I want to retrieve series data for the company with Semi-Annual interim frequency, but get an error.
My request is next:
ek.get_data(instruments = 'ABF.L', fields = ['TR.PriceHigh(SDate=0,EDate=-10,Frq=FS,Curn=USD)'])
If I use Frq=FQ, it returns quarterly data, but I need semi-annual.
Time Series Data does not support the Fiscal Semi-Annual (FS) period.
You can check this in Eikon Office :
=TR("ABF.L";"TR.HIGHPRICE, TR.HIGHPRICE.Date";"SDate=0 Edate=-10 FRQ=FS") Result : [Engine_Configuration] Time Series Data does not support the Fiscal Semi-Annual (FS) period in the TR function
It is confirmed in the formula builder :