I use this code:df = DataFeatures(tickers=tkr, fields=[‘industry’]) (tkr means the list of the company names).But when I use df.pxs.head() to see the information,the dataframe is null starting from 1980
DataFeatures is a generic time series processing object. It means two things:
First, it’s about time series. Fields are not time series; they remain the same in time (bar rare exceptions of re-classification).
Second, as it’s generic, it doesn’t deal specifically with equities. Industries only apply to corporate securities (equities, bonds, loans, etc…) or sub-indices. It’s not applicable to many other securities.
You can use industry information independenlty from and prior to DataFeatures. For e.g. you can filter the tickers you want by industry; just use the dataframe returned by getTickersSP500() and filter by industry or industry code. Create DataFeatures from ALL tickers, then use the subset method of DataFeatures to get the information you want.