I would like to retrieve the EPS Estimates for the sectors of the .SPX Index. Is there a way to get them through any Python API (eikon or datastream)?
To retrieve data from eikon or datastream, you need to know instruments and fields (data types).
You can directly contact the eikon or datastream support team via MyRefinitiv, and ask for valid instruments and fields which can provide the required data.
Otherwise, you can use Eikon or Data Item Browser to search for items and fields. For more information, please refer to How to discover available fields for Data Grid service on JET(App Studio HTML5 SDK) API using Eikon Desktop.
For Datastream, you can use this website.