LSEG Data Python Cookbook

Fetching quarterly results

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import warnings
warnings.simplefilter(action='ignore', category=FutureWarning)

import lseg.data as ld

ld.open_session()

<lseg.data.session.Definition object at 0x7f31f0a723c0 {name='rdp'}>

You can use the LSEG Data Library for Python to retrieve quarterly results that company’s post each earnings season.

To do so, pass the company’s Refinitiv Instrument Code to the get_data submodule. In addition to the code, you must provide custom parameters that specify the metric, time interval and number of periods to retrieve.

Earnings per share

Here’s how to retrieve earnings per share for the last eight fiscal quarters for Thomson Reuters.

First define the metric you want to retrieve, followed by the time interval and number of periods in parenthesis.

expression = "TR.EPSFRActValue(SDate=0,EDate=-8,Period=FQ0,Frq=FQ)"

Then query the data for the company, asking for the metric as well as the date it was released and the last fiscal quarter’s end date.

ld.get_data(
    "TRI.TO",
    fields=[
        f"{expression}.Date",
        f"{expression}.periodenddate",
        expression,
    ],
)
Instrument Date Period End Date Earnings Per Share Reported - Actual
0 TRI.TO 2025-08-06 06:30:00 2025-06-30 0.69
1 TRI.TO 2025-05-01 06:30:00 2025-03-31 0.96
2 TRI.TO 2025-02-06 06:30:00 2024-12-31 1.3
3 TRI.TO 2024-11-05 06:30:00 2024-09-30 0.67
4 TRI.TO 2024-08-01 06:30:00 2024-06-30 1.86
5 TRI.TO 2024-05-02 06:30:00 2024-03-31 1.06
6 TRI.TO 2024-02-08 06:30:00 2023-12-31 1.48954
7 TRI.TO 2023-11-01 06:30:00 2023-09-30 0.8
8 TRI.TO 2023-08-02 06:30:00 2023-06-30 1.9

Revenue

The same logic can be used to query revenue, which is provided by the “TR.RevenueActValue” field.

expression = "TR.RevenueActValue(SDate=0,EDate=-8,Period=FQ0,Frq=FQ)"

ld.get_data(
    "TRI.TO",
    fields=[
        f"{expression}.Date",
        f"{expression}.periodenddate",
        expression,
    ],
)
Instrument Date Period End Date Revenue - Actual
0 TRI.TO 2025-08-06 06:30:00 2025-06-30 1785000000
1 TRI.TO 2025-05-01 06:30:00 2025-03-31 1900000000
2 TRI.TO 2025-02-06 06:30:00 2024-12-31 1909000000
3 TRI.TO 2024-11-05 06:30:00 2024-09-30 1724000000
4 TRI.TO 2024-08-01 06:30:00 2024-06-30 1740000000
5 TRI.TO 2024-05-02 06:30:00 2024-03-31 1885000000
6 TRI.TO 2024-02-08 06:30:00 2023-12-31 1815000000
7 TRI.TO 2023-11-01 06:30:00 2023-09-30 1594000000
8 TRI.TO 2023-08-02 06:30:00 2023-06-30 1647000000

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ld.close_session()