how to screen equities using various criteria

Joe Schmoe
Joe Schmoe Newcomer
in Eikon Data APIs

Hi,

using Eikon and Python, I would like to give as input the following criteria:

- country of asset's domicile

- average maket capitalisation over the last 20 days

and have Eikon return a list of asset identifiers (preferably ISINs)

So far, I have:

df = ek.get_data("SCREEN(U(IN(Equity(active,public,primary))/*UNV:Public*/), IN(TR.RegCountryCode,""US""))",['TR.CommonName','TR.ISIN'])

but this doesn't cover the market cap part and I'm not sure it's the right domicle filter.

Thanks!

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @Joe Schmoe

    The Screener app in Eikon Desktop can generate a formula that can be used in Eikon Data API.

    1679905821629.png

    Moreover, we can use it to list all available fields which can be used as filters.

    For example, the code could look like this:

    df = ek.get_data("SCREEN(U(IN(Equity(active,public,primary))), IN(TR.RegCountryCode,""US""), avg(TR.CompanyMarketCapitalization(SDate=0D,EDate=0D-20D,Scale=9))>=1)",['TR.CommonName','TR.ISIN'])
    df[0]

    The output is:

    1679905923302.png

    However, you need to contact the Eikon support team directly via MyRefinitiv to verify the fields and expressions that are used in the code.

Answers

  • raksina.samasiri
    raksina.samasiri admin

    Hi @Joe Schmoe ,

    Have you had a chance to check this article Find Your Right Companies with SCREENER | Eikon Data APIs(Python)?

    However, your question is about the
    Screener app in Eikon Desktop rather than about Eikon Data APIs usage and the
    moderators on this forum do not have deep expertise in every type of content
    available through Refinitiv products. Such expertise is available through
    Refinitiv Helpdesk.

    Hence, the best approach is to reach out
    to Eikon support directly, by submitting the question via MyRefinitiv rather than posting on dev forums.

    Hope this helps and please let me know in case you have any further questions.

  • Joe Schmoe
    Joe Schmoe Newcomer
    https://community.developers.refinitiv.com/discussion/comment/103613#Comment_103613

    Hi Raksina,

    My question very definitely is not about the screener app in Eikon Desktop. It is about accessing the data I require via the Eikon API (with Python).

    Could you or your colleagues therefore kindly revisit my question and answer it in that light?

    Using the EIkon API and Python, how can I give as input the following criteria:

    - country of asset's domicile

    - average maket capitalisation over the last 20 days

    and have Eikon return a list of asset identifiers (preferably ISINs)

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