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zhopan77 avatar image
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How to obtain historical Reuters poll for an economic indicator using Eikon Python API?

How can I obtain historical Reuters poll (i.e. forecast) for an economic indicator using Eikon Python API?

For example, for this RIC "USADP=ECI", I know how to obtain historical time series like this:

eikon.get_timeseries("USADP=ECI", start_date="2010-01-01", interval="monthly")

I also know I can get some present data like this:

ek.get_data("USADP=ECI", fields=["ECON_PRIOR", "ECON_SRCE"])

However, these fields mostly return NaN: "ECON_ACT", "ECON_DES", "ECON_FCAST", "ECON_HIST", "ECON_REV", "FCAST_HIGH", "FCAST_LOW", "FCAST_NUM"

The question is, how do I get historical Reuters poll values (forecast values) in a time series? Apparently get_timeseries() does not support any field other than 'TIMESTAMP', 'VALUE', 'VOLUME', 'HIGH', 'LOW', 'OPEN', 'CLOSE', 'COUNT'; and get_data() does not return historical data.

I think this data is present in Eikon though, since some chart about a RIC can plot historical poll, and Excel plugin is able to retrieve historical poll.

Please help! Thanks!

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apihistoricaltime-series
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zoya faberov avatar image   zoya faberov

Hello @zhopan77,

Thank you for your participation in the forum.

Is the reply below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

-AHS

veerapath.rungruengrayubkul avatar image   veerapath.rungruengrayubkul

Hello @zhopan77,

Thank you for your participation in the forum.

Is the reply below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

AHS

veerapath.rungruengrayubkul avatar image   veerapath.rungruengrayubkul

Hello @zhopan77,

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

AHS

2 Answers

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filip.wyszynski avatar image
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I had a similar problem and eventually found the solution. It turns out poll values and other historical datapoints have their own tickers.

Within Eikon, navigate to your economic indicator of choice and export to Excel. Here you will find the relevant tickers.

For your example above:
Actual release = 'USADP=ECI'
Median poll = 'pUSADP=M'
Min poll = 'pUSADP=L
Max poll = 'pUSADP=H'

This ticker logic appears to apply across all economic indicators.

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zhopan77 avatar image zhopan77

Thank you! This works great! Do you know how to obtain the exact date and time of the data announcement? Right now the economic indicators are treated like bars. If it's a monthly data, the date of each data point is the end of the month since the monthly bar closes at end of the month. But we'd like to obtain the exact date and time the data was announced. Is there a way to do it?

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Alex Putkov.1 avatar image
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I'm afraid it's not currently possible to retrieve historical Reuters poll values in a time series using Eikon Data API. I also don't see any way to retrieve this data using Eikon Excel, but if you know otherwise, could you please share an example of the formula?

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