I need to get a vintage data (point in time) for a time series with a forecast. For instance, consider the Datastream ticker (USLGDPQMQ) or alternatively the RIC (pUSGDPQP=M).
If I use the function 'timeSeriesRequest' I can use the 'RELV' datatype and I will get the time series 'as of' the 'endDate' parameter used (vintage, point in time). This works fine for all standard time series, but *not* for the ones with forecast.
If I want to see the forecasts, I need to put 'endDate' into the future. This works fine If I want to get the current snapshot (the latest) forecast. Say I will get today's forecast from now until December 2022. However, this does not work if I want to see what were those same forecasts 3 months ago. The reason is that, in order to get point in time I need to set the 'endDate' to 3 months ago and the parameter 'RELV'. But doing that prevents me from getting the forecast going to Dec 2022.
So the question is: how do I get a point in time time series of a forecast?
Thanks in advance for any help.
Using Eikon you can only get one value per quarter for the economic forecast RIC like pUSGDPQP=M.
ek.get_timeseries('pUSGDPQP=M', interval='quarterly', start_date='2018-01-01', end_date='2023-01-01')
In other words, using Eikon you cannot see how the forecast for say Q4 2020 changed over time. I defer to someone else to comment on whether the timeseries of forecasts for a given quarter are available in Datastream.
I've got feedback from all sides saying that it is not possible to obtain the full history of a specific forecast point.
However, see above the print out from an excel file downloaded directly from Eikon. It clearly shows that the information *do exist* somewhere in the Eikon/Datastream/Refinitiv database.
Unfortunately, the excel file comes with 'paste values' so there is no formula hinting how to access that information.
Thanks @Alex Putkov. for your previous help in trying to get this info.