How can I get historical ESG data?

I am looking to get historical data for data points such as "TR.BoardMeetingAttendanceAvg" or "QMS Certified Percent" going back two or three years. Ideally on a monthly basis.


How can I access that through the API?

Best Answer

  • hi @Erik77 thanks for your question. Please see the code below:

    df, err = ek.get_data(['0#.FTSE'],['TR.BoardMeetingAttendanceAvg(SDate=0,EDate=-4,Period=FY0,Frq=FY).date',                       'TR.BoardMeetingAttendanceAvg(SDate=0,EDate=-4,Period=FY0,Frq=FY)'])

    df

    image

    So this can get you the data for the requested field for -4 FY for all of FTSE. As the data is captured only once per year, i believe you simply want to group by month of return which is easy enough if you df.set_index on the date field added. I hope this can help.

Answers