NACE code for Loans

Giacomo_C

Hi,

I am trying to replicate in the codebook a Screener search for all the Loans in EU27+US in 2024 and retrieve the NACE code of the borrower to then aggregate the loan amount at that level.

There should be some mistake in my formula, as I fail to retrieve any populated value for the fields 'Use of proceeds' and 'Total facility amount'.

I built the formula starting from the Excel formula downloaded from the Screener App.

Here is the code:

rd.open_session()

criteria = "SCREEN(U(IN(DEALS)/UNV:DEALSLOAN/), BETWEEN(TR.NIIssueDate,20240101,20241231)/dt:Date/, IN(TR.NIIssuerDomicileNation,""US"",""BG"",""HR"",""CZ"",""EE"",""HU"",""LV"",""LT"",""PL"",""RO"",""SK"",""SI"",""AT"",""BE"",""CY"",""DK"",""FI"",""FR"",""DE"",""GR"",""IE"",""IT"",""LU"",""MT"",""NL"",""PT"",""ES"",""SE""), CURN=EUR)"

display = ["TR.NIIssuerPermID","TR.LNDealFacilityId","TR.LNUseOfProceeds(Concat='|')", "TR.LNTotalFacilityAmount(Scale=6)","TR.LNTrancheType","TR.LNTotalFacilityAmount","TR.LNTrancheAmount","TR.NACEClassification"]

df = rd.get_data(criteria, display)
print(df.head())

#this part is to retrieve the Nace code of borrowers starting from the PermIDs
ids = df["Issuer/Borrower PermID"]
new_ids = [f'{x}' for x in ids]
new_ids_clean = [x for x in new_ids if x != '<NA>' and x != ""]

df_detail = rd.get_data(new_ids_clean, ['TR.CommonName','TR.CompanyMarketCap(Scale=6)','TR.ExchangeName','TR.TRBCBusinessSector',"TR.NACEClassification"])
df_detail.head()

Jirapongse

@Giacomo_C

Thank you for reaching out to us.

You may need to contact the helpdesk team via MyAccount to verify the screener formula.

I found that the TR.NIIssueDate and TR.NIIssuerDomicileNation fields are in the Deals Equity asset class while the TR.LNUseOfProceeds and TR.LNTotalFacilityAmount fields are in the Deals Loans asset class.

I am not sure if they can be mixed. Please contact the helpdesk team to confirm this kind of usage.

Giacomo_C

https://community.developers.refinitiv.com/discussion/comment/124005#Comment_124005

Thank you Jirapongse.

Actually the helpdesk pointed me to the community, so I don't know whether opening a new ticket may be of any help.

To give you more context, the "criteria" field has been copied from the Screener Excel formula. The issue is that I am not able to retrieve any information for the fields in the "display" list at the moment.

Thanks

Jirapongse

https://community.developers.refinitiv.com/discussion/comment/124007#Comment_124007

@Giacomo_C

Can you test that screener formula on the Excel?

I need to check if the Excel can retreive data with that formula.