Python code for 3K ISIN

UdayP_K45

What I want is to download the data for 3K ISINs. That can be done using Python.if I use python I don't get auto-imputed data.

Below is the Python code client is refering

import refinitiv.data as rdfrom tqdm import tqdmfor isin in tqdm(isins):try:response = rd.get_history(universe=[isin.strip()],fields=["TR.DividendYield","TR.F.ComStockBuybackNet","TR.NumberofSharesOutstandingActual","TR.NetDebtToEBITDA","TR.FreeCashFlow","TR.SharesOutstanding","TR.F.PriceToCFPerShr","TR.PCReturnOnInvestedCapPct","TR.WACC","TR.CompanyMarketCap","AVAIL(TR.F.IntrCovRatioTTM(AlignType=PeriodEndDate),TR.F.IntrCovRatio(AlignType=PeriodEndDate, Period=FY0))","AVAIL(TR.DPSMean( AlignType=PeriodEndDate, Methodology=InterimSum, Period=NTM),TR.DPSMean(AlignType=PeriodEndDate, Methodology=WeightedAnnual, Period=NTM))","TR.F.DPSComGrossIssue5YrCAGR(AlignType=PeriodEndDate, InstrumentType=Primary)","AVAIL(TR.F.EVToLeveredFOCFTTM(AlignType=PeriodEndDate),TR.F.EVToLeveredFOCF(AlignType=PeriodEndDate, Period=FY0))","AVAIL(TR.F.FOCFYldPctTTM(AlignType=PeriodEndDate),TR.F.FOCFYldPct(AlignType=PeriodEndDate, Period=FY0))","TR.FreeFloatPct","TR.Volume",],start="2015-05-29",end="2025-06-03",interval = "monthly")response.to_csv(f"historic_data/historic_refinitv_data_{isin}.csv")except Exception as ex:print(ex)with open("historic_data/errores.csv", "a") as file:file.write(f"{isin}\n")

Gurpreet

@UdayP_K45

Please see the Data Limits guideline document on the dev portal, and implement the recommendations.

You can also see the example usage of get_history API call in the code samples. The fields being used are for get_data and not available for historical data.

Uday_PK

@Gurpreet Client has follow up

I believe there seems to be a misunderstanding. We aim to obtain 10 years of 19 characteristics from 3,000 companies (some of which we know support historical series and some do not):

 

• Supports historical series:
  • "TR.DividendYield"
  • "TR.F.ComStockBuybackNet"
  • "TR.NumberofSharesOutstandingActual"
  • "TR.NetDebtToEBITDA"
  • "TR.FreeCashFlow"
  • "TR.SharesOutstanding"
  • "TR.F.PriceToCFPerShr"
  • "TR.PCReturnOnInvestedCapPct"
  • "TR.WACC"
  • "TR.CompanyMarketCap"
  • "AVAIL(TR.F.IntrCovRatioTTM(AlignType=PeriodEndDate),TR.F.IntrCovRatio(AlignType=PeriodEndDate, Period=FY0))"
  • "AVAIL(TR.DPSMean(AlignType=PeriodEndDate, Methodology=InterimSum, Period=NTM),TR.DPSMean(AlignType=PeriodEndDate, Methodology=WeightedAnnual, Period=NTM))"
  • "TR.F.DPSComGrossIssue5YrCAGR(AlignType=PeriodEndDate, InstrumentType=Primary)"
  • "AVAIL(TR.F.EVToLeveredFOCFTTM(AlignType=PeriodEndDate),TR.F.EVToLeveredFOCF(AlignType=PeriodEndDate, Period=FY0))"
  • "AVAIL(TR.F.FOCFYldPctTTM(AlignType=PeriodEndDate),TR.F.FOCFYldPct(AlignType=PeriodEndDate, Period=FY0))"
  • "TR.FreeFloatPct"
  • "TR.Volume"
• Does not support historical series:
  • "TR.HQCountryCode"
  • "TR.GICSSector"

 

We have two methods to mass obtain this data:

Using Excel:

=@RDP .Data($B$7:$B$40;D$1:V$1;"Sdate=#1 EDate=#2 Frq=CM Curn:USD RH:Calcdate Null=BLANK CH:FD,IN";C2;$B$4;$B$5)

 

Using Python:

import refinitiv.data as rd from tqdm import tqdm   for isin in tqdm(isins):     try:         response = rd.get_history(             universe=[isin.strip()],             fields=[                 "TR.DividendYield",                 "TR.F.ComStockBuybackNet",                 "TR.NumberofSharesOutstandingActual",                 "TR.NetDebtToEBITDA",                 "TR.FreeCashFlow",                 "TR.SharesOutstanding",                 "TR.F.PriceToCFPerShr",                 "TR.PCReturnOnInvestedCapPct",                 "TR.WACC",                 "TR.CompanyMarketCap",                 "AVAIL(TR.F.IntrCovRatioTTM(AlignType=PeriodEndDate),TR.F.IntrCovRatio(AlignType=PeriodEndDate, Period=FY0))",                 "AVAIL(TR.DPSMean( AlignType=PeriodEndDate, Methodology=InterimSum, Period=NTM),TR.DPSMean(AlignType=PeriodEndDate, Methodology=WeightedAnnual, Period=NTM))",                 "TR.F.DPSComGrossIssue5YrCAGR(AlignType=PeriodEndDate, InstrumentType=Primary)",                 "AVAIL(TR.F.EVToLeveredFOCFTTM(AlignType=PeriodEndDate),TR.F.EVToLeveredFOCF(AlignType=PeriodEndDate, Period=FY0))",                 "AVAIL(TR.F.FOCFYldPctTTM(AlignType=PeriodEndDate),TR.F.FOCFYldPct(AlignType=PeriodEndDate, Period=FY0))",                 "TR.FreeFloatPct",                 "TR.Volume",             ],             start="2015-05-29",             end="2025-06-03",             interval="monthly"         )         response.to_csv(f"historic_data/historic_refinitv_data_{isin}.csv")     except Exception as ex:         print(ex)         with open("historic_data/errores.csv", "a") as file:             file.write(f"{isin}\n")

Client

• A way to download the data using Python with auto-imputing of the data as done in Excel.

Jirapongse

@Uday_PK

What does the client mean by "auto-imputing of the data"?

Python doesn't support the RH, Null, and CH parameter used in Excel.

RH:Calcdate Null=BLANK CH:FD,IN

The library returns a pandas dataframe. Typically, the client can use the dataframe's functions to manipulate the dataframe.