eikon_data

This simple module allows us to create .csv files with financial data from Eikon's Python API.

The files are of two types - data files and time series files. Data files are a snapshot of a single RIC and the data it contains right now. There are many fields and data types available. The time series files can contain historical price data for a large number of RICs.

The files can be used for data import and analysis. Time series files can be imported andvisualized with another module swap_curves_with_bqplot.

Prerequisites

To use this module we need to have a few things in place:

• A running Eikon desktop application.
• A valid Eikon API key in the "eikon_cfg.cfg" file.

Usage

For both types of files there are a few common parameters that we need.

• A .csv file with the RICs in a column.
• A .csv file with the fields in a column.

Create data file

We use the function

create_data_file(rics_cfg, fields_cfg, name_data)

where:

rics_cfg is the name of .csv file with RICs. Located in directory "eikon_data/eikon_config_files/".

fields_cfg is the name of the .csv file with fields. Located in directory "eikon_data/eikon_config_files/".

name_data is the name of the output file containing the Eikon data. Located in directory "eikon_data/eikon_data_files/".

Create time series file

We use the function

create_time_series_file(rics_cfg, field, start_date, end_date, name_time_series)

where: rics_cfg is the name of .csv file with RICs. Located in directory "eikon_data/eikon_config_files/".

field is the name of the .csv file with fields. Located in directory "eikon_data/eikon_config_files/".

start_dateis the earliest date. Format "YYYY-MM-DD".

ènd_dateis the latest date. Format "YYYY-MM-DD".

name_time_series is the name of the output file containing the Eikon data. Located in directory "eikon_data/eikon_data_files/".

Example of results

Data file:

Time series file: