Eikon API: Retrieve Annual Report publication date

I'd like to download the history of annual report filings dates for a set of ISINs. Currently, my search query using the Python API looks like this:

  
df, err = eikon.get_data(
    instruments,
    [&#39;TR.ISSourceDate&#39;, &#39;TR.ISSource&#39;, &#39;TR.ISOriginalAnnouncementDate&#39;, &#39;TR.ISPeriodEndDate&#39;, &#39;TR.ISPeriodEndDate.fpa&#39;], {&#39;SDate&#39;:  &#39;2000-01-01&#39; , &#39;EDate&#39;:  &#39;2022-07-05&#39; }
)

I am, however, not entirely sure that this query gives me the correct publication dates. For example, for the firm "FR0000124141", the query gives me following two data points:

When I use Eikon Desktop to check the filing dates there, I see various publication events that occur immediately in the year after the fiscal year ends.

Given that comparison, what is the correct way to extract precise annual report publication dates using the API?

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Accepted answers

zoya faberov

Hello @research2 ,

I am really not a subject matter expert,

From my running example Company Events Calendar referenced by @jason.ramchandani01,

I can see multiple different Event types generated, but none of them are Filings or are named as such.

It looks to me that, on the content side, something might have changed since 2019, when the example was last updated, and consequently, Filings are not classified as Event type anymore, but as another Eikon content category.

If the required content is available for access via Eikon Data API, it has to be findable via CodeCreator, and this is where the matter gets complex. I am seeing many likely looking fields:

Not being a subject matter expert, unable to tell which ones are relevant and which ones you require.

I suggest engaging with Eikon content experts directly, via Refinitiv Helpdesk Online -> Content -> Eikon to clarify your requirement, and to confirm that the required Filings content is accessible via CodeCreator. Once you have the fields required- you can request them via Eikon Data API, and we can be of help you with this task on the dev forums.

Hope that this information is of help

All comments

jason.ramchandani01

@research2 Thanks for your question. So please take a look at this thread and accompanying github repo which contains a notebook containing a full example using our events data. Using a RIC (VIE.PA) - not an ISIN - I was able to generate the following output - which should contain much more detail than your initial request for just annual filling dates. In the example you can just request the event types you require.

You can convert from ISINs to RICs using our get_symbology API call - details can be found here. I hope this can help. Please let us know how you get on.

research2

@jason.ramchandani01 thanks for the quick reply! Is it possible that this specific data is bound by the concrete license that my institutions bought? Because when using the query (e.g., for conference calls, code 'CCALL') I obtain only very limited data and only for years 2017+.

Secondly, what would be the correct event type code that captures corporate filings?

wasin.w

Hello @jason.ramchandani01

Could you please help the client with the follow up question?