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.
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.
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.
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/".
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/".
Data file:
Time series file:
