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simon.metzger avatar image
1 ●0 ●1 ●2

fundamental data missing

Hello,

I am currently trying to retrieve historical fundamental data including balance sheet data, income data and market capitalization for the EURO STOXX 600 for a few years by quarter.

For this, first I extract the RIC for the constituents:

euro_stoxx_600, err = ek.get_data("0#.STOXX", "TR.RIC", parameters={'SDate':'2015-12-31', 'EDate':'2022-04-30','Frq':'FQ', 'Period':'FQ0'})

After that I first wanted to extract the balance sheet data for these companies.

euro_stoxx_600_list = euro_stoxx_600["RIC"].tolist()

Then I basically iterate through the list with a batch size of 5 (i.e., 5 tickers at a time)

batch_size = 5
tickers_to_extract = euro_stoxx_600_list [(i*batch_size):(i+1)*batch_size]
  
balance_sheet, err = ek.get_data(tickers_to_extract, 
['TR.F.BalanceSheet.date', 'TR.F.BalanceSheet.fieldname','TR.F.BalanceSheet.fielddescription','TR.F.BalanceSheet'],
parameters={'SDate':'2015-12-31', 'EDate':'2022-04-30','Frq':'FQ', 'Period':'FQ0'})

This approach works for many RICs just fine. However, for about 200 RICs, I got the situation you can see in the screenshot where I do not have any data.

1654940359219.png

Exactly this happens for the other RICs as well. Examples are: HRGV.L, BRBY.L, WLN.PA, EXOR.MI,...


I then tried to retrieve the data for the GETP.PA RIC via the code creator. With this code I was able to get the total assets over this time period.

getp, err = ek.get_data(instruments = ['GETP.PA'],fields = ['TR.F.TotAssets(Period=FY0,Frq=FQ,SDate=2015-12-31,EDate=2022-04-30)'])

However, when I included the date which is really essential for me, again I just had one empty row.

getp, err = ek.get_data(instruments = ['GETP.PA'],fields = ['TR.F.TotAssets(Period=FY0,Frq=FQ,SDate=2015-12-31,EDate=2022-04-30)','TR.F.TotAssets.date(Period=FY0,Frq=FQ,SDate=2015-12-31,EDate=2022-04-30)'

Is there a way to fix this or am I doing something wrong?


Thanks in advance

eikon-data-apihistoricaldatefundamental-data
1654940359219.png (4.7 KiB)
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raksina.samasiri avatar image   raksina.samasiri

<private post>

Hi @simon.metzger ,

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.

FYI, the support team mentioned the below in case number 11316781

Please be informed that with regards to our existing guidelines only Professors, Librarians, Course Administrators and Lecturers are entitled to contact the Refinitiv Customer Support.
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AHS

wasin.w avatar image   wasin.w

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

Thanks,


AHS


3 Answers

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Jirapongse avatar image
78.9k ●250 ●52 ●74

@simon.metzger

I got the same result when using the =TR function in Eikon Excel.

=@TR("HRGV.L;GETP.PA;BRBY.L;WLN.PA","TR.F.BalanceSheet.date;TR.F.BalanceSheet.fieldname;TR.F.BalanceSheet.fielddescription;TR.F.BalanceSheet","SDate=2015-12-31 EDate=2022-04-30 Period=FQ0 Frq=FQ CH=Fd RH=IN",C10)

1655109999181.png

Therefore, you need to contact the Eikon Excel support team directly via MyRefinitiv and ask for the =TR formula which can be used to retrieve the required data. Then, you can apply it to the get_data method.

For the TR.F.TotAssets field, you need to use 'TR.F.TotAssets(Period=FY0,Frq=FQ,SDate=2015-12-31,EDate=2022-04-30).date' instead.

getp, err = ek.get_data(instruments = ['GETP.PA'],
                        fields = [
                            'TR.F.TotAssets(Period=FY0,Frq=FQ,SDate=2015-12-31,EDate=2022-04-30)',
                            'TR.F.TotAssets(Period=FY0,Frq=FQ,SDate=2015-12-31,EDate=2022-04-30).date'
                        ]
                       )
getp

The output is:

1655110176676.png



1655109999181.png (16.3 KiB)
1655110176676.png (27.1 KiB)
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Upvote
umer.nalla avatar image
25.3k ●87 ●12 ●25

Hi @simon.metzger

If the same code is working for many other RICs and not yielding data for certain RICs, then this is most likely a content issue.

I would recommend you create a content query ticket on My.Refinitiv (or contact the helpdesk directly via Eikon) - to discuss your requirements. They may be able to advise if the required data is available in a different field for those particular RICs.

Whilst we do try to normalise our data, we carry 80million RICs from 10,000+ sources - and sometimes there can be differences based on the source of data/asset class etc.


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simon.metzger avatar image
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Thank you both a lot.

I now made a content request. Let's see if this helps :)

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