RDP query which includes the stock tickers and names for a ALL equities , ADRS and ETFs which trade
In a nutshell, we are looking for an RDP query which includes the stock tickers and names for a ALL equities , ADRS and ETFs which trade in the US, either on an exchange or OTC.
This should include approximately 14,000 securities. It is difficult to see exactly all the US exchanges that are available through OTC but the following categories cover most of them (see below). We have gone through the same process with our other vendor and have been able to easily filter this in one single API query. We need to be able to do the same with RDP - please advise how, without running into the 10,000 limit issue.
Endpoint: https://api.refinitiv.com/discovery/searchlight/v1/
---
Equities - NYSE Exchange Related - about 2300
"View": "EquityQuotes",
"Filter": "ExchangeName eq 'NYSE*' and ExchangeCountry eq 'USA' and AssetType eq 'equity' and AssetState eq 'AC' and IsPrimaryRIC eq true",
Eauities - NASD Exchange Related - about 3700
"View": "EquityQuotes",
"Filter": "ExchangeName eq 'NYSE*' and ExchangeCountry eq 'USA' and AssetType eq 'equity' and AssetState eq 'AC' and IsPrimaryRIC eq true",
Equities - OTC and Grey Markets - about 5400
This should include PNK (Pink Sheets), OTCQX and OTCQB - but its not clear this captures all of them.
"View": "EquityQuotes",
"Filter": "ExchangeCode in ('OBB') and ExchangeCountry eq 'USA' and AssetType eq 'equity' and AssetState eq 'AC' and IsPrimaryRIC eq true",
ETFs - about 2500 between NYSE and NASD
"View": "FundQuotes",
"Filter": "ExchangeCountry eq 'USA' and AssetType eq 'equity' and AssetState eq 'AC' and IsPrimaryRIC eq true",
Best Answer
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Hi @Michael Ronald Cortez.Espinosa
As you indicated above, the Search service defines a limit of 10000 hits per API call.
"We need to be able to do the same with RDP - please advise how, without running into the 10,000 limit issue."
Are you suggesting we provide a single API call that returns more than 10000 hits? As you can imagine, with the Search API, we are limited per API call so I'm not sure how this could be achieved with a single API call. That being said, there are ways to programmatically bucket your requests within an algorithm to pull out more than the limit. I suggest you refer to this notebook example as a guide to what I'm referring to.
From the examples you provided above, you have included some filtering criteria. However, many requests that result in tens of thousands of hits may contain undesirable results. There may be ways to further limit your result set that could yield the hit count to fall under the limit. I suggest you refer to the limit section within the Search article.
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Answers
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Anyone looking into this?0
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@Michael Ronald Cortez.Espinosa,
We can only help with technical questions on these forums - as most moderators don't have in-depth knowledge of data content. Please raise a ticket with Refinitiv Helpdesk at my.refinitiv.com and you will be able to get qualified advise from a content expert.
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