Chains on multiple stock indexes

Robinrob

Hello all

I am reaching out to try to solve an API problem, i am trying to retrieve a unique list of RIC/CUSIPS for multiple indexes using Chains. However i am getting different errors for different methods, could you help me with understanding of the feasibility of retrieving data through such methods? 

import lseg.data as ld
import pandas as pd
from lseg.data.discovery import Chain
import datetime
from IPython.display import display, clear_output
from lseg.data.content import symbol_conversion

try:
ld.open_session()
print("Session opened successfully.")
except Exception as e:
print(f"Error opening session: {e}")
exit(1) # Exit if the session cannot be established

Retrieve data for each index

NASDAQ=Chain("0#.IXIC")
SP500=Chain("0#.SPX")

NYSE = ld.get_data(NYSE, fields=['TR.REVENUE']) # NYSE
NASDAQ = ld.get_data(NASDAQ, fields=['TR.REVENUE']) # NASDAQ
SP500 = ld.get_data(SP500, fields=['TR.REVENUE']) # S&P 500
DOWJONES = ld.get_data(DOWJONES, fields=['TR.REVENUE']) # Dow Jones

csv_file_path=r"xxxx"

Combine all data into a single DataFrame

rics_df = pd.concat([NYSE, NASDAQ, SP500, DOWJONES], ignore_index=True)

Remove duplicates

rics_df.drop_duplicates(subset=['CUSIP'], inplace=True)

Convert to list

rics = rics_df['CUSIP'].tolist()

Extract the first two and last two RICs

first_two = rics[:2]
last_two = rics[-2:]

Print the number of items and the first and last two RICs

print(f"Number of items in the rics list: {len(rics)}")
print(f"First two items: {first_two}")
print(f"Last two items: {last_two}")

#Save the complete DataFrame as a CSV file at the end
rics_df.to_csv(csv_file_path, index=False)

print(f"Final data saved successfully to {csv_file_path}")

2nd try :

import pandas as pd
import lseg.data as ld
from lseg.data.discovery import Chain

Set the output CSV file pathInitialize chains

NYSE = Chain("0#.NYA")
NASDAQ = Chain("0#.IXIC")
SP500 = Chain("0#.SPX")
DOWJONES = Chain("0#.DJA")

Function to fetch chain constituents

def fetch_chain_constituents(chain):
# If the Chain object is iterable
constituents = []
for item in chain: # Assuming Chain is iterable
constituents.append(item)
return constituents

Fetch chain constituents

nyse_constituents = fetch_chain_constituents(NYSE)
nasdaq_constituents = fetch_chain_constituents(NASDAQ)
sp500_constituents = fetch_chain_constituents(SP500)
dowjones_constituents = fetch_chain_constituents(DOWJONES)

Combine all constituent symbols into a single list

all_constituents = (
nyse_constituents +
nasdaq_constituents +
sp500_constituents +
dowjones_constituents
)

Create a DataFrame from the constituents

stocks_df = pd.DataFrame(all_constituents, columns=["Symbol"])

Save to CSV

stocks_df.to_csv

print(f"Stocks data saved successfully to {csv_file_path}")

3rd try:

Define the chains

NYSE = Chain("0#.NYA")
NASDAQ = Chain("0#.IXIC")
SP500 = Chain("0#.SPX")
DOWJONES = Chain("0#.DJA")

Fetch data from chains (example assumes Chain is iterable)

def fetch_chain_constituents(chain):
constituents = [item for item in chain] # If Chain is iterable
return constituents

try:
nyse_constituents = fetch_chain_constituents(NYSE)
nasdaq_constituents = fetch_chain_constituents(NASDAQ)
sp500_constituents = fetch_chain_constituents(SP500)
dowjones_constituents = fetch_chain_constituents(DOWJONES)

all_constituents = (

    nyse_constituents +

    nasdaq_constituents +

    sp500_constituents +

    dowjones_constituents

)


# Convert to DataFrame and save

stocks_df = pd.DataFrame(all_constituents, columns=["Symbol"])

csv_file_path = r"C:\Users\r_cas\OneDrive\Ambiente de Trabalho\green\thesis\data_and_code\stocks_data.csv"

stocks_df.to_csv(csv_file_path, index=False)

print(f"Stocks data saved to {csv_file_path}")

except Exception as e:
print(f"Error fetching data: {e}")

Close the session when done

ld.close_session()

Robinrob

Certain indexes, such as Nasdaq, is returning me an error of "No values to unpack" is there any way around to get Nasdaq stocks?.

See the code:

NYSE = Chain("0#.NYA")
NASDAQ = Chain("0#.IXIC")
SP500 = Chain("0#.SPX")
DOWJONES = Chain("0#.DJA")

def fetch_chain_constituents(chain):
# If the Chain object is iterable
constituents = []
for item in chain.constituents: # Assuming Chain is iterableconstituents.append(item)return constituents

nyse_constituents = fetch_chain_constituents(NYSE)
nasdaq_constituents = fetch_chain_constituents(NASDAQ)
sp500_constituents = fetch_chain_constituents(SP500)
dowjones_constituents = fetch_chain_constituents(DOWJONES)

all_constituents = (….

)

stocks_df=pd.DataFrame(all_constituents, columns=["Symbol"])
stocks_df

Jirapongse

@Robinrob

The code should be pasted in Code Block for readability.

A list of RICs can be retrieved from the constituents property of the Chain object so the code in the fetch_chain_constituents method should look like this:

def fetch_chain_constituents(chain):
    # If the Chain object is iterable
    constituents = []
    for item in chain.constituents: # Assuming Chain is iterable       
        constituents.append(item)    
    return constituents

If you have any further questions, please share the code and errors.

Jirapongse

https://community.developers.refinitiv.com/discussion/comment/123254#Comment_123254

Is the issue only happen to 0#.IXIC? It should be a permission issue. Please contact your local LSEG account team to verify the account's permission.