I am looking for the way to use Eikon Data Python API to retrieve the complete list of RICs of a given exchange.
Here's an example retrieving the full listing on Australian Securities Exchange. The screener returns the max of 5K rows. If the listing exceeds 5K, then additional criteria need to be used to narrow the search and break the result. E.g. you can retrieve all stocks listed on an exchange with the market cap more than X, then with the market cap between X and Y and then with the market cap less than Y.
ek.get_data('SCREEN(U(IN(Equity(active,public,primary))/*UNV:Public*/), IN(TR.ExchangeMarketIdCode,"XASX"))','TR.CommonName')
Thanks a lot for the formula. Can you please also explain how did you populate "XASX" for Australian Securities Exchange? How about other exchanges like Mexican Stock Exchange, Chile Stock Exchange?
I try to get all RICs of HongKong Exchange(XHKG), but 0005.HK is not in the returned list, anything wrong?