How to download the past 20 years' ESG data for all the firms listed in the USA using Eikon API?

econ-eikon5
econ-eikon5 Newcomer
in Eikon Data APIs

I need to download the ESG scores for the firms listed in the USA and for the past 20 years.

I also need to download the CUSIPExtended identifiers.

I also need to download the date when the ESG scores are reported.

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @econ-eikon5

    Please try the following code.

    df, err = ek.get_data("SCREEN(U(IN(Equity(active,public,primary))/*UNV:Public*/), IN(TR.RegCountryCode,""US""), TR.TRESGScore(Period=FY0)>0, CURN=USD)",
                          ["TR.CUSIP","TR.TRESGScore.Date","TR.TRESGScore","TR.EnvironmentPillarScore"],
                          {'SDate':'0', 'EDate':'-19','Period':'FY0','Frq':'FY'})

    The output is:

    1638257138924.png

Answers

  • raksina.samasiri
    raksina.samasiri admin

    hi @econ-eikon5 ,

    To get the ESG scores for the firms listed in the USA, you can use the SCREENER app to filter them here's the article on how to use the SCREENER app

    import eikon as ek
    ek.set_app_key('YOUR EIKON APP KEY')

    df, err = ek.get_data("SCREEN(U(IN(Equity(active,public,primary))/*UNV:Public*/), IN(TR.RegCountryCode,""US""), TR.TRESGScore(Period=FY0)>0, CURN=USD)"
                          ,["TR.CommonName","TR.RegistrationCountry","TR.TRESGScore"]
    )
    df

    1636978624835.png

    Then from the result above, use get_symbology function to get CUSIP from RIC

    rics = df["Instrument"].to_list() # List of RICs
    # get CUSIP from RIC
    ric_cusip = ek.get_symbology(rics, from_symbol_type='RIC', to_symbol_type='CUSIP')
    ric_cusip

    1636979588413.png

    I hope this could help

  • econ-eikon5
    econ-eikon5 Newcomer

    Hi, @raksina.samasiri

    many thanks for your reply.

    It seems only static lastest ESG scores are downloaded, right? How to download the historical time-series of ESG scores for the US stocks? And how to download the date when they recorded. I need the time series of ESG scores, not the static values. Could you please tell me how to modify the code to download the data like the picture shows?data-structure.png

    The first column shows the RICs of stocks and the second, third column shows the CUSIP extended and CUSIP identifiers of stocks. The fourth column shows the period End Date (not sure whether it is the date when the ESG scores are recorded). The fifth column shows the ESG values. I need to download the US stocks' ESG for the last 20 years in a final file. Could you please help me to check it?

    Thanks.

  • ww678
    ww678 Newcomer
    https://community.developers.refinitiv.com/discussion/comment/87898#Comment_87898
    It dose not work now? Could you please check what happened?


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