How to retrieve a clean, consolidated time series of quarterly reports using multiple fields.

alan.mzhdoyan
alan.mzhdoyan Newcomer
edited May 28 in Eikon Data APIs

Dear Support Team,

Our goal is to retrieve a clean, consolidated time series of quarterly financial reports using multiple fields (e.g., "TR.TotalRevenue.date", "TR.TotalRevenue", "TR.CostOfRevenue", "TR.GrossProfit", "TR.TotalOperatingExpense", etc.). Ideally, we expect four records per year, each representing one quarter, with no duplicate records for the same date.

However, we have encountered an issue: when we retrieve these fields using a shared date field—such as "TR.TotalRevenue.date" combined with "TR.TotalOperatingExpense"—we observe multiple duplicate rows for the same date. Furthermore, the values sometimes differ from those obtained when using the field with its corresponding date field—for example, "TR.TotalOperatingExpense" together with "TR.TotalOperatingExpense.date".

We attempted to retrieve the data via the lseg.data Python API, querying each field individually. Nevertheless, we still receive multiple records for the same quarter, where we expect only a single consolidated value per field.

For example:

```
fields = ["TR.EarningsRetentionRatePct", "TR.EarningsRetentionRatePct.date"]

df = ld.get_data(

universe=['MWA'],

fields=fields,

parameters = {'SDate':'2000-01-01', 'EDate':'2025-01-01', 'Frq':'FQ', 'Period':'FQ0', 'Adjusted': '0', 'Curn': 'USD', 'ReportType': 'MR'}

)

```

returns this output:

Earnings Retention Rate, % Date

3 1.0 2005-09-30

4 0.882353 2005-09-30

5 0.888268 2005-09-30

9 0.880682 2007-03-31

10 0.608696 2007-03-31

11 0.542373 2007-09-30

…

As you can see, the same reporting date appears multiple times with different values. We expected only one value per field per reporting date.

Could you please advise on the correct approach to obtain a consistent and non-duplicated time series of quarterly financials across multiple fields?

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Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @alan.mzhdoyan

    Thank you for reaching out to us.

    This could be a content question, as mentioned on this discussion.

    I found that the Workspace Excel also returns the same duplicated data. Please contact the helpdesk support team directly via MyAccount to verify the content.

  • alan.mzhdoyan
    alan.mzhdoyan Newcomer
    https://community.developers.refinitiv.com/discussion/comment/126016#Comment_126016

    Thank you for your prompt response.

    In fact, I had already contacted the support team prior to creating this question, and they redirected me to the community discussions. Moreover, the thread you referenced was actually created by the support representative I was in contact with.

    I will reach out to them again for clarification regarding the duplicate entries. However, I would also appreciate it if you could provide a definitive explanation on how to correctly retrieve consolidated quarterly time series data using multiple fields and a single date field.

    What is the recommended approach for this? This seems to be a clear question related to LSEG Liberty’s functionality.

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    First we need to verify if this is an issue in the content or LSEG Data Library.

    Typically, we used Excel to retrieve the same data by using the same RICs, fields, and parameters.

    If the data retrieved by Excel is similar to the data retrieved by the library, this could be an issue in the content.

    Therefore, the Excel team needs to check the formula or content.

    You need to ask for the Excel formula (=RDP.Data) that can be used to retrieve the required data.

    Then, we can help you converting that formula to Python code.

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