Analyze the data using advanced algorithms.
Greeting everyone! I am currently engaged in the development of algorithms tailored for advanced data analysis and require your expert guidance on a couple of technical challenges I am encountering.
Firstly, I am seeking a method to accurately extract the closing price on the day following the Bankruptcy Announcement, specifically when the TR.MnAHasBankruptcy indicator switches to "true." This data point is critical for my analysis, and I need to ensure its precision and reliability.
Secondly, I am interested in obtaining the closing price for OTC securities on their initial trading day post-delisting. The ability to capture this information accurately is vital for my project's success.
Furthermore, I have faced difficulties in retrieving closing prices for OTC market RICs utilizing the Refinitiv Search API. My objective is to establish a robust method for accessing the closing price data for delisted OTC RICs, thereby enabling the algorithms I aim to develop.
Could you please provide guidance or suggest methodologies to settle such issues? Any insights or recommendations you could offer would be immensely valuable. Thank you!
import refinitiv.data as rd
import pandas as pd
rd.open_session()
results = rd.discovery.search(
view=rd.discovery.Views.EQUITY_QUOTES,
top=500,
filter="(IssuerOAPermID eq '5048094456' and RCSAssetCategoryLeaf eq 'Ordinary Share')",
select="RIC, DTSubjectName, RCSAssetCategoryLeaf, ExchangeName, ExchangeCountry"
)
df = results
substrings = ['.OQ', '.N', '.A', '.PK', '.PQ']
def is_valid_ric(ric):
for ending in substrings:
if ending in ric:
pos = ric.find(ending)
if len(ric) == pos + len(ending) or (len(ric) > pos + len(ending) and ric[pos + len(ending)] == '^'):
return True
return False
filtered_df = df[df['RIC'].apply(is_valid_ric)]
rics = filtered_df['RIC'].tolist()
START_DATE = "2020-04-30"
END_DATE = "2024-12-31"
df_history = rd.get_history(
universe=rics,
fields=[
"TR.MnAHasBankruptcy",
"TR.PPBankruptcyFilingDate",
"TR.PPHasFiledForBankruptcy",
"TR.IsDelistedQuote",
"TR.PriceClose",
"TR.MnAAnnDate",
"TRADE_DATE",
"TR.MNASynopsis",
"TR.MnAStatus",
"TR.MnADateUnconditional",
"TR.RetireDate"
],
parameters={
'SDate': START_DATE,
'EDate': END_DATE,
'Frq': 'D'
}
)
print(df_history)
df_history.to_csv("./Merged_Delisting-Case.csv")
rd.close_session()
Best Answer
-
Hi @vitali
Looking at your request to get historical data, I changed it from 'get_history' to 'get_data' as the arguments you are passing are relevant to the 'get_data()' function call. In addition, I changed the 'TRADE_DATE' as this is not applicable and replaced it with TR.PriceClose.date:
Now, as for the specifics of the fields, this forum is only focused the APIs, not content. I would suggest you open a content ticket and they will bring in a content specialist to help with questions related to bankruptcy announcement date, OTC Closing price, delisted OTC rics etc.
1
Categories
- All Categories
- 6 AHS
- 37 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