First off, sorry if this is not the place to ask, but I have been not able to find if there is any way to get ESG monthly data? In particular of the constituents in the S&P500. I have no issue with my code below although it is yearly data.

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jamm24

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First off, sorry if this is not the place to ask, but I have been not able to find if there is any way to get ESG monthly data? In particular of the constituents in the S&P500. I have no issue with my code below although it is yearly data.

get_data('0#.SPX', fields = list('TR.TRESGScore(SDate=0,EDate=-18,Period=FY0,Frq=FY)')

I use R, but if there was an answer that requires Python, I do not mind it. Thanks, and will delete or post where it should be if this is not the place.

eikon time-series esg

Jul 19, 2022 at 02:10 PM

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Answer 1 · 2022-07-20T11:23:56Z

anita.varma

176 ●1 ●0 ●1

Hi,

The ESG data model is to store annual data. If any change/correction/restatement is made to the annual figure, the value is overwritten.
There is a Point in Time ESG product, but it is only available over the RDP Bulk delivery mechanism. It's not available in Eikon. Do please reach out to your account manager if you are interested in an RDP ESG Point in Time bulk feed trial.
Kind regards

Anita

Jul 20, 2022 at 11:23 AM

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jamm24 Jul 21, 2022 at 09:55 AM

@anita.varma thank you for your reply! I have marked it as an accepted answer.

Answer 2 · 2022-07-19T14:57:10Z

jonathan.legrand

5.8k ●21 ●2 ●6

Hi @jamm24, May I ask if you tried using the 'parameters' tab in the DIB to find the frequency of the data you're after for the field in question?

Jul 19, 2022 at 02:57 PM

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jamm24 Jul 21, 2022 at 09:56 AM

Hi @jonathan.legrand, yes I have tried the parameters. It outputs the same score for all months.

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First off, sorry if this is not the place to ask, but I have been not able to find if there is any way to get ESG monthly data? In particular of the constituents in the S&P500. I have no issue with my code below although it is yearly data.

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First off, sorry if this is not the place to ask, but I have been not able to find if there is any way to get ESG monthly data? In particular of the constituents in the S&P500. I have no issue with my code below although it is yearly data.

2 Answers

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