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Question by ikatz · Jun 17, 2019 at 03:11 PM · python apiearnings releasesearnings

How to obtain fiscal quarter period name, earnings release as well as period start and end dates

I am looking to obtain the fiscal period name, start and end date as well as earnings release date for a set of tickers. I can obtain the earnings release date and period end date using the code below, but I am unsure how to get the actual fiscal quarter/period (i.e. FY19 Q1)

ek.get_data(['AAPL.OQ'],['TR.EventType','TR.EventType.date','TR.PreferredMeasureActValue.periodenddate'], {'SDate':'2018-01-01','EDate':'-1W','EventType':'RES','Frq':'FQ','Period':'FQ0'})

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Answer by Alex Putkov. · Jun 17, 2019 at 06:11 PM

For this purpose rather than querying company events you're better off querying company reports general info, e.g.

ek.get_data('AAPL.O',['TR.ISOriginalAnnouncementDate',
                      'TR.ISPeriodEndDate','TR.ISPeriodEndDate.fpa'],
           {'Period':'FQ0;FQ-8'})
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Answer by ikatz · Jun 18, 2019 at 07:57 AM

@Alex Putkov. Thank you for the answer. Would you happen to know why the TR.ISPeriodEndDate would be different than the TR.PreferredMEasureActValue.periodenddate for a given fiscal quarter? As an example, for AAPL.O, in FY2019Q2, your code gives a period end date of 3/30/19 vs. 3/31/19 (which is correct, I believe) for the code that I initially approved.

Also is there similar syntax that could be used to get the period start date?

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Answer by Alex Putkov. · Jun 18, 2019 at 12:18 PM

3/30/19 period end date is correct. It is taken from 10-Q filing. You can view the filing in Eikon application.

I raised case 07718458 with Refinitiv Helpdesk on your behalf for the inconsistency in fiscal period end date between company reports and I/B/E/S Estimates. The Helpdesk will look into the issue and get back to you with their findings.
I don't believe there's a field that provides fiscal period start date, but you may want to verify this with Refinitiv Helpdesk. In general any content questions or issues are best reported to Refinitiv Helpdesk. From my end I can suggest calculating fiscal period start date by adding a day to the previous fiscal period end date.


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Answer by ikatz · Jun 18, 2019 at 12:19 PM

Appreciate the help, @Alex Putkov.

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