Extracting all historical companies listed on the ASX using the Python API?
I've been using Eikon to extract the historical All Ordinaries Index from the ASX at various points in time (e.g. 10 years ago). However, I need a more complete list of companies as some are missing. Does anyone know if it is possible to get a complete list at various points in time of all the companies listed on the ASX?
Best Answer
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It looks similar to this question.
From TR function, you can convert it to Eikon Data API, as shown below.
data = ek.get_data(".ATOI",
["TR.IndexConstituentRIC",";TR.IndexConstituentName"],
{'SDate':'2016-10-01',
'CH':'Fd',
'RH': 'IN'})
dataThe output is:
0
Answers
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Apologies I accidentally added '100' to the question title when I meant how to find the complete list of all companies on the ASX (not just the 100 or 500)
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I don't believe there's any way to retrieve a complete exchange listing as of a historical date using Eikon. To confirm this you may want to reach out to Thomson Reuters Helpdesk by either calling the Helpdesk number in your country or by using Contact Us capability in Eikon application. When contacting the Helpdesk ask if there's any way to retrieve complete exchange listing as of a historical date into Excel. If the Helpdesk can provide an Excel worksheet function that returns the desired result, it should be possible to replicate it using the API.
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