Upgrade from Eikon -> Workspace. Learn about programming differences.

For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
j.dessain avatar image
38 ●1 ●0 ●2

Using get_data with loop in python for historical data

I would like to download several infos and balance sheet items from several companies.

I keep in an SQL table a list of RICs that I imported as a list of integers [4295859221, ...] named rics and in another SQL table the list of the fields I want to download from Eikon as a DataFrame [TR.F.CashSTInvst, TR.TotalAssets, ...] named finstatDF.

So far, I just try to loop on the company RIC. I have seen an example that I tried to replicate but I get an error message. This is my code df, err =ek.get_data(rics[5], fields = ['TR.CommonName', 'TR.F.CashSTInvst'] , parameters={'Scale': 3, 'SDate': 0, 'EDate': -2, 'FRQ': 'FY', 'Curn': 'EUR'}).

How could I do ? Thanks in advance for your help.

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apiricssql
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

Hello @j.dessain

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

2 Answers

· Write an Answer
Upvotes
Accepted
j.dessain avatar image
38 ●1 ●0 ●2

I managed to get it done and working by playing with the nature of my inputs as follows :

connect = sq.connect('\DB\Finlist.db')        # connect to the DB FinancialDB
cursor = connect.cursor()
cursor.execute("SELECT field1 FROM TRlistEuroPr")          
outp = cursor.fetchall()
rics = list(chain(*outp))
cursor.execute("SELECT TRRIC FROM TRdataFinStat")          
outp = cursor.fetchall()
listTR = list(chain(*outp))

dataTR, err = ek.get_data(str(rics[0]), listTR, {'Scale': 3, 'SDate': -40, 'EDate': -20, 'FRQ': 'FY', 'Curn': 'EUR'})
dataTR.to_sql("TRdataEuroPr", connect, if_exists='replace')
sq_table = "TRdataEuroPr"

for i in range(len(rics)):
    dataTR, err = ek.get_data(str(rics[i]), listTR, {'Scale': 3, 'SDate': 0, 'EDate': -40, 'FRQ': 'FY', 'Curn': 'EUR'})
    if len(dataTR) < 2:
        print('error', i)
    else:
        dataTR.drop(dataTR[pd.isnull(dataTR["Tot Assets"])].index, inplace=True)            #drop all rows where Total assets is null
        dataTR.to_sql(sq_table, connect, if_exists='append')  
        print(i, len(dataTR))
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvote
chavalit-jintamalit avatar image
18.2k ●21 ●13 ●21

Hi @j.dessain

The identifier should be String.


Please also review this API limitation guideline at https://developers.refinitiv.com/eikon-apis/eikon-data-api/docs?content=49692&type=documentation_item

For example, there is a 5-requests-per-second limitation on the document.

So you should add some idle in your loop.

Or you can make an API call with multiple identifiers.


ahs.png (91.6 KiB)
ahs2.png (36.3 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.