almost 505 observations are covered. I was wondering what could be the reason and whether I can get help to solve this problem.

I used the following code to obtain the data for 2019 in Python:

First I obtain the list of S&P 500 firms at the beginning of 2019:

sp2019, err = ek.get_data('0#.SPX(20190101)', 'TR.IndexConstituentRIC',)

Then I get the PermID for these firms:

sp2019.columns = ['inst','ric']

ric19= ek.get_symbology(sp2019.inst.tolist())

Then I construct a list including the PermIDs for these firms:

list19= list(ric19.OAPermID)

And using this list I obtain ESG indicator data for 2019 (I download all the 186 indicators and ESG category scores, here I pasted the first few indicators to be brief):

data2019, err=ek.get_data(list19,['TR.CommonName','TR.RIC','TR.GICSIndustry',

'TR.TRESGScore(Period=FY2019,Frq=FY).date',

'TR.AnalyticEqualShareholderRightsScore(Period=FY2019,Frq=FY)',

'TR.AgrochemicalProductsScore(Period=FY2019,Frq=FY)',

'TR.AnalyticAntiTakeoverDevicesScore(Period=FY2019,Frq=FY)',

'TR.AnalyticAuditCommIndScore(Period=FY2019,Frq=FY)',

'TR.AnalyticAuditCommMgtIndScore(Period=FY2019,Frq=FY)',

'TR.AnalyticBoardAffiliationsScore(Period=FY2019,Frq=FY)',

'TR.AnalyticBoardAttendanceScore(Period=FY2019,Frq=FY)']

Thank you in advance for the help.

Mahdieh

chavalit-jintamalit

Hi @mahdiehvg

Following your code, the result on data2019 does container only 369 non-null rows.

I selected one of the RIC(null value) and tried to retrieve the data on a different period.

And it seems that the data does not available in 2019 period but available in 2017/2018 period.

So if you would like to clarify the data availability,

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