How to retrieve the metadata of filtered instruments?
datastream.pngIn Datastream it's possible to filter the database of instruments (e.g. by exchange, currency, market) and to download a .csv with the metadata associated with the filtered database (e.g. mnemonic, exchange). You can find an example attached. I believe that a similar filtering should be possible in Eikon. My goal is to retrieve the same (or similar) metadata associated with the filters attached using the Python API. Is it something replicable in some way via Python API? If not, is there another API that does that?
Best Answer
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A similar capability is known as Screener in Eikon, and it is accessible from Excel. Look for Screener button in Thomson Reuters tab in Excel ribbon. This capability will be available through Eikon Python API, but at the moment it is still in development and is not yet supported. RSearch Eikon COM API provides ready available alternative with limited filtering options and the max result set limited to 2K rows. RSearch Eikon COM API provides the same functionality and filtering criteria as exposed through the Search GUI in Eikon Excel. Look for Search button in Thomson Reuters tab in Excel ribbon.
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