Hi,
We have downloaded some fundamental metrics (BP,DY,PE) on a list of total market indexes ( TOTMKUS(BO) for example ). via Python API.
But if we look at the values of these metrics downloaded one month ago, we see different values for the same date. We are aware that for these metrics, you provide two type of series:Fixed weights ( the ones we selected) and Recalculated weights(DY.R,PE.R for example) . So, why the Fixed Weights series change values backwards?
hi,
below you can see the code ( we download these data for 15 equity indexes. I reported only the tickers for the US total return market as example. I can give you the full list if necessary.
lastdate_PE='1990-01-02' lastdate_DY='1990-01-02' lastdate_PB='1990-01-02'
enddate='-0D'
tick_PE_FWD=['TOTMKUS(DIPE)']
tick_DY=['TOTMKUS(DY)']
tick_PB=['TOTMKUS(BP)']
pe_eq=ds.get_data(tickers=tick_PE_FWD,fields=[] , start=lastdate_PE, end=enddate, freq='D')
dy_eq=ds.get_data(tick_DY,fields=[] , start=lastdate_DY, end=enddate, freq='D')
pb_eq=ds.get_data(tick_PB,fields=[] , start=lastdate_PB, end=enddate, freq='D')
Thank you so much. I can get the data properly but I couldn't see the differences right now.
Could you please share the data that was different and the date that the data was retrieved?
Next, I will contact the DataStream team to verify it.
Thank you for your participation in the forum. Were you able to resolve the issue you experienced with Refinitiv Helpdesk? If yes, would you mind sharing the solution with the community by posting it on this thread? This can help other users who may experience similar issue in the future.
Thanks,
-AHS
Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.
Thanks,
-AHS
Please see response from the DataStream support team below.
We have Recalculated index datatypes only for MV.R, PI.R, PE.R, DY.R and RI.R. Further, we do recalculate the historical MV, PI, PE, DY and RI from last index review date only if there is any correction to the underlying constituents historical data like price, shares, dividends, earnings etc. In this case, we see TOTMKUS values were recalculated multiple times in last few months and there were correction to constituents. Now we re-validated the index value and it’s looking fine.
