Extracting data from Datastream R API using Sedol

will.psomadelis
will.psomadelis
in Datastream

Hi,

I am using an R API call to extract historic returns from the datastream API from a dataframe of Sedols and Dates.

The API call works perfectly for ISIN's however for this dataset I only have Sedols.

I have noticed that the call only works on numeric Sedols and not alpha numeric Sedols.

I don't have a country code so am unable to append that to the Sedol as I've read on another thread.

Is there a simple way to achieve this ?


Thanks


WP

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Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @will.psomadelis

    Adding "UK" prefixed works.

    ds.get_data(tickers="UKB60QWJ2,UKB60QWJ2,UKBVYVFW2, UKBF0CK44, UKBD3VFM7, UKB8KF9B4,UKBGDT3G2", fields=['P','SECD'],kind=0)

    1660798455253.png

    You can use R to add "UK" prefixed for alphanumeric Sedols.

    You can contact the Refinitiv Datastream Web Service support team directly via MyRefinitiv to verify if there is another way to retrieve data from alphanumeric Sedols.

Answers

  • Jirapongse
    Jirapongse

    @will.psomadelis

    Please check the answer on this thread.

    Adding ‘UK’ before the SEDOL code may help.

    If not, please share the SEDOL codes that you are using.

  • will.psomadelis
    will.psomadelis

    Hi,


    Thanks for the response however the Sedols are from a multitude of countries and with 10k+rows its not feasible to manually enter country codes.

    Examples are

    6850856,0540528,3134865,4824778,5671735 which works

    B60QWJ2,BVYVFW2, BF0CK44, BD3VFM7, B8KF9B4,BGDT3G2 which don't work.

    Thanks

    Will.


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