What are correct parameters to fetch historical data for provided fields?

Question

question

atul.arya

3 ●0 ●1 ●4

What are correct parameters to fetch historical data for provided fields?

Hi,

I want to fetch the historical data for below fields. What is the correct way to fetch the historical data for a specified Date from history? Please find below the fields and code to replicate the results-

fields = ['SetLabel(TR.InstrStatLocationId(StatType=3),location),SetLabel(TR.InstrStatLocation(StatType=3),locationName)',

'SetLabel(TR.CategoryInvestorCount(StatType=3),investorCount),SetLabel(TR.CategoryOwnershipPct(StatType=3),os)',

'SetLabel(TR.InstrStatCatSharesHeld(StatType=3),position)','SetLabel(TR.InstrStatCatShrsHldVal(StatType=3),heldValue)','Curn=USD']

ric = ['GE', 'TT']

def fetch_refinitv_data(universe, field_input):

    rd.open_session()

    df = rd.get_data(universe=universe, fields=field_input)

    rd.close_session()

    return df

df = fetch_refinitv_data('GE',fields)

df

Would appreciate any help on the necessary changes to the above code required to fetch the historical data.

Thanks in advance

refinitiv-dataplatform-eikon #content codebook

Jul 09 at 11:37 AM

10 |1500

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Answer 1 · 2024-07-09T13:46:27Z

nick.zincone

18.9k ●85 ●39 ●63

Hi @atul.arya

I would suggest to reach out to the Workspace Helpdesk - F1 (Get Help & Support) to get the exact request to retrieve the data. What they will do is provide the formula to get the specific data you are after. The formula they provide will work within Excel but you can easily convert it to use the Data Library.

For example, this the formula I'm using to get some of the data you are after:

rd.get_data(
    universe=["GE"],
    fields=['TR.InstrStatLocationId.date', 'TR.InstrStatLocationId', 'TR.InstrStatLocation', 
            'TR.CategoryInvestorCount', 'TR.CategoryOwnershipPct', 'TR.InstrStatCatSharesHeld',
            'TR.InstrStatCatShrsHldVal'],
    parameters={'StatType': 3, 'SDate': "2024-01-01", 'EDate': "2024-07-01"}
)

Now, looking at your function 'fetch_refinitv_data()', you are opening a session every time you call this function. You should not do this but instead do it once at the start of your application. Also, I would suggest you use CodeBook to play with the formulas before you attempt to write a complete application. Within CodeBook, you should see a number of examples as a guide to help you play and experiment with basic data requests. From there, you can begin to code out your complete application.

Within CodeBook, on the top left, choose __Examples__/ and navigate to the Refinitiv Data Library section. See below.

1720532738535.png (21.3 KiB)

1720532873567.png (54.1 KiB)

Jul 09 at 01:46 PM

10 |1500

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

atul.arya Jul 09 at 09:44 PM

Thank you @nick.zincone for the solution and suggestions.

It worked on Style, Location, and Rotation as they are associated with a StatType. We used

'TR.InstrStatTypeValueId.date' for style, 'TR.InstrStatLocationId.date' for location, 'TR.InstrStatTypeValueId.date' for rotation to get the date columns

How to do the same for Turnover? Here is the code for

'OS', 'POSITION', 'HELDVALUE'

are also different

TR.PctOfSharesOutHeld, TR.SharesHeld, TR.SharesHeldValue

and not ('TR.CategoryOwnershipPct', 'TR.InstrStatCatSharesHeld', 'TR.InstrStatCatShrsHldVal')

I was using it in this way and had to create a pivot then.

fields = ['SetLabel(TR.OwnTrnverRating,turnoverRating)','SetLabel(TR.PctOfSharesOutHeld,os)','SetLabel(TR.SharesHeld,position)',
'SetLabel(TR.SharesHeldValue,heldValue)', 'Curn=USD']
turnover = fetch_refinitv_data(ric,fields)

turnover_pivot = pd.pivot_table(turnover, values= ['OS', 'POSITION', 'HELDVALUE'], index = ['Instrument', 'TURNOVERRATING'], aggfunc = 'sum')
turnover_pivot

So please help me to fetch the last 3 months of Turnover data.

Thank you,

1720561084493.png (34.1 KiB)

Answer 2 · 2024-07-10T05:26:21Z

atul.arya

3 ●0 ●1 ●4

Thank you @nick.zincone for the solution and suggestions.

It worked on Style, Location, and Rotation as they are associated with a StatType. We used

'TR.InstrStatTypeValueId.date' for style, 'TR.InstrStatLocationId.date' for location, 'TR.InstrStatTypeValueId.date' for rotation to get the date columns

How to do the same for Turnover? Here is the code for

  
                
                 'OS', 'POSITION', 'HELDVALUE'

are also different

  
                
                 TR.PctOfSharesOutHeld, TR.SharesHeld, TR.SharesHeldValue

and not ('TR.CategoryOwnershipPct', 'TR.InstrStatCatSharesHeld', 'TR.InstrStatCatShrsHldVal')

I was using it in this way and had to create a pivot then.

  
                
                 fields = ['SetLabel(TR.OwnTrnverRating,turnoverRating)','SetLabel(TR.PctOfSharesOutHeld,os)','SetLabel(TR.SharesHeld,position)',
                 'SetLabel(TR.SharesHeldValue,heldValue)', 'Curn=USD']
                 turnover = fetch_refinitv_data(ric,fields)
                  
                 turnover_pivot = pd.pivot_table(turnover, values= ['OS', 'POSITION', 'HELDVALUE'], index = ['Instrument', 'TURNOVERRATING'], aggfunc = 'sum')
                 turnover_pivot

So please help me to fetch the last 3 months of Turnover data.

Thank you,

Jul 10 at 05:26 AM

10 |1500

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

nick.zincone Jul 10 at 03:16 PM

Hi @atul.arya

Have you had a chance to reach out to the helpdesk as I suggested? This is there area of expertise - specifically around the suggestions of the data and fields to use.

Q&A Forum

question

What are correct parameters to fetch historical data for provided fields?

2 Answers

Write an Answer

question

What are correct parameters to fetch historical data for provided fields?

2 Answers

Write an Answer

Related Questions