Why CF_CURR does not return currency when asking same instrument via different types of identifier?

mzeman

When I ask for CF_CURR via TICKER and ISIN, I get USD for ticker but NaN for ISIN.

identifiers = ['US03076C1062', 'AMP']

data, error = ek.get_data(identifiers, fields=['CF_CURR'])

Output:

Instrument CF_CURR

0 US03076C1062 None

1 AMP USD

Is this desired behaviour that I have to first convert all identifiers to RIC (even other data can be obtained via ISIN)?

Jirapongse

@mzeman

From my testing, it works with other fundamental fields, such as TR.CurrEnterpriseValueEV.

I assume that it doesn't work with CF_CURR because CF_CURR is in the Real-Time category.

Typically, we use RICs to subscribe to real-time data. If you check the raw output, you will see that it returns 'The record could not be found' for the instrument 'US03076C1062'.

{'columnHeadersCount': 1,
 'data': [['US03076C1062', 28429632678.7, None],
  ['AMP', 28429632678.7, 'USD']],
 'error': [{'code': 251658243,
   'col': 2,
   'message': "'The record could not be found' for the instrument 'US03076C1062'",
   'row': 0}],
 'headerOrientation': 'horizontal',
 'headers': [[{'displayName': 'Instrument'},
   {'displayName': 'Current EV', 'field': 'TR.CURRENTERPRISEVALUEEV'},
   {'displayName': 'CF_CURR', 'field': 'CF_CURR'}]],
 'rowHeadersCount': 1,
 'totalColumnsCount': 3,
 'totalRowsCount': 3}

Gurpreet

Hi @mzeman,

RIC is the only acceptable identifier for use with Eikon API. If you inspect error object, it contains this message:

[{'code': 251658243, 'col': 1, 'message': "'The record could not be found' for the instrument 'US03076C1062'", 'row': 0}]

pimchaya.wongrukun01

Hello @mzeman

You can use get_symbology(..) function which returns a list of instrument names converted into another instrument code e.g. ISIN is converted to RIC as an example below:

aRIC = ek.get_symbology(["US03076C1062"], from_symbol_type="ISIN", to_symbol_type="RIC")
aRIC

mzeman

That's not true. The answer from jirapongse.phuriphanvichai explains this problem and also provides an example that RIC is not only an acceptable identifier.

mzeman

Thanks. I know this solution. I have already used it. However, it doesn't explain this problem. But jirapongse.phuriphanvichai explains it well.