Help on SEDOL to RIC Conversion

Sachin Murthy S K

API - EIkon

Language - Python

Environment - Windows

I converted some 5000 stocks SEDOLS into RIC. I got all the RIC. Named it RIC1

ric1=pd.DataFrame(ek.get_symbology(sedols1, from_symbol_type='SEDOL', to_symbol_type=['RIC']))

Than I converted all the RIC into string by the function……. list3=ric1["RIC"].astype(str).tolist().

Print( list3)

All the RICs came on screen.

Than ran the function . & got the below error

ek.get_timeseries('list3',
fields='CLOSE',
start_date='2024-08-21',
end_date='2024-08-22')

Jirapongse

@Sachin Murthy S K

Thank you for reaching out to us.

The code should be like this:

ek.get_timeseries(list3,
   fields='CLOSE',
   start_date='2024-08-21',
   end_date='2024-08-22')

The get_timeseries method has limitations. Please check the Eikon Data API Usage and Limits Guideline.

You can use the LSEG Data Library for Python instead. The examples are on GitHub.

rupa

hello @Jirapongse

Thank you for your reply. The data is too large. how do I get API in batches?

What command can i use better. I used the below command it did not work.

rupa

just to add i am getting ' time series request failed' getting error eikon code -1

Jirapongse

@rupa

You may need to break an array into chunks. Please check this website.

I suggest to use the LSEG Data Library for Python instead. The examples are on GitHub.

rupa

hello @Jirapongse

Thank you for your reply. The data is too large. how do I get API in batches?

What command can i use better. I used the below command it did not work.

just to add i am getting ' time series request failed' getting error eikon code -1

rupa

HI Jason,

will the below help to break

def batch(iterable:Iterable,max_batch_size:Int):

batch=[]

for element in iterable:

batch.append(element)

if len(batch)>=max_batch_size:

yield batch

batch =[]

if len(batch)>0:

yield batch

Jirapongse

The code could be like this:

instruments = ['EQNR.OL' ,'DNB.OL' ,'NHY.OL' ,...]
 
def split_instruments(instruments, chunk_size=5):
    """Yield successive chunk_size chunks from instruments."""
    for i in range(0, len(instruments), chunk_size):
        yield instruments[i:i + chunk_size]
 
instrument_chunks = list(split_instruments(instruments))
for chunk in instrument_chunks:
     data = ek.get_timeseries(chunk, ...)

rupa

Hi Jason,

I broke into chunks of 100's. All those chunks were stored in variable 'gen'. After than I ran the final function & got this error. What could this be? Thanks

rupa

Hi Jason,

I was able to get output in those batches.. thank you v much.

Output is in a dataframe with close price of say day 25th & day 24th. 3200 stocks,

how would you calculate daily return of stocks from that data frame & get returns as an additional column?

Thanks

R