Hello, I'm downloading same set of listed companies from screener and codebook, and I retrieve different results for some fields, what is the reason for this?
in particular, IPO date column is quite missing with API, i compare a sample of companies for Australia. but it also applies in general.
I tried downloading 'TR.PECompanyIPODate' and 'TR.IPODate'. it comes back mostly as NA when I download from API, whereas screener it is not so many NAs.
like API all is NA (2057 observations), in screener 243 is NA.
i have a similar problem with company of incorporation, entirely NA with API.
I use this 'TR.RegistrationCountry', i have shared with you excels that I download via API vs screener.
i tried to retrieve more than one field for the same column to see if there is something else that works, for isin for instance i have isin code, isin,
but overall i copied the formulas from my screener, so technically they should have been the same.
fields = [
'TR.CompanyName', 'TR.CommonName', 'TR.HeadquartersCountry', 'TR.InstrumentType', 'TR.ExchangeCountry',
'TR.RegistrationCountry', 'TR.ISINCode', 'TR.ISIN', 'TR.CompanyMarketCap(SDate=0CY, CURN=USD)',
'TR.PrimaryRICCode', 'TR.PrimaryInstrument', 'TR.IsPrimaryInstrument', 'TR.IsPrimaryQuote',
'TR.TRBCEconomicSector', 'TR.IPODate', 'TR.ExchangeName', 'TR.TRBCIndustry',
'TR.TRBCActivityCode', 'TR.FreeFloatPct(SDate=-0D)/*Free Float*/', 'TR.OrganizationType',
'TR.GICSSubIndustry', 'TR.OrganizationID', 'TR.PECompanyIPODate', 'TR.CompanyNumEmploy'
]
# Define Screener
rics = Screener(
f'U(IN(Equity(active,public,primary))/*UNV:Public*/), '
f'IN(TR.ExchangeCountryCode,{country_filter})'
)
and my universe is this, in case it affects, but I don't think that is the problem, since I have the correct number of companies more or less, this is all from my side, if you could explain why the differences occur and how can I avoid it, that would be great.
I normally download data with screener, and I wanted to use the API for automatising it.
but it is very important the data is reliable and comparable.
I do not want to get different results with API and screener.