TR.GICSSector gives NaN values for some stocks

mtinatin
mtinatin
in Eikon Data APIs

Hello

Using this code, many companies that have left the S&P500 index (PGN.N^G12, ACAS.OQ^A17, etc) the TR.GICSSector and TR.GICSIndustryGroup return NaN values. Any way to fix this?

Thanks!

for ric in rics["Instrument"].values:
    df, err = ek.get_data(ric,
                      ['TR.RICCode',
                      'TR.CompanyName',
                      'TR.GICSSector', 
                      'TR.GICSIndustryGroup'])
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Best Answer

  • Alex Putkov.1
    Alex Putkov.1
    Answer ✓

    The best resource for content search and explanation questions such as this one is Thomson Reuters Helpdesk, which you can reach by either calling the Helpdesk number in your country or by using Contact Us capability in your Eikon application.
    I opened service case 06676896 on your behalf with the Helpdesk. You will be contacted by Thomson Reuters Customer Support representative, who will take the ownership of this service case.

Answers

  • Nipat Kunvutipongsak
    Nipat Kunvutipongsak

    Here this is the resolution from the case:

    GICs codes for the delisted companies are no longer be mapped.

    Hence, TR.GICSSector', and 'TR.GICSIndustryGroup will not be available in Eikon or Excel because the RIC is no longer trading.

    As an alternative, you may want to check Thomson Reuters Business Classification (TRBC) which is also available in Eikon. This provides the economic sector, business sector, industry group, industry and activity/sub-industry details for these RICs.

    You may use the below:

    • TR.TRBCEconomic sector
    • TR.TRBCBusiness sector
    • TR.TRBCIndustry group
    • TR.TRBCIndustry
    • TR.TRBCActivity
  • Nipat Kunvutipongsak
    Nipat Kunvutipongsak

    For delisted RICs, the GICs code will be available in history.

    RIC GICS Begin date End date
    PGN.N^G12 55101010 24-May-2002 3-May-2018
    ACAS.OQ^A17 40203010 1-May-2003 6-Jan-2017

    Please be advised that GICs is at org level, and in org level there are many instrument trading under different exchanges. For example, if the USA RICs is delisted, there is an active instrument in UK that is still trading in org level, so GICs are still retained unless and until the UK RIC is delisted. Please see the end date indicated in the GICs details provided above.

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