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ricardo.henriquez avatar image
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Get variable names matched with TR. item names.

Hello,

I'm curious if it's possible to use ek.get_data or rdp.get_data functions in a way that returns data items based on the specified fields query (ie starting with 'TR.'), rather than using the default column names.

To provide a concrete example, let's say I have a fields query like this:

df, err = ek.get_data(
    instruments = ['AAPL.O'],
    fields = [ 
    'TR.ISIN',
    'TR.PriceClose',
    'TR.PriceClose.date',
    'TR.EnvironmentPillarScore',
    "TR.AnalyticRenewEnergyUse",
  "TR.PercentageGreenProducts",
  "TR.BlackorAfricanAmerican-MinoritiesEmployeesPercentage",
  "TR.HispanicorLatino-MinoritiesEmployeesPercentage",
  "TR.OtherMinoritiesEmployeesPercentage"]
)

I would like to have the variables as they appear in fields, instead of these column names. 

df.columns
Index(['Instrument', 'ISIN', 'Price Close', 'Date',
       'Environmental Pillar Score', 'Renewable Energy Use Ratio',
       'Percentage of Green Products',
       'Other - Ethnic Minorities Employees Percentage'],
      dtype='object')

The central issue revolves around certain variables not being retrieved as expected. Consequently, the approach of renaming df.columns using the fields list is not a feasible solution.

Is there a method or option that allows me to obtain the data in this format? Your insights would be greatly appreciated. Thank you!

#technologypython apivariable
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Jirapongse avatar image   Jirapongse

@ricardo.henriquez

Hi,

Thank you for your participation in the forum.

Are any of the replies below satisfactory in resolving your query?

If yes please click the 'Accept' text next to the most appropriate reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

2 Answers

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pf avatar image
1.3k ●3 ●2 ●4

Hi @ricardo.henriquez ,

If it could help, check field_name parameter in ek.get_data() function:
get_data(instruments, fields, parameters=None, field_name=False, raw_output=False, debug=False)

Set it to True, you'll retrieve a DataFrame with following column headers:

df, err = ek.get_data(
    instruments = ['AAPL.O'],
    fields = [ 
    'TR.ISIN',
    'TR.PriceClose',
    'TR.PriceClose.date',
    'TR.EnvironmentPillarScore',
    "TR.AnalyticRenewEnergyUse",
    "TR.PercentageGreenProducts",
    "TR.BlackorAfricanAmerican-MinoritiesEmployeesPercentage",
    "TR.HispanicorLatino-MinoritiesEmployeesPercentage",
    "TR.OtherMinoritiesEmployeesPercentage"],
    field_name=True
)
df.columns
Index([
'Instrument',
'TR.ISIN',
'TR.PRICECLOSE',
'TR.PRICECLOSE.DATE',
'TR.ENVIRONMENTPILLARSCORE',
'TR.ANALYTICRENEWENERGYUSE',
'TR.PERCENTAGEGREENPRODUCTS',
'TR.OTHERMINORITIESEMPLOYEESPERCENTAGE'],
dtype='object')


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Upvotes
Jirapongse avatar image
79.4k ●253 ●52 ●74

@ricardo.henriquez

Thank you for reaching out to us.

I can't any parameter that supports this feature.

You can get the raw output and then rename the field names. After that, re-create a new dataframe from the raw output.

raw_output  = ek.get_data(
    instruments = ['AAPL.O'],
    fields = [ 
    'TR.ISIN',
    'TR.PriceClose',
    'TR.PriceClose.date',
    'TR.EnvironmentPillarScore',
    "TR.AnalyticRenewEnergyUse",
    "TR.PercentageGreenProducts",
    "TR.BlackorAfricanAmerican-MinoritiesEmployeesPercentage",
    "TR.HispanicorLatino-MinoritiesEmployeesPercentage",
    "TR.OtherMinoritiesEmployeesPercentage"],
    raw_output=True
)

The output looks like this:

{'columnHeadersCount': 1,
 'data': [['AAPL.O',
   'US0378331005',
   175.01,
   '2023-09-15T00:00:00Z',
   65.3695219368318,
   0.062223362244837,
   '',
   4.1]],
 'headerOrientation': 'horizontal',
 'headers': [[{'displayName': 'Instrument'},
   {'displayName': 'ISIN', 'field': 'TR.ISIN'},
   {'displayName': 'Price Close', 'field': 'TR.PRICECLOSE'},
   {'displayName': 'Date', 'field': 'TR.PRICECLOSE.DATE'},
   {'displayName': 'Environmental Pillar Score',
    'field': 'TR.ENVIRONMENTPILLARSCORE'},
   {'displayName': 'Renewable Energy Use Ratio',
    'field': 'TR.ANALYTICRENEWENERGYUSE'},
   {'displayName': 'Percentage of Green Products',
    'field': 'TR.PERCENTAGEGREENPRODUCTS'},
   {'displayName': 'Other - Ethnic Minorities Employees Percentage',
    'field': 'TR.OTHERMINORITIESEMPLOYEESPERCENTAGE'}]],
 'rowHeadersCount': 1,
 'totalColumnsCount': 8,
 'totalRowsCount': 2}

You can map the TR fields to the new names.



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