Missing symbology for following CUSIP: 037833AU.

szevak.nzsdejan
szevak.nzsdejan
in Eikon Data APIs

I am running the following code:

symb = tr.get_symbology(['037833AU'], from_symbol_type='CUSIP', debug=False)

The CUSIP is valid, as I can find it on other platforms. Also, the bond is on the eikon platform is I use the ISIN for it (XS1135334800). The problem is that my database uses CUSIP as the primary ID.

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Best Answer

  • pierre.faurel
    pierre.faurel
    Answer ✓

    037833AU is not identified as a CUSIP.

    A complete CUSIP is a 9-character alphanumeric code which identifies a North American financial security and consists of three parts:
    • A six-character issuer code
    • A two-character issue number
    • A single check digit.

    CUSIP of 6 or 8-character code can be converted to a 9-character code.

    In this case, it's a 8-character code. When I try to complete (on https://dsri.github.io/cusip/) with the check digit, I find 037833AU4 but the result still invalid:

    >>> ek.get_symbology(['037833AU4'], from_symbol_type='CUSIP')
                                 error
    037833AU4  No best match available

    With a conversion from 6-digits CUSIP code to 9-character, i found 037833100 that gives following result:

    >>> ek.get_symbology(['037833100'], from_symbol_type='CUSIP')
                   CUSIP          ISIN    OAPermID     RIC ticker
    037833100  037833100  US0378331005  4295905573  AAPL.O   AAPL

    If Istart from the ISIN code : 

    >>> ek.get_symbology(['XS1135334800'], from_symbol_type='ISIN')
                          ISIN    OAPermID    SEDOL ticker
    XS1135334800  XS1135334800  4295905573  BYM9D14   APCD

    The OAPermID 4295905573 identifies the company APPLE and matches with the result of following request based on 037833AU (without AU suffix):

    >>> ek.get_symbology(['037833'], from_symbol_type='CUSIP')
              OAPermID
    037833  4295905573

Answers

  • Zhenya Kovalyov
    Zhenya Kovalyov

    @szevak.nzsdejan since this is a content question, I suggest that you should contact your local Thomson Reuters support desk and raise this with them.

  • pierre.faurel
    pierre.faurel

    Usually, the CUSIP code is included in the ISIN code.
    In this case, CUSIP should be 113533480, and the request confirms it exists:

    >>> symb = ek.get_symbology(['113533480'], from_symbol_type='CUSIP', debug=False)
    >>> symb
                       ISIN           RIC    SEDOL
    113533480  XS1135334800  US113533480=  BYM9D14

    Could you detail the way you found 037833AU value ?

  • szevak.nzsdejan
    szevak.nzsdejan

    The CUSIP I was using was from Bloomberg. It is also the default ID Merrill Lynch use in the Global Indices System for their bond indices.

  • szevak.nzsdejan
    szevak.nzsdejan
    @pierre.faurel thanks for the answer. Most of the other 8-letter CUSIPs I put through the system returned a symbology save a few. I would assume that there is a conversion under the hood from 8 to 9-letter CUSIP in eikon as the check digit is implicit from the rest of the identifier. Tha fact that you have found the ISIN corresponding to 037833AU4, it seems as though eikon's CUSIP db is incomplete.

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