Report Release Date

[anbackmynt]

Hi!

Reeeeaaallllyyyyyyy interesting api! Great work!

Is it possible to get the report release date into the report object ? I.e the date the report was released to market (note does not have to be exact report date, datetime where it is inserted into Borsdata is fine too). U probably have this in your db somewhere and that date is important if you want to backtest properly (i.e create a bot where you buy/ sell on new report data). I would super glad and a super loyal customer if that were to be added, otherwise i probably need to scrape info from somewhere :(

Cheers Anders

[henrikbergstrom]

Hi, We don't have the Report Release date today in API.

What you can use is the "Report End Date" that marks the end of the Report Period. Normaly the Report is release to market about 4 weeks after this date.

[Gillquist]

As an alternative you could use KPI 202. It gives you date per instrument ID when report info was updated in Börsdata db. Should be very close to release date

[anbackmynt]

@Gillquist @henrikbergstrom thx for your answers. Looks promising, at least you can build a realtime bot with KPI 202. In order to backtest it would be super cool if KPI 202 could be added to KPIHistory as well. @henrikbergstrom what is the hurdle here, Tech och Businessrules ?

Again thx for an awesome product. Looking forward to share my work with you (i.e super well written bug reports etc), when i get cracking!

Cheers Anders

[anback]

@henrikbergstrom is there any hope to get KPI 202 in KPIHistory or should i think of something else ? (just a humble question, again thx for a great service)

[henrikbergstrom]

202 [Updated Reportdate] latest. Today we dont store history of this data. But I add it to ideas we need to look at. Thanks,

[anbackmynt]

alrighty thx.

Sent from my iPhone

On 28 Jan 2020, at 16:25, Henrik notifications@github.com wrote:

 202 [Updated Reportdate] latest. Today we dont store history of this data. But I add it to ideas we need to look at. Thanks,

— You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub, or unsubscribe.

[maxijohansson]

Hi there! Any update on this subject? It would be incredibly useful to know the release date of all historical reports, in order to avoid look-ahead bias in backtesting and to backtest "trade on report" strategies.

Really good work with the API!

[Augusttell]

This is something I am also very interested in. Which also explains some issues I have been having...

@Gillquist Can you explain your workaround a bit more? You fetch what according to the swagger definition? It only fetches when the latest report was updated?

[Gillquist]

@Augusttell I use KPI 201 for next report date and KPI202 for last updated report i BD database. API call would be

https://apidoc.borsdata.se/api/v1.0/instruments/kpis/201/last/latest?authKey=xxxxxxxx https://apidoc.borsdata.se/api/v1.0/instruments/kpis/202/last/latest?authKey=xxxxxxxx

More info in the Wiki https://github.com/Borsdata-Sweden/API/wiki/KPI-Screener

Currently there are no history for report dates as Henrik states above so no help in backtesting.

[Augusttell]

Thanks for the info!

Sad that you can't :(

[henrikbergstrom]

Hi, Update. Now Release Report date is added to Report data. Currently we have around 150 reports ready with reportdate. We add more as we go..

[maxijohansson]

This is amazing! Thank you so much Henrik!

[anbackmynt]

Alrighty nice!!!!On 5 Nov 2020, at 10:49, Max Johansson notifications@github.com wrote:This is amazing! Thank you so much Henrik!—You are receiving this because you authored the thread.Reply to this email directly, view it on GitHub, or unsubscribe.

[anback]

@henrikbergstrom and there i signed up for 2 years, pro subscriber, thx for a great service!