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Mohit.Rai avatar image
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Translating Refinitiv Excel Formula to Eikon Python API

I have an excel plugin formula which I want to convert to Python Code and get the same result via eikon Python API.

My excel formula is : =@RHistory("DEBMK2;DEBMM2;DEBMN2;DEBQN2;DEBQV2;DEBQF3;DEBYF3;DEBYF4;DEBYF5;DEBYF6;DEBYF7;DEBYF8;DEBYF9;DEBYF0",".Timestamp;.Close","NBROWS:365 INTERVAL:1D",,"TSREPEAT:NO CH:IN;Fd",B27)

I used ek.get_timeseries method but it is showing error for few tickers in the list. I was told I can get the same output using ek.get_data method. But I unable to find the correct params for this.

I tried the following code but it is not working for me:

df, err = ek.get_data(['DEBMc1', 'DEBMc2', 'DEBMc3', 'DEBQc1', 'DEBQc2', 'DEBQc3', 'DEBYc1', 'DEBYc2' , 'DEBYc3' , 'DEBYc4' , 'DEBYc5' , 'DEBYc6' , 'DEBYc7' , 'DEBYc8' ], 
['TR.Timestamp','TR.Close'], {'SDate' : startDate, 'EDate': reportDate})

Where startDate and reportDate are defined elsewhere.

Can someone explain me how to find relevant fields to be provided here?

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zoya faberov avatar image   zoya faberov

Hello @Mohit.Rai ,

Thank you for your participation in the forum.

Is the reply below satisfactory in resolving your query?

If yes, please click the 'Accept' text next to the 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

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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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nick.zincone avatar image
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Hi @Mohit.Rai

Using the refinitiv-data library, you can try this:

import refinitiv.data as rd
from refinitiv.data.content import historical_pricing

# Within CodeBook, this will automatically use the Desktop Session
rd.open_session()

...

items = ['DEBMc1','DEBMc2','DEBMc3','DEBQc1','DEBQc2','DEBQc3',
         'DEBYc1','DEBYc2','DEBYc3','DEBYc4','DEBYc5','DEBYc6',
         'DEBYc7','DEBYc8']

response = historical_pricing.summaries.Definition(
    universe = items,
    start='2021-05-01',
    end='2022-06-08',
    fields=['SETTLE']
).get_data()
response.data.df

teams.png

The 'SETTLE' field is defined as the official closing price. In addition, there are no duplicates in this data set. As suggested, I would follow up with the helpdesk to confirm the content.


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Jirapongse avatar image
78.8k ●250 ●52 ●74

@Mohit.Rai

You can try ['TR.ClosePrice.Date','TR.ClosePrice'] fields.

df, err = ek.get_data(['DEBMc1','DEBMc2','DEBMc3','DEBQc1','DEBQc2','DEBQc3','DEBYc1','DEBYc2','DEBYc3','DEBYc4','DEBYc5','DEBYc6','DEBYc7','DEBYc8' ], 
['TR.ClosePrice.Date','TR.ClosePrice'], {'SDate' : '2021-05-01', 'EDate': '2022-06-08', 'FRQ':'D'})

However, I found duplicated entries.

1654676447227.png

The =TR function in Eikon Excel also returns the same duplicated entries. The get_data method can be used to retrieve the same content as the =TR function in Eikon Excel. Therefore, you need to contact the Eikon Excel support team directly via MyRefinitiv to verify the content. You may ask for the =TR formula in Eikon Excel which can be used to get the required data. Then, you can apply it to the get_data method.


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