Function to obtain data from Eikon via the JSON API

The function automatically chunks the list of rics into chunks that comply with the api limitations and in the end rebuilds the chunks again into a single data.frame.

Usage

EikonGetData(
  EikonObject = rd_connection(),
  rics,
  Eikonformulas,
  Parameters = NULL,
  raw_output = FALSE,
  time_out = 60,
  verbose = getOption("refinitiv_progress", TRUE),
  SpaceConvertor = ".",
  cache = NULL
)

Arguments

EikonObject: Eikon connection object. Defaults to rd_connection(), which auto-creates a connection on first use.
rics: a vector containing the instrument RICS
Eikonformulas: a vector containing character string of Eikon Formulas
Parameters: a named key value list for setting parameters, Default: NULL
raw_output: to return the raw list by chunk for debugging purposes, default = FALSE
time_out: set the maximum timeout to the Eikon server, default = 60
verbose: boolean, set to TRUE to print out the API call details with time stamp for debugging.
SpaceConvertor: converts spaces in variables name into one of the following characters ".", "," , "-", "_", default is "."
cache: Controls caching. NULL (default) defers to getOption("refinitiv_cache", FALSE). TRUE uses the function default TTL (300 s). FALSE disables caching. A positive numeric value sets the cache TTL in seconds. See rd_ClearCache.

Value

a data.frame containing data from Eikon

References

https://developers.refinitiv.com/eikon-apis/eikon-data-api/docs?content=49692&type=documentation_item

Examples

if (FALSE) { # \dontrun{
Eikon <- Refinitiv::EikonConnect()
ex1 <- EikonGetData(
  EikonObject = Eikon, rics = c("MMM", "III.L"),
  Eikonformulas = c(
    "TR.PE(Sdate=0D)/*P/E (LTM) - Diluted Excl*/",
    "TR.CompanyName"
  ), verbose = TRUE
)

ex2 <- EikonGetData(
  EikonObject = Eikon, rics = "AAPL.O",
  Eikonformulas = "TR.CompanyMarketCap(Sdate=0D)/*Market Cap*/"
)

# ex2 will return -1 which is most likely not the current market cap of apple")
# a workaround is to scale back the output to millions

ex2a <- EikonGetData(
  EikonObject = Eikon, rics = "AAPL.O",
  Eikonformulas = "TR.CompanyMarketCap(Sdate=0D)/*Market Cap*/",
  Parameters = list("scale" = 6)
)
# or for more complex formula's
# scale back in the formula itself
ex2b <- EikonGetData(
  EikonObject = Eikon, rics = "AAPL.O",
  Eikonformulas = "TR.CompanyMarketCap(Sdate=0D, scale=6)/*Market Cap*/"
)
} # }

if (FALSE) { # \dontrun{
EikonJson <- RefinitivJsonConnect()
ex1 <- EikonGetData(
  EikonObject = EikonJson, rics = c("MMM", "III.L"),
  Eikonformulas = c(
    "TR.PE(Sdate=0D)/*P/E (LTM) - Diluted Excl*/",
    "TR.CompanyName"
  ), verbose = TRUE
)
} # }