Hello. Thank You for creating this amazing community and I hope to learn and contribute.
I am working on a project where I need the following for S&P 500.
- ESG disclosures (.pdf)
- ESG data
I have been able to easily get all my relevant data for ESG requesting Eikon Data API via Jupyter.
##CODE here for future reference
# Imports and setting up Eikon app key to be able to use Eikon Data API.
import eikon as ek
import pandas as pd
#ek.set_app_key(EIKON_APP_KEY) call using app key generated in Refinitiv
ek.set_app_key('xxxxxxxxxxxxxxxxxxxx')
#data for S&P 500
df, err = ek.get_data(['0#.SPX'], ['TR.CommonName','TR.TRBCBusinessSector','TR.TRESGScore.Date','TR.CompanyMarketCap(Curn=USD,ShType=OUT)','TR.TRESGScore','TR.TRESGScoreGrade','TR.ESGCScore',"TR.TRESGCScoreGrade",'TR.EnvironmentPillarScore','TR.SocialPillarScore','TR.fdfdf','TR.TRESGResourceUseScore'],
{'Scale': 6, 'SDate': 0, 'EDate': -10, 'FRQ': 'FY', 'Curn': 'USD'})
pd.options.display.float_format = '{:,.2f}'.format
df
However, I am finding it difficult to download the correct ESG reports as "ESG disclosure".
It is unfortunately not clear, which reports are to be downloaded as the form names and subsequently the content vary a lot across companies (Company search-> Filing-> Filtering on Categories as ESG disclosures) (Example of Apple and Alphabet included).
Is there a method where I can bulk download the correct reports (form names) using API? If not, is it possible to advise on the correct ESG disclosures (as form names)
Thanks a lot for guidance.
Apple ESG.png
Alphabet ESG.png
