Hello,

I have a list of ISINs, for which I'd like to obtain a quarterly time series of the Weighted Average Cost of Capital (WACC) for each ISIN. I'm aware that the WACC is available on a daily basis from Eikon; therefore, I'm looking for a function that will compute the average of the WACC within each quarter, for each firm in my list.

So far, my approach has been to download daily WACC data for my list of ISINs, and then to perform the quarterly averaging directly within Python. However, I don't really need the daily data; so spending the time to download it first just for the purposes of aggregating, and then discarding what took so much time to download, takes unnecessary resources (and also I worry about exceeding any limits in Eikon on download volumes).

The formula I'm using is the following (assuming I want five years of data)

data, error = ek.get_data(isinlist, ['TR.WACC.date', 'TR.WACC'],{'SDate':datetime.today().strftime('%Y-%m-%d'),'EDate':'Y-5','Frq':'D'})

I guess I'm looking for something like the following:

data, error = ek.get_data(isinlist, ['TR.WACC.date', QUARTERLYAVG('TR.WACC')],{'SDate':datetime.today().strftime('%Y-%m-%d'),'EDate':'Y-5','Frq':'D'})

Would you by any chance know if this is possible?

Thank you very much in advance!