Posting on behalf of client - Different result when using 'get_data' and 'get_history' when pulling

Options
RogelynMayAgustin
RogelynMayAgustin LSEG
edited July 3 in Refinitiv Data Platform

Query:

Our system gives the API the list of company RICs from the TR-Europe index and asks for the 'TR.ISOriginalAnnouncementDate'. And that works, e.g. for 'AAF.L', I get a date of '2025-05-08'.

But then when I ask for the whole income-statement/balance-sheet/cash-flow data dump for that company, the most recent data carries a 'TR.ISOriginalAnnouncementDate' of '2024-05-09'.

The only difference being that the first request for data is using 'get_data' and the second is using 'get_history' but otherwise, it's the same datatype for the same RIC.
Why is it giving different dates and which is the correct date? This happens with many companies not just the one cited.

I provided the following to the client and asked for the script that he is using but didn't provide it yet.

The `get_data` function in the Eikon Data API retrieves real-time, fundamental, referential data, and time-series data for specific RICs, similar to the TR function in Excel. On the other hand, the `get_history` function in the Refinitiv Data Platform API is used to retrieve historical pricing data. While you can retrieve historical data using the `get_data` function, the `get_history` function is specifically designed for this purpose and may be more efficient for historical data requests.

In general, you should use `get_data` when you need real-time or fundamental data for specific RICs, and `get_history` when you need to retrieve historical pricing data.

For more information, you can refer to the Refinitiv Data Platform API documentation: <https://developers.refinitiv.com/en/api-catalog/refinitiv-data-platform/get-history> 

 

Client replied with the following:

I don't entirely understand what counts as 'history' and what counts as 'data' -- especially given that I set the threshold quite wide so some of the data I was requesting was about two months old, but perhaps doesn't seem to count as 'history' yet.

------
 

I've been looking into the discrepancy between the data returned from 'get_history' and the data from 'get_data'. Short version -- it seems that we should probably assume we'll use 'get_data' from now on.

We've been using 'get_data' to obtain 'Income Statement Orig Announce Date' -- and then requesting the whole income-statement/balance-sheet/cash-flow data package for any company's whose 'Income Statement Orig Announce Date' is within the last week or two. (For testing purposes, I've actually set that to eight weeks to make sure I get plenty of data, but we'll reduce it back to one or two once it's running in production.)

With 'get_history', some of the companies don't appear to have any data that has been reported in the last eight weeks, despite the data stating that new figures should be available. It's almost as though this data is not old enough to be part of 'history' yet.

But all the same data is available with 'get_data', and it's got the up-to-date data, consistently.
 

One difference between the output from 'get_history' and 'get_data' is the presence of a 'Date' column with 'get_history', which is absent from the 'get_data' data. I'm not sure what this date refers to, or whether we need it, or whether we could explicitly request it from 'get_data' (assuming we need/want it).

 The 'Date' is frequently 31 March (apart from when it's 31 December or, occasionally, something else) -- and is normally close to the 'Income Statement Orig Announce Date', frequently about six weeks before it.

Is this the date on which the financial data applies, which is then officially 'announced' a little while later? If so, it sounds like something we'll need -- any ideas for how it can be collected? Or is it something useless that we can forget about?

Can you please advise and assist?

 

Tagged:

Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @RogelynMayAgustin

    Thank you for reaching out to us.

    It is unnecessary to post questions on behalf of clients, as the forum is public and accessible to everyone. Clients can post their own questions directly.

    Both the get_data and get_history methods retrieve data from the same endpoint when accessing TR.XXX fields.

    For example, the following examples return the same data. 

    ld.get_data(
    universe=["AAF.L"],
    fields = ["TR.ISOriginalAnnouncementDate.Date", "TR.ISOriginalAnnouncementDate"],
    parameters = {'SDate':-5,'EDate':0}
)
    image.png 
    ld.get_history(
    universe=["AAF.L"],
    fields = ["TR.ISOriginalAnnouncementDate"],
    parameters = {'SDate':-5,'EDate':0}
)
    image.png

    Moreover, the output is similar to the output from the Workspace Excel.

    image.png

    For content related questions, please contact the helpdesk support team directly.

Categories