Retrieve stock universe of a specific country (e.g all German stocks)

jozuleta

Hi,

is there a way to retrieve the stock universe of a specific country? I can retrieve data for all the DAX stocks ("0#.GDAXI") but, I would like to retrieve Data for all the stocks in Germany (since the 0#.GDAXI does not cover all the German stocks). What would be the corresponding RIC ? And is there also a RIC for the complete (worldwide) Stock universe?

Zhenya Kovalyov

@jozuleta yes, you can construct a screener query and use it in Python:

1. Go to Thomson Reuters tab in Excel and select Screener;
2. Select either Country of Exchange or Country of Incorporation (whichever suits you most) as Germany, Country of Exchange in my example;
3. Click on 'Insert screen' button;
4. Grab the 'Universe' parameter from the inserted formula;
5. Remove any double quotes from inside the screener expression and paste it into the get_data call

exp = 'SCREEN(U(IN(Equity(active,public,primary))), IN(TR.ExchangeCountryCode,DE), CURN=USD)'
df, e = tr.get_data(exp, ['TR.RIC'])
df.head()

jozuleta

thanks @Zhenya Kovalyov