get list of RICs in chain 0#GRAINS/CASH

valstar
valstar
in Eikon Data APIs

Hi,

I would like to get a list of all the RICs in the 0#GRAINS/CASH chain.

I tried: 

df, err = ek.get_data('0#GRAINS/CASH', 'TR.CommonName')

or

df, err = ek.get_data('0#.GRAINS/CASH', 'TR.CommonName')

but I got the error: 'Unable to resolve all requested identifiers.'

I noticed this is a chain containing chains so I also tried

df, err = ek.get_data('0#CMAIZE-FR', 'TR.CommonName')

which should yield rics but the same problem occurred.

Exchanges seem to work fine as:

df, err = ek.get_data('0#.ftse', 'TR.CommonName')

works fine.


How can I get a list of all RICs in the GRAINS/CASH chain?


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Best Answer

  • Alex Putkov.1
    Alex Putkov.1
    Answer ✓

    To retrieve chain constituents for any kind of chain, use a real-time field like DSPLY_NAME in get_data method instead of a fundamental & reference data field (aka TR.* field) like TR.CommonName. Try

    ek.get_data('0#GRAINS/CASH', 'DSPLY_NAME')

Answers

  • valstar
    valstar

    Thank you @Alex Putkov. I managed to get the chains of the chain :). I wrote your command into a recursive function that keeps digging down the RIC until it reaches the lowest level (code not starting with 0#). Then I calls some more data and append it to a pandas dataframe.


    import eikon as ek
    import pandas as pd

    df_fin = pd.DataFrame(columns = ['Instrument', 'DSPLY_NAME', 'Instrument Description', 'Asset Category Description'])

    def get_all_children(parent_ric, dsply_name):
        logger.info(f"Call {parent_ric}")
        df, err = ek.get_data(parent_ric, 'DSPLY_NAME')
        for i, row in df.iterrows():
            if str(row['Instrument']) == parent_ric:
                logger.info(f'Skip {parent_ric} because it returned itself.')
                return
            elif str(row['Instrument']).startswith('0#'):
                # the child is a chain
                logger.info(f"Getting children of {str(row['Instrument'])}" )
                get_all_children(str(row['Instrument']), str(row['DSPLY_NAME']))
            else:
                # the child is an instrument
                logger.info(f"{str(row['Instrument'])} is not a chain so append df" )
                df_child, err_child = ek.get_data( 
                    instruments=str(row['Instrument']),
                    fields=[
                        'DSPLY_NAME',
                        'TR.InstrumentDescription',
                        'TR.AssetCategory']
                )
                # append to the global variable df_fin
                global df_fin
                df_fin = df_fin.append(df_child)

    get_all_children('0#GRAINS/CASH', 'commodity')
    df_fin.to_csv('out.csv', index=False)


  • Shadeun
    Shadeun
    Hi, I find that this doesnt seem to work as i hit the limit i believe (400 error). Is there a way to adjust for that (some kind of sleep function?)
  • valstar
    valstar
    Hi Shadeun. i just checked my code and we do it in a bit of a lazy fashion. we just go through them, and when we get an error, we wait 10 seconds and then try again (for max 20 times). give that a shot

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