Joiners and Leavers for STOCK EXCHANGE (not MAIN INDEX)

AdrienA

Hi,

I'm interested in retrieving historical joiners and leavers for stock exchanges. I've gone through a number of Q&As and am aware that there is functionality to obtain historical joiners and leavers for the main stock INDICES, but I wanted to know if the same exists for stock EXCHANGES.

For example, the code below (adapted from the screener tutorial (Tutorial #9) on github) returns several results for French companies, including the Name, Code, Ticker, and Market Identifier Code of the respective exchange that each company belongs to.

screen_p1 = "U(IN(Equity(active,public,primary))/UNV:Public/), "
screen_p2 = "IN(TR.HQCountryCode,'FR'), "
screen_p3 = "IN(TR.TRBCBusinessSectorCode,'5020')"
screen = screen_p1 + screen_p2 + screen_p3

screener = ld.get_data(
universe=ld.discovery.Screener(screen),
fields=['TR.CommonName','TR.ExchangeName','TR.ExchangeCode','TR.ExchangeTicker',
'TR.ExchangeMarketIdCode','TR.PriceMainIndexRIC','TR.TRBCBusinessSector'])

As you can see from the results, for several companies (e.g. ALVER.PA) they belong to the 'Main Index' of this exchange (in this case, the CAC40, i.e. Main Index RIC: .FCHI). However, I'm interested in understanding when these specific companies joined or left the Paris Stock Exchange. So, my questions are:

1. Using the Python API and LDL, is there a way to obtain the historical joiners and leavers of a specific stock EXCHANGE, using the tickers/codes returned above (or maybe other tickers/codes that I'm not aware of?)
2. If there is not such a way, would you by any chance know:
   1. the fields (via the Python API) that would help me identify when the firm (or instrument, at least) began trading on the exchange (also the IPO date, where applicable)?
   2. the field that displays when the firm (or instrument, at least) ceased trading (I know the instrument name sometimes includes text like 'DEAD' or 'DELIST', but I was hoping that there might be a specific TR.XYZ field to look this up more cleanly than relying on 'text' descriptions).
3. The code above returns some apparent inconsistencies between exchange tickers and codes—could you help me understand what is the reason for it? For example, the following instruments (ALVER.PA; ALAGP.PA; WAGA.PA; ALHAF.PA) all belong to the Paris Stock Exchange (based on the 'Exchange Name' field), but then 3 of these 4 instruments (ALVER.PA; ALAGP.PA; ALHAF.PA) have the same value for the 'Exchange Market Identifier Code' (ALXP) while 1 instrument (WAGA.PA) has a different value for the 'Exchange Market Identifier Code' (XPAR).

In case further context is useful: I'm doing research not only on the largest companies in a stock exchange (which tend to be included in the 'Main Index'). This is why I'm so interested in all companies on a stock exchange and not just the largest companies on that exchange. Second remark: I have many stock exchanges to look at, so doing the above manually isn't an option for me.

A big thank you in advance for your help!

Jirapongse

@AdrienA

Thank you for reaching out to us.

We provide RICs for indices so we can use this method to get joiners and leavers.

However, as far as I know, we don't have RICs for exchanges so you can use the Screener or Search API to search for required instruments.

I found the TR.IPODate, TR.FirstTradeDate, and TR.RetireDate fields. You can use the Data Item Browser to search for available fields.

screen_p1 = "U(IN(Equity(active,public,primary))), "
screen_p2 = "IN(TR.HQCountryCode,'FR'), "
screen_p3 = "IN(TR.TRBCBusinessSectorCode,'5020')"
screen = screen_p1 + screen_p2 + screen_p3

screener = ld.get_data(
    universe=ld.discovery.Screener(screen),
    fields=['TR.CommonName','TR.ExchangeName','TR.ExchangeCode','TR.ExchangeTicker',
    'TR.ExchangeMarketIdCode','TR.PriceMainIndexRIC','TR.TRBCBusinessSector','TR.IPODate','TR.FirstTradeDate','TR.RetireDate'])
screener

These questions pertain more to content availability than to coding. I recommend contacting the Helpdesk team directly via LSEG Support to inquire about how to retrieve the required data using either the Screener or the Search API through Workspace Excel. If Workspace Excel can successfully retrieve the data, it's highly likely that the same data is also accessible via the API.

Please include the URL of this discussion in your raised question to prevent it from being redirected back to this Q&A forum.

AdrienA

https://community.developers.refinitiv.com/discussion/comment/127642#Comment_127642

Thank you very much @Jirapa_Singnoi for your help; I'll contact the Helpdesk team as you suggest.