Bloomberg Missing Data

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kcaron
Posts: 58
Joined: Wed Mar 04, 2015 11:46 am

Bloomberg Missing Data

Postby kcaron » Thu Feb 04, 2021 4:40 pm

I'm stuck and perplexed. And could really use some help...

I have a program in EViews 12 Enterprise Edition wherein I import quarterly earnings data from Bloomberg using this:

dbopen(type=bloom, server=localhost:8194) None
FETCH BLOOM::"SBUX US EQUITY IS_COMP_EPS_ADJUSTED"

When I look at the earnings series on my Bloomberg terminal, it is perfectly complete with numbers each quarter.

However, when I look at the series in EViews, there are several missing datapoints with NAs displayed instead. I can run the fetch over and over, and get the same results.

I'm attaching a picture that shows what I'm seeing on both EViews and Bloomberg.

I'm hoping that I've done something wrong in opening Bloomberg or in the fetch command.

But, if this is an unfixable bug of some sort, is there a way for EViews to give me the average of the datapoints before and after the missing data rather than throwing an "NA?" That would be a second best solution to the issue.

Many thanks!

Kevin
Attachments
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EViews Jason
EViews Developer
Posts: 809
Joined: Tue Sep 16, 2008 3:50 pm

Re: Bloomberg Missing Data

Postby EViews Jason » Fri Feb 05, 2021 11:21 am

We are investigating the issue. We will report back what we find.

kcaron
Posts: 58
Joined: Wed Mar 04, 2015 11:46 am

Re: Bloomberg Missing Data

Postby kcaron » Fri Feb 05, 2021 12:10 pm

I just checked several other stocks and other figures (other than EPS) and find similar results.

javiersan
Posts: 184
Joined: Mon Jan 19, 2009 8:18 am

Re: Bloomberg Missing Data

Postby javiersan » Tue Feb 23, 2021 6:11 am

Although it's true that the chart in Bloomberg shows all the quarterly data points, when retrieving the data in Excel via BDH there are missing points. Below is what I get and it is consistent with the quarters missed by Eviews. This suggests that it is a Bloomberg problem or that BDH is not the best way to capture this data and I think this is what the Eviews fetch uses.
IS_COMP_EPS_ADJUSTED
SBUX US EQUITY
31/03/2013 0.24
30/06/2013 0.275
29/09/2013 0.2997
30/03/2014 0.28
28/09/2014 0.37

28/12/2014 0.4
29/03/2015 0.33
28/06/2015 0.42
27/09/2015 0.43
27/12/2015 0.46
27/03/2016 0.39
26/06/2016 0.49
02/10/2016 0.56

01/01/2017 0.52
02/04/2017 0.45
02/07/2017 0.55
01/10/2017 0.55
31/12/2017 0.58
01/04/2018 0.53
01/07/2018 0.62
30/09/2018 0.62
30/12/2018 0.75
31/03/2019 0.6
30/06/2019 0.78
29/09/2019 0.7
29/12/2019 0.79
29/03/2020 0.32
28/06/2020 -0.46
27/09/2020 0.51
27/12/2020 0.61

kcaron
Posts: 58
Joined: Wed Mar 04, 2015 11:46 am

Re: Bloomberg Missing Data

Postby kcaron » Thu Feb 25, 2021 4:00 pm

Eureka! And thank you to javiersan... Getting closer to solving this issue...

I spoke with Bloomberg and showed them an Excel spreadsheet with my code as follows:

=BDH("SBUX US EQUITY", "IS_COMP_EPS_ADJUSTED", "12/31/2008", "12/31/2020")

This results in dates returned that don't square with conventional quarter-end dates. For example, the Bloomberg reporting date might be 10/2/2016 for 2016Q3 results. I think this "confuses" EViews (as it should) since 10/2 is actually in the fourth quarter.

In my chat with Bloomberg, I found that the addition of a "PER=AQ" override code seems to fix the issue in Excel.

In Excel, the code should be as follows:

=BDH("SBUX US EQUITY", "IS_COMP_EPS_ADJUSTED", "12/31/2008", "12/31/2020","PER=AQ")

However...

When I try to use that Override code in EViews, Eviews chokes on it.

When I try to find that Override code in the "Select Overrides" Bloomberg Database Dialog box, it is not available (see picture).
And when I try to insert it directly in code, EViews doesn't recognize it either...

In order for me to make this work, I think I need EViews to be fixed to allow the PER=AQ Override Code...

Unless, of course, it can be used, but I'm just not entering it correctly in my code.

EViews Code: "SBUX US Equity IS_COMP_EPS_ADJUSTED PER=AQ"

Many, many thanks for all your help with this!!!

Kevin
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12724
Joined: Tue Sep 16, 2008 5:38 pm

Re: Bloomberg Missing Data

Postby EViews Gareth » Thu Feb 25, 2021 4:27 pm

We're still waiting on support from Bloomberg, but this will certainly help speed things along once Bloomberg help arrives.
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