how to screen equities using various criteria

Joe Schmoe

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!

Jirapongse

@Joe Schmoe

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

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:

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

raksina.samasiri

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

https://community.developers.refinitiv.com/discussion/comment/103613#Comment_103613

raksina.samasiri

Mar 27, 2023

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.

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)