Screen for commodity instruments by source and other variables

thestonkking

I am looking for a way to screen for commodity instruments by source and other variables, similar to the attached screenshot. There is a sample screening query in the Data Retrieval and Discovery folder however I'm not sure how to modify the code for these parameters. I can see that these data items are available (i.e. CF_EXCHNG is the data item for Exchange) but am not sure how to incorporate this within the screen code.

nick.zincone

Hi @thestonkking

You can actually utilize the Search feature under the "Refinitiv Data Library" folder - specifically using the example: "Access__Search.ipynb". For example, you can create a search that looks like this:

rd.discovery.search(
    view = rd.discovery.Views.COMMODITY_QUOTES,
    filter = "( (SearchAllCategoryv2 eq 'Commodities' and " \
             "RCSUnderlyingProductGenealogy eq 'U:Q') and " \
             "(ExchangeName xeq 'Shanghai Futures Exchange'))",
    select = "DTSubjectName,DisplayName,RCSUnderlyingProductLeaf," \ 
             "RCSAssetCategoryLeaf,ExchangeName,DisplayType," \
             "RCSAssetCategoryGenealogy,RIC,Periodicity,BusinessEntity," \
             "PI,SearchAllCategoryv3,SearchAllCategoryv2," \
             "SearchAllCategory,ContractType,RCSSourceTypeLeaf," \ 
             "RCSUnderlyingProductGenealogy"
)

Within the "Advanced Search" app you are using, you can utilize the "Export Query" feature from the "Export Options" menu:

This will pull up search criteria and output options you see in the Commodities search results you have. Hope this helps.

thestonkking

Thanks for the quick response Nick. Wasn't aware of the export capabilities in the AS app - very helpful.