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mahdiehvg avatar image
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Why do I get less data when I download data from Python API?

Hi,

I'm trying to get ESG indicator data for S&P 500 for 2019. I have tried to get the data from Python. It gives me around 350 values and the rest, 155, are missing values. When I download the same data from Screener app I get much more data, almost 505 observations are covered. I was wondering what could be the reason and whether I can get help to solve this problem.


I used the following code to obtain the data for 2019 in Python:


First I obtain the list of S&P 500 firms at the beginning of 2019:

sp2019, err = ek.get_data('0#.SPX(20190101)', 'TR.IndexConstituentRIC',)


Then I get the PermID for these firms:

sp2019.columns = ['inst','ric']

ric19= ek.get_symbology(sp2019.inst.tolist())


Then I construct a list including the PermIDs for these firms:

list19= list(ric19.OAPermID)


And using this list I obtain ESG indicator data for 2019 (I download all the 186 indicators and ESG category scores, here I pasted the first few indicators to be brief):

data2019, err=ek.get_data(list19,['TR.CommonName','TR.RIC','TR.GICSIndustry',

'TR.TRESGScore(Period=FY2019,Frq=FY).date',

'TR.AnalyticEqualShareholderRightsScore(Period=FY2019,Frq=FY)',

'TR.AgrochemicalProductsScore(Period=FY2019,Frq=FY)',

'TR.AnalyticAntiTakeoverDevicesScore(Period=FY2019,Frq=FY)',

'TR.AnalyticAuditCommIndScore(Period=FY2019,Frq=FY)',

'TR.AnalyticAuditCommMgtIndScore(Period=FY2019,Frq=FY)',

'TR.AnalyticBoardAffiliationsScore(Period=FY2019,Frq=FY)',

'TR.AnalyticBoardAttendanceScore(Period=FY2019,Frq=FY)']


Thank you in advance for the help.


Mahdieh

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chavalit-jintamalit avatar image   chavalit-jintamalit

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pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

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Thanks,

AHS

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chavalit-jintamalit avatar image
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Hi @mahdiehvg

Following your code, the result on data2019 does container only 369 non-null rows.


I selected one of the RIC(null value) and tried to retrieve the data on a different period.

And it seems that the data does not available in 2019 period but available in 2017/2018 period.


So if you would like to clarify the data availability,

For an authoritative answer to any content questions, the best resource is the Refinitiv Content Helpdesk.
The Refinitiv Content Helpdesk can be reached using Contact Us capability in your Eikon application.
Or by calling the Helpdesk number in your country.
Or at https://my.refinitiv.com/



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