eikonapir: how to get dates returned from get_data()

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Question by tta · Nov 12, 2020 at 05:38 AM · eikonapir

eikonapir: how to get dates returned from get_data()

Hi,

I wonder how to get dates returned from get_data() of the "philaris/eikonapir" package. I'd like to download SPY's market cap over a period. Using eikon package in Python, I can get this done easily with ek.get_data() as follows:

df, err = ek.get_data('SPY',['TR.CompanyMarketCap', 'TR.CompanymarketCap.Date'], {'SDate':'2020-01-02', {'EDate:'2020-10-31'})

However, if I use the get_data() in eikonapir package in r in the same fashion as follows,

sample_period = list('SDate'='2020-01-02', 'EDate'='2020-10-31')

fields = list(TR_Field('tr.companymarketcap', sample_period), TR_Field('tr.companymarketcap.date'))

df = eikonapir::get_data('SPY', fields)

the date column in the dataframe df returns only the last date of the sample period, instead of all the dates in the sample period.

I would highly appreciate any advice/suggestion to get all the dates returned with aikonapir::get_data()!

Thank you!

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Answer 1 · 2020-11-12T06:54:17Z

REFINITIV

Best Answer

Answer by jirapongse.phuriphanvichai · Nov 12, 2020 at 06:54 AM

@tta

Please try this one:

data_frame2 <- get_data(list("SPY"), 
                        list("TR.CompanyMarketCap", "TR.CompanymarketCap.Date"),
                        list("Frq"="D","SDate"="2020-01-02","EDate"="2020-10-31"))
data_frame2

The output is:

1605164031410.png (16.1 KiB)

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Answer 2 · 2020-11-13T14:38:48Z

Answer by tta · Nov 13, 2020 at 02:38 PM

Thank you very much. It works beautifully!

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eikonapir: how to get dates returned from get_data()

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