Time Series Historical Data

Hi @ken03,

Thank you for you question. Could you please provide the scripts you were trying and also specify the parameters of the request? In the meantime, the code below retrieves Book value per share and the actual EPS value for AAPL for the previous 5 fiscal quarters.

df, err = ek.get_data(
    instruments = ['AAPL.O'],
    fields = [
        'TR.F.BookValuePerShr(SDate=0,EDate=-5,Period=FY0,Frq=FQ)',
        'TR.EPSActValue(SDate=0,EDate=-5,Period=FY0,Frq=FQ)',
    ]
)

display(df)

You may change the fields and the parameters of the requests. For fields I would suggest looking at the Data Item Browser (DIB) in Eikon/Workspace and for the parameter values you can look into Codecreator app again in Eikon/Workspace to build your code.

Hope this is helpful, please let me know should you have any further questions or needed something different.

Best regards,

Haykaz

Hi @ken03 ,

Please have a look at the code below, hopefully that addresses your request.

df, err = ek.get_data(
    instruments = ['AAPL.O'],
    fields = [
        'TR.PriceClose.date',
        'TR.BVPSActValue',
        'TR.EPSActValue',
        'TR.PriceToBVPerShare',
        'TR.PriceClose'
    ],
    parameters = {'SDate': '2020-01-01', 'EDate': '2023-01-01'}
)

display(df)

Please note that I have included PriceToBVPerShare so no need to calculate that yourself. As mentioned in my previous comments, for any additional fields please refer to DIB under Eikon/Workspace.

Best regards,

Haykaz

Hi @ken03 ,

There are multiple ways getting today's date in Python. One such an example would be:

from datetime import datetime
datetime.today().strftime('%Y-%m-%d')

Hope this helps.

Best regards,

Haykaz