Can we request historical data through TR or get_data for derived fields like daily percent chang...

adrianwebb.78
adrianwebb.78 Newcomer
in Eikon Data APIs

...e on volume?

An example query:

TR("IBM.N","TR.VolumePctChg1D","SDate:2018-02-12 EDate:2018-03-15 Frq:D CURN:USD")

The above query returns a single result but if I swap out for TR.Volume daily values display correctly. Am I doing something wrong, or is historical data on derived fields like this not supported. Thanks!

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    @adrianwebb.78

    The description provided in Data Item Browser for this fields reads "The percent change between volume on the latest tradable day and the volume one day prior". The Parameters tab displays neither the "Series" checkbox allowing to set the time period for the series nor the "As of" drop-down allowing to select a single date from history. This tells that history is not available for this field and SDate/EDate parameters are not applicable.
    In Excel you can apply PERCENT_CHG function to TR.Volume field to have volume percent change history returned:
    =TR("IBM.N","TR.Volume.date;PERCENT_CHG(TR.Volume, lag=-1D)","Sdate=2018-02-12 Edate=2018-03-15 CH=Fd RH=IN")
    This functionality is not yet supported through Eikon Data APIs though. If you try to submit the same request using get_data method you'll get "Backend error. 400 Bad Request" response.

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