Historical fundamental data with EIkon Python API

Tulkkas
Tulkkas Explorer
in Eikon Data APIs

I am looking to extract fundametnal data for a ferw companies. I am using the following code:


start_date          = '2015-01-01'
end_date            = '2019-01-01' 
field               = ['TR.TotalRevenue','TR.TotalRevenue.date','TR.TotalRevenue.periodenddate','TR.BSOriginalAnnouncementDate']
ric                 = ['AAPL.O','MSFT.O','BA']
params              = parameters={'SDate': start_date, 'EDate': end_date,'Frq': 'FQ','Period': 'FQ0'}

data,err            = ek.get_data(ric,field,params)


I currently use the paramtenrs Frq and Per but I am confused on the reason why I need both to get the results I am looking for, in that case quarterly data. Could you provide me with details explanation of the role of each parameters and whether the query is correct?

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Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    Hello @Tulkkas,

    On your Eikon Excel, by going into menu ThomsonReuters->Help, you can access Eikon Excel Help, that describes the content accessible via Eikon Data API.

    Searching for a parameter pulls up the description:

    image

    TR Parameters :

    FRQ:

    FQ: Fiscal Quarter

    Period:

    FQ0: Last Fiscal Quarter, i.e. you adding last fiscal quarter by using this parameter.

    In my understanding, as developer, you need Frq:FQ to derive quarterly frequency. Period, in addition to Start and End dates, allows to add last quarters to the interval.

    It may be helpful, to ascertain that what you get is optimal for your requirement, to remove a parameter from query and to compare the resulting output

    For in-depth understanding of parameters that originate with Eikon Excel and then were implemented in Eikon Data API, as a customer, you can tap into deeper content expertise with Eikon Helpdesk, either via Eikon desktop-> Help menu or via Refinitiv Helpdesk Online and select Eikon as product.


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