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Question by yogesh.sharma · Mar 28, 2018 at 07:58 AM · get_dataquarterlyfrequencyintervaltr.turnover

How to get timeseries data of quarterly turnover (total turnover for a quarter) for a list of stock ?

I have a list of RIC Codes corresponding to a list of stocks. I want to get the quaterly turnover data for each of them. I am aware of the function eikon.get_data(RicList, ['TR.TURNOVER], {'SDate':"2017-04-01", 'EDate':'2017-06-30'})

I was wondering if there is a way to specify the frequency parameter here as quarterly ? Or some other way that allows direct retrieval of quarterly turnover values?

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Answer by Zhenya Kovalyov · Mar 28, 2018 at 08:27 AM

Try this

df, e = tr.get_data(['AAPL.O'], 
                    ['TR.Turnover.periodenddate','TR.Turnover(CALCMETHOD=SUM).value'], 
                    {'SDate':"0", 'EDate':'-9', 'Frq':'CQ'})

Returns last accumulated turnover for each of the last ten calendar quarters (CQ):

screen-shot-2018-03-28-at-152731.png


screen-shot-2018-03-28-at-152731.png (97.4 KiB)
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