inconsistent shares outstanding from ek.get_data()

Hi,

I get inconsistent data on shares outstanding for the same instrument (SPY) in two almost identical queries with ek.get_data() with the only difference being the time periods which are overlapped.

Here are my queries:

df1, err = ek.get_data(['SPY'], ['TR.NETASSETVAL.date', 'TR.NETASSETVAL','TR.SharesOutstanding', 'TR.DividendYield'], {'SDate':'2021-01-01', 'EDate':'2022-01-21'})

df2, err = ek.get_data(['SPY'], ['TR.NETASSETVAL.date', 'TR.NETASSETVAL','TR.SharesOutstanding', 'TR.DividendYield'], {'SDate':'2022-01-01', 'EDate':'2022-01-21'})

The data returned for Outstanding Shares are quite different for the overlapped period from Jan 02, 22 - Jan 21, 22.

df1

271SPY2022-01-17T00:00:00Z464.71799<NA>1.230464272SPY2022-01-18T00:00:00Z456.180463<NA>1.252648273SPY2022-01-19T00:00:00Z451.768523<NA>1.265791274SPY2022-01-20T00:00:00Z446.815784<NA>1.279958

df2

10SPY2022-01-17T00:00:00Z464.717999520321161.23046411SPY2022-01-18T00:00:00Z456.1804639520321161.25264812SPY2022-01-19T00:00:00Z451.7685239520321161.26579113SPY2022-01-20T00:00:00Z446.8157849520321161.279958

I would appreciate if you can check this inconsistency.

Thanks,

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Accepted answers

Jirapongse

@tta

You need to request the TR.SharesOutstanding.date field to check the date of the TR.SharesOutstanding field.

df1, err = ek.get_data(['SPY'], ['TR.NETASSETVAL.date', 'TR.NETASSETVAL','TR.SharesOutstanding.date','TR.SharesOutstanding', 'TR.DividendYield'], {'SDate':'2021-01-01', 'EDate':'2022-01-21'})

The dates are overlapped.

All comments

Jirapongse

@tta

You need to request the TR.SharesOutstanding.date field to check the date of the TR.SharesOutstanding field.

df1, err = ek.get_data(['SPY'], ['TR.NETASSETVAL.date', 'TR.NETASSETVAL','TR.SharesOutstanding.date','TR.SharesOutstanding', 'TR.DividendYield'], {'SDate':'2021-01-01', 'EDate':'2022-01-21'})

The dates are overlapped.

tta

Thank you so much for the suggestion. It's interesting to see that the dates are not aligned with each other. It seems the field Sharesoutstanding has fewer observations than the other fields. I was wondering why it is the case?

Thanks again for the support.

zoya faberov

Hello @tta ,

Following up on the answer from @Jirapongse on how to obtain the content set using Eikon Data API, for an expert explanation and clarification on the actual content, the best way is to refer to Refinitiv Eikon content experts directly, via Refinitiv Helpdesk Online -> Content -> Eikon while this forum will be of most help to you with EDAPI usage questions.

Let us know if you are able to proceed, or would like us to help submit on your behalf?

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