How do extract symbols that fulfil regex criteria in datastream?

kenneth.fung
kenneth.fung
in Datastream

How do extract symbols that fulfil regex criteria in datastream?

For instance, when I type SPXw, I can see a list of options RIC/ Mnemonic in DFO Navigator.

I want this to an output from a python function.

Tagged:

Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @kenneth.fung

    You can DS.SYMBOLLOOKUP with the DataStream.

    ds.get_data(tickers="SPXw", fields=["DS.SYMBOLLOOKUP(Count=50)"],  kind=0)

    The output is:

    image

Answers

  • Jirapongse
    Jirapongse

    To retrieve RICs instead of mnemonics, you need to send another request.

    df1 = ds.get_data(tickers="SPXw", fields=["DS.SYMBOLLOOKUP(Count=50)"],  kind=0)
    ds.get_data(','.join(df1['Instrument']),fields=["RIC"], kind=0)


  • kenneth.fung
    kenneth.fung 
    DS.SYMBOLLOOKUP(Count=50) // I try to set it as 1000, in anticipation of a result of similar size (1000); but it returns only 25 rows
  • kenneth.fung
    kenneth.fung

    Plus, DS.SYMBOLLOOKUP(Count=50) seems to return valid RICS/Mnemonic but not the dead ones.

  • Jirapongse
    Jirapongse

    @kenneth.fung

    Navigator is the tool that DSWS clients are advised to use.

    The symbol lookup was created for quick search, has limited search functionality, and doesn’t cover all content sets.

Categories