The Eikon Python API looks awesome and the data available from the data grid looks very extensive which is great.
Unfortunately, on literally my very first test after installation, I tried to get some quarterly fundamental data, but it seems the API is returning only annualized data when I request quarterly data (duplicating the annual data across quarters) am I missing something here? It's entirely possible I am doing something wrong but I think the call I'm making is correct:
Here is the API call I'm making. I've tried versions of this command that only send the paramaters via the field and that only send the parameters via the paramaters option. They have all consistently returned the same duplicated annualized data as shown:
df, err = ek.get_data(instruments=[ 'AMZN.O' ],
fields=[ ('TR.TotalRevenue', {'SDate':0,'EDate':-4,'Period':'FY0','FRQ':'FQ','Scale':6}) ],
parameters={'SDate': 0, 'EDate': -4, 'Period': 'FY0', 'FRQ': 'FQ', 'Scale': 6},
debug=True )
Debug output is:
Request: {"Entity": {"E": "DataGrid", "W": {"instruments": ["AMZN.O"], "parameters": {"SDate": 0, "Scale": 6, "EDate": -4, "Period": "FY0", "FRQ": "FQ"}, "fields": [{"name": "TR.TotalRevenue", "parameters": {"SDate": 0, "Scale": 6, "EDate": -4, "Period": "FY0", "FRQ": "FQ"}}]}}}
HTTP Response: 200 - {"columnHeadersCount":1,"data":[["AMZN.O",107006],["AMZN.O",107006],["AMZN.O",107006],["AMZN.O",88988],["AMZN.O",88988]],"headerOrientation":"horizontal","headers":[[{"displayName":"Instrument"},{"displayName":"Total Revenue","field":"TR.TOTALREVENUE(EDate=-4,FRQ=FQ,Period=FY0,SDate=0,Scale=6)"}]],"rowHeadersCount":1,"totalColumnsCount":2,"totalRowsCount":6}
The weird thing is that it looks like the query is getting sent by the python API properly via the HTTP request as seen in the debug information printed out above but unfortunately the results returned by the API are not correct:
Instrument Total Revenue
0 AMZN.O 107006
1 AMZN.O 107006
2 AMZN.O 107006
3 AMZN.O 88988
4 AMZN.O 88988
As you can see, these are clearly not quarterly revenue figures, these are annual revenues somehow duplicated across quarters.
If you feel the need, you can fact check the revenue numbers on an independent source (marketwatch) just to make sure:
Annual Revenue is the first field (Sales/Revenue):
http://www.marketwatch.com/investing/stock/amzn/financials/income/annual
Quarterly Revenue is the first field (Sales/Revenue):
http://www.marketwatch.com/investing/stock/amzn/financials/income/quarter
Please help, thanks!
