How to append daily data?

bill39
bill39 Explorer
in Eikon Data APIs

I have the previous 365 days of data stored in 'Daily API Download Master.csv'. I wish to daily append this file with new data. However no data is being appended with the below code. How might I get this to work?

#import packages

import eikon as ek # the Eikon Python wrapper package

import pandas as pd

import numpy as np

import datetime

from datetime import timedelta, date, datetime

from pandas.tseries.offsets import BDay


#connects to Bill's Eikon terminal

ek.set_app_key('x')


#retreive RICs

df_rics,e = ek.get_data("lists('Inv Trust List')","TR.RIC")

ric_list = df_rics['Instrument'].tolist()


#Slice, loop and concatenate the retrieval request

n = 50

df = pd.DataFrame()

for ric_chunk in [ric_list[i:i + n]

for i in range(0, len(ric_list), n)]:

tmp_df, e = ek.get_data(ric_chunk,

['TR.RNSFilerName',

'TR.RNSAnnouncedDate',

'TR.RNSTransactionType',

'TR.RNSARNumShrsTransacted',

'TR.RNSARPctOSTransacted',

'TR.RNSARTransactionPrice',

'TR.RNSARMktValTransaction',

'TR.RNSARTotShrsPostTrans',

'TR.RNSARPctOSPostTrans'])

df = tmp_df.append(df)


#set boundary dates - previous business day

end_date = date.today()

start_date = end_date - BDay(1)


#string format dates

end_date_str = datetime.strftime(end_date, "%Y-%m-%d")

start_date_str = datetime.strftime(start_date, "%Y-%m-%d")


#datetime formatting

df['RNS Announced Date'] = pd.to_datetime(df['RNS Announced Date'])


#set date constraints as object

mask = (df['RNS Announced Date'] > start_date_str) & (df['RNS Announced Date'] <= end_date_str)


#reset dataframe for boundary dates

df = df.loc[mask]


#rename '£' symbol

df.rename(columns={'RNS AR Price (at Transaction) - £': 'RNS AR Price (at Transaction) GBP',

'RNS AR Market Value of Transaction - £': 'RNS AR Market Value of Transaction - GBP'},

inplace=True)


#append new data to the the master csv

df.to_csv('Daily API Download Master.csv', mode='a', header=False)

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Best Answer

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

    @bill39

    I think the problem is in your filtering logic by announcement date. The data you retrieve is not real-time. The most recent announcement date in the result set will be yesterday's date. Yet your logic filters out all records with announcement date less than today. I think you need to include the records with announcement date of yesterday, e.g. as follows

    mask = ((df['RNS Announced Date'] >= start_date) & 
            (df['RNS Announced Date'] <= end_date))

    Note that compared to your code I'm including records where the announcement date equals start_date.

Answers

  • chavalit-jintamalit
    chavalit-jintamalit admin

    Hi @bill39

    fields = ['TR.RNSFilerName','TR.RNSAnnouncedDate','TR.RNSTransactionType','TR.RNSARNumShrsTransacted',
      'TR.RNSARPctOSTransacted','TR.RNSARTransactionPrice','TR.RNSARMktValTransaction','TR.RNSARTotShrsPostTrans','TR.RNSARPctOSPostTrans']
    df1,e = ek.get_data('TSCO.L',fields)
    df2,e = ek.get_data('VOD.L',fields)

    df1.to_csv('test1.csv', mode = 'a', header = False)
    df2.to_csv('test1.csv', mode = 'a', header = False)


    And I got both results append in test1.csv file

    image

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