Time Series of Analytics / Python

Hi Everyone

I am using the python function ek.get_data to source the field TR.AccruedAmountAnalytics. However, I can only source the accrued amount for one valuation date. Is there a possibility to source multiply valuation dates beside creating a loop?

Thanks

Jurij

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Accepted answers

jason.ramchandani01

@jurij.reichenecker yes so this field takes a number of parameters - ValuationDate and SettlementDate, amongst others (you can see all of these in the Parameters section of the Data Item Browser app (type DIB into eikon search bar).

ValD = ['2021-02-03','2021-02-04','2021-02-05']
data1 = pd.DataFrame()

for d in ValD:

    df,err = ek.get_data('34540TKR2', ['TR.AccruedAmountAnalytics'],
                        parameters={"ValuationDate": d, "SettlementDate": d})
    df['Date'] = d
    if len(df):
        data1 = pd.concat([df, data1], axis=0)
    else:
        data1 = df
            
data1

Is this the kind of thing you were looking for? Obviously you can adjust the parameters as you like. I hope this can help.

All comments

Gurpreet

Hi @jurij.reichenecker

The Data Item Browser shows that TR.AccruedAmountAnalytics is not a series field, so you won't be able to request it with a date range. Using a loop, seems to be the only plausible option.

jason.ramchandani01

ValD = ['2021-02-03','2021-02-04','2021-02-05']
data1 = pd.DataFrame()

for d in ValD:

    df,err = ek.get_data('34540TKR2', ['TR.AccruedAmountAnalytics'],
                        parameters={"ValuationDate": d, "SettlementDate": d})
    df['Date'] = d
    if len(df):
        data1 = pd.concat([df, data1], axis=0)
    else:
        data1 = df
            
data1

Is this the kind of thing you were looking for? Obviously you can adjust the parameters as you like. I hope this can help.

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