Obtain list of all equity indices in a country
Hello, I'm working with Datastream and Eikon. I noticed that on the Datastream navigator we can get access to a list of equity indices for individual countries ("markets" as per the Datastream Navigator terminology)--see attached screenshot for reference.Capture.PNG
To avoid manual work, I would like to use Python and my API connection to Datastream (ideally) or otherwise Eikon, to to download this list, which for the example here (South Africa) would be something like 2,740 indices. I'm specifically interested in downloading the 'Name', 'Symbol', and 'Hist' fields (see attached screenshot) and also the RIC, for each index. I'm interested in both active and dead indices.
Could you help me obtain the necessary code to do this using either the Datastream or Eikon API connections to Python? I'm aware of the previous answers here and here, but these are relatively old and the codes do not seem to work for me any more.
Thank you very much in advance for your help!
Best Answer
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@AAMZ Thanks for your question - I believe you can accomplish this using our comprehensive search API in Eikon/Workspace (note the codes will be RICs as opposed to mnemonics) - we have a full article on it here. I have included a sample call for the United States below:
import refinitiv.data as rd
rd.open_session()
rd.discovery.search(
view = rd.discovery.Views.INDEX_INSTRUMENTS,
top = 10000,
filter = "(RCSIndexCountryGroupLeaf eq 'United States' and RCSAssetClass eq 'EQI')",
select = "RCSAssetClass, CommonName, CommonCode, RIC, IndexCountryGroupName,IndexCountryGroup"
)I hope this can help.
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