symbol_conversion wont convert CUSIPS that begin with a letter?
I run the following code which works for ALL CUSIPS except those that begin with a letter
response = symbol_conversion.Definition(
symbols=["G1151C101", "G5494J103", "56585A102", "22822V101"],
from_symbol_type=symbol_conversion.SymbolTypes.CUSIP,
to_symbol_types=[
symbol_conversion.SymbolTypes.RIC,
],
).get_data()
response.data.df
any ideas?
thanks
Jeff
Tagged:
0
Best Answer
-
hI @jgarden
Please try using CinsNumber as the identifierType for international CUSIPs.
symbologylookup_url = 'https://api.refinitiv.com/discovery/symbology/v1/lookup'
request_body={
"from": [
{
"identifierTypes": [
"CinsNumber"
],
"values": [
"G1151C101", "G5494J103"
]
}
],
"to": [
{
"identifierTypes": [
"RIC"
]
}
],
"reference": [
"name",
"status",
"classification"
],
"filter": {
"status": "active"
},
"type": "auto"
}
request_definition = rd.delivery.endpoint_request.Definition(
method = rd.delivery.endpoint_request.RequestMethod.POST,
url = symbologylookup_url,
body_parameters = request_body
)
response = request_definition.get_data()
# Extract the data from the response
mydata = response.data.raw['data']Unfortunately, the higher level symbol_conversion function does not yet support CinsNumber.
1
Answers
-
Found a solution by using the eikon get_symbology method, not ideal but it works
df = ek.get_symbology(symbol=["G1151C101", "G5494J103", "56585A102", "22822V101"], from_symbol_type='CUSIP', to_symbol_type='RIC', best_match=False)
df['best'] = [i[0] for i in df['RICs']]this will create a column in the DF using the first RIC in the list of RICs provided by the get_symbology method.
If there is a solution using the refinintiv data I would still love to see it.
Thanks
Jeff
3 -
Thanks for your response though I found another solution using eikon's get data as well0
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