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the.swiss avatar image
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Manipulating get_data returns for fiancial data Series (TR.F...)

Trying to get historic financial data for many asset, one field.

Example:

dfEikonTHIS, err = ek.get_data('NESN.S,CSGN.S','TR.F.CF(SDate=0,EDate=-10,Period=FY0,Frq=FY)', parameters=None, field_name=False)

How can I get it to return ASSET as row and each element of FIELD as as columns ... without parsing through the data returned and reformat?

not this


InstrumentCash Flow0NESN.S235580000001NESN.S158370000002NESN.S166170000003NESN.S143920000004NESN.S10653000000


But this


01234NESN.S
2355800000015837000000166170000001439200000010653000000



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Shadab Hussain avatar image   Shadab Hussain

Hi @the.swiss,

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.


Thanks,

AHS

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Jirapongse avatar image
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@the.swiss

The get_data method returns data in the following format.

dfEikonTHIS, err = ek.get_data('NESN.S,CSGN.S',['TR.F.CF(SDate=0,EDate=-10,Period=FY0,Frq=FY).Date',
                                               'TR.F.CF(SDate=0,EDate=-10,Period=FY0,Frq=FY)'], parameters=None, field_name=False)
dfEikonTHIS

1650856380017.png

This can't be changed. However, you can use the pivot method to change the format, as shown below.

dfEikonTHIS.pivot(index='Instrument', columns='Date', values='Cash Flow')

The output looks like this.

1650856435962.png



1650856380017.png (27.0 KiB)
1650856435962.png (10.8 KiB)
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the.swiss avatar image
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Many thanks - belatedly - had to go a different route (from pivot ... the term gives me a jolt being an old Excel finance junkie .. ;-) )

I am using dates 'normalized' as in T-x x being years so those columns would read 0,1,2, ...

Alfred

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