I created a filter of issues linked to epics. The filter contains a column for epic fix version. But, the exported excel file does not contain the field epic fix version. Why not?
On showing the filter results, and select the "Configure columns" icon, what are the fields in the filter default?
I suspect there the field Fix Versions is not selected.
A few ideas:
1. Try a different export option
From the search results, go to ••• > Export. Jira offers several CSV modes:
If you used "current fields," try "all fields" and scan the resulting file. Parent/epic-related data sometimes appears under a different column header than what the navigator shows.
2. Confirm which field you mean
As @Marc -Devoteam- and @Fazila Ashraf suggested, it's worth confirming whether you're looking at the Fix versions field on each issue or a column that reads the fix version from the parent epic. They're different. If the column you added pulls data from the epic (the parent), it's a derived value rather than a stored field on the child issue.
3. Derived columns may not export
Jira's issue navigator can display certain derived columns (data read from a parent epic, for example) that aren't actual fields on the child issues themselves. These may not be included in any CSV export mode because the export operates on each issue's own stored field data. This is a known limitation of Jira's built-in export.
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One more thing that might be helpful here,
If you're open to solutions from the Atlassian Marketplace, JXL for Jira handles this well. JXL is a spreadsheet view for your Jira data where you configure exactly which columns you want, including parent/epic fields like Fix Version. Whatever you see in the sheet is what gets exported to XLSX, CSV, or TSV.
So you'd set up a sheet with your filter, add an Epic Fix Version column, and export. That column comes through in the file.

Best, Paul
Disclosure: I work for the team that builds JXL.
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Could you give a sample of that filter? And tell more about the field 'Epic fix version'. Is it just fix version or a custom field?
Is my understanding correct that the filter results in issues linked to the epic and not the epic itself and you expect the fix version of the epic mapped to the linked issues?
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