Identical price data on different exchanges using datastream web service api in python
Hi everyone,
I observed a strange behavior using the datastream web service (dsws) API in python. The appending QuestionDatastreamWebServices.PNG picture shows the output of the following request:
import DatastreamDSWS as dsws
ds = dsws.Datastream(username='<username>', password='<password>')
ds.get_data(tickers="<SPRGn.F^D20>,<SPRGn.H^B21>", fields=['P','VO'],kind=1,start="2021-01-01",end="2021-03-01")
As you can see, I request the price and volume data of the company "SPRINGER VERLAG" between 01.01.2021 and 01.03.2021, but for two different exchanges (Frankfurt and Hamburg). However, the price and volume observations are identical. I also computed the average for both variables over the whole observation period, which is also the same.
I am sure that this has to be a mistake in the database. Or do I misunderstand anything here?
Thank you in advance for your help!
Best Answer
-
From my checking, the <SPRGn.F^D20> and <SPRGn.H^B21> RICs refer to the same Datastream mnemonic (D:SPR).
ds.get_data(tickers="<SPRGn.F^D20>,<SPRGn.H^B21>", fields=['MNEM'],kind=0)
You can access the Datastream Navigator website to search for "AXEL SPRINGER".
0
Categories
- All Categories
- 6 AHS
- 39 Alpha
- 161 App Studio
- 4 Block Chain
- 4 Bot Platform
- 16 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 370 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 60 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛