Using Python API: Check all elements in a list are a valid RIC
My ultimate aim is to be able to do a Ekion Python API query like this
df_ric, err = ek.get_data(RIC_List,
['TR.PriceClose','TRDPRC_1'],)
Where RIC_List has 1800 elements, 99% of which are RICs in string format and the remaining 1% are not RICs and need to be skipped automatically. (Querying each element using a "try" function takes too long, so I hope the 1 big query is faster).
My thoughts are to do this in two steps
1. Feed the list into 1 Reuters Ekion Python API query that returns if each element in the list is in fact a RIC, with the output being a smaller list "RIC_List2" with only RICs.
2. Feed "RIC_List2" into the initial code written above to get all the data i need.
Please let me know if it is possible to do something like (1.) or any other ideas
to put in another way I would want something like
test_list= [[nan],'ASML.AS','adjfoi;dsa','NOVN.S']
to eventually return
Instrument Price Close TRDPRC_1
0 ASML.AS 547.1 554.6
1 NOVN.S 91.94 88.09
(04/10/2023, 13:55 UK Time)
Thanks in advance
Best Answer
-
Hi @toby.mcmanners ,
Can it be this way
# import libraries
import refinitiv.data.eikon as ek
ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY')
import numpy as np
# define ric list (with invalid values)
RIC_List=[None,'ASML.AS','adjfoi;dsa','NOVN.S']
# remove None value as it cannot be passing into get_data function
ric_list_not_none = [x for x in RIC_List if x is not None]
# use the ric list above to retrieve data on field 'TR.RIC'
df_ric, err = ek.get_data(ric_list_not_none,
['TR.RIC'])
# drop row with empty value in RIC column
df_ric['RIC'].replace('', np.nan, inplace=True)
df_ric.dropna(subset=['RIC'], inplace=True)
# convert RIC column to RIC list
valid_ric_list = df_ric['RIC'].to_list()
# retrive the data
df_ric, err = ek.get_data(valid_ric_list,
['TR.PriceClose','TRDPRC_1'])
df_ric0
Categories
- All Categories
- 6 AHS
- 39 Alpha
- 161 App Studio
- 4 Block Chain
- 4 Bot Platform
- 16 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 367 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 59 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛