I'm trying to replicate the following table using Eikon Python API:
When I download it, in addition to reference point time series (first column above), I also get a worksheet with First Release Data (second column):
It is very important when performing backtests to avoid look-ahead bias, which is almost always the case when dealing with monthly economic data.
How am I able to replicate the table in the first image for not only this specific Brazil CPI series, but any economic data (=ECI) using Python API?
Thanks in advance,