Get Instruments by exchange or country?

XeL Arjona
XeL Arjona
in Eikon Data APIs

For Python API:

I read at Q&A there is a way to retrieve (limited to 2k) list of instruments by the RSearch COM API.

Is there a current way (beta) or any future plans to do it programmatically by the wonderful Python API..? Screening is one of the main advantages of moving from desktop frameworks to Scripting API's, and if we can't have availability of total universe to start filtering from other fields (MktCap,SecotrIndustryCODE,Type,etc)...so...?! :D

Thanks in Advance!

XeL

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1
    Answer ✓

    There's no definitive timeframe for it yet, but yes, there's a plan to add equity screener capability (similar to the equity screener in Eikon application and in Eikon Excel) to Eikon Python API. There's currently no plan to introduce criteria search capability for other asset classes.

Answers

  • vlscout
    vlscout

    @XeL Ariona @Alex Putkov.

    Screening in the python API already works as long as you know the screening string. To get that, you first build your screen in Eikon application, then click "export as formula", and look at the formula in Excel.

    For example, the following gets you 1161 french RICs:

    screener_exp = 'SCREEN(U(IN(Equity(active,public,primary))),IN(TR.ExchangeCountryCode,"FR"), CURN=USD)'

    companies_data, err = ek.get_data(instruments=[screener_exp], fields=['TR.RIC'])

    print(companies_data)

    Look at this as well

    https://community.developers.refinitiv.com/questions/11063/using-screener-queries-in-the-scripting-api.html

    Maybe Alex meant development of a stand alone screening GUI in the Proxy?

  • Alex Putkov.1
    Alex Putkov.1
    @vlscout
    "I was actually referring to the very capability you discovered. And what I meant is that, while the capability is accessible, it is purposely not documented yet because it's still in development and is not yet supported.
  • blucap
    blucap

    Neat!

    How would this work for

    1. a sector, say banks?
    2. other instruments, e.g. contingent convertible bonds?

    Many thanks!

  • Alex Putkov.1
    Alex Putkov.1

    The best way to explore this capability is through the GUI in Eikon Excel add-in. Click on the Screener button in Thomson Reuters ribbon in Excel.

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