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Accepted
peter.akester avatar image
0 ●3 ●4 ●7

Get data for Specific date

Hi, Im looking to get data these fields for a specific historic date. Here is my current code. Any help would be greatly appreciated. Thanks in advance 

dfSP500Smallx, err = ek.get_data(
    instruments = ['0#.SPX'],
    fields = [
        'TR.CommonName',
        'TR.TRBCEconomicSector',
        'TR.TRBCBusinessSector',
        'TR.TRBCIndustryGroup',
        'TR.CompanyMarketCap',
        'TR.PriceOpen',
        'TR.PriceClose',
        'TR.PricePctChg1D',
        'TR.Price52WeekHigh',
        'TR.Price52WeekLow',
        'TR.PriceAvg30D',
        'TR.Price50DayAverage',
        'TR.PriceAvg100D',
        'TR.Price200DayAverage'  
    ]  
)
display(dfSP500Smallx)
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Jirapongse avatar image   Jirapongse

@peter.akester

Hi,

Thank you for your participation in the forum.

Are any of the replies below satisfactory in resolving your query?

If yes please click the 'Accept' text next to the most appropriate reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS


Jirapongse avatar image   Jirapongse

@peter.akester

Hi,

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

AHS

2 Answers

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Accepted
chavalit-jintamalit avatar image
18.2k ●21 ●13 ●21

Hi @peter.akester

You can use "CODECR" app (Type in CODECR in Eikon Search to launch it) to check field supported parameters.


Here is a sample code:

dfSP500Smallx, err = ek.get_data(
    instruments = ['0#.SPX'],
    fields = [
        'TR.CommonName',
        'TR.TRBCEconomicSector',
        'TR.TRBCBusinessSector',
        'TR.TRBCIndustryGroup',
        'TR.CompanyMarketCap',
        'TR.PriceOpen',
        'TR.PriceClose',
        'TR.PricePctChg1D',
        'TR.Price52WeekHigh',
        'TR.Price52WeekLow',
        'TR.PriceAvg30D',
        'TR.Price50DayAverage',
        'TR.PriceAvg100D',
        'TR.Price200DayAverage'  
    ],
    parameters = {'SDate':'2021-03-22', 'EDate':'2021-03-24'} #added parameters which applies to all fields
)
display(dfSP500Smallx)


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Upvotes
Alex Putkov.1 avatar image
39.4k ●77 ●11 ●27

Of all the fields in your request only TR.CompanyMarketCap, TR.PriceOpen and TR.PriceClose are available as timeseries. For the rest of the fields only the most recent value can be retrieved. To retrieve TR.CompanyMarketCap, TR.PriceOpen and TR.PriceClose as of a given historical date add SDate parameter to the request:

ek.get_data(
    instruments = ['0#.SPX'],
    fields = [
        'TR.CommonName',
        'TR.TRBCEconomicSector',
        'TR.TRBCBusinessSector',
        'TR.TRBCIndustryGroup',
        'TR.CompanyMarketCap',
        'TR.PriceOpen',
        'TR.PriceClose',
        'TR.PricePctChg1D',
        'TR.Price52WeekHigh',
        'TR.Price52WeekLow',
        'TR.PriceAvg30D',
        'TR.Price50DayAverage',
        'TR.PriceAvg100D',
        'TR.Price200DayAverage'  
    ],
    parameters = {'SDate':'2021-03-01'}
)

You can use CodeCreator app in Eikon application to explore the metadata for use with Eikon Data APIs including what parameters are available for what fields.

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