Request Overnight Deposits list via Python API

I hava search: Overnight Deposit -> FX & Money. Here i can find ~2.5k of instruments as in included file:

My question is: how to get this list via Python API? I have tried to use screener, but nothing hepled.

Please advice, coz i need to download this list before gettting new data (because list may be changed from day to day). I need descriptions and instuments ID's as in file attached.

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Accepted answers

zoya faberov

Hello @vsoloviev,

Can not identify these instruments using this approach.

If you examine the Universe of Screener tool, it includes companies, deals and Lipper Funds. Overnight deposit rates are not part of the screenable universe.

RSearch will work with Eikon COM, not from Python, which is not straightforward, for some relevant info please refer to this discussion thread.

Depending on your use case, a possible approach may be to define the RIC list outside of python code, and then request data on the RICs from python.

All comments

zoya faberov

Hello @vsoloviev,

Can not identify these instruments using this approach.

If you examine the Universe of Screener tool, it includes companies, deals and Lipper Funds. Overnight deposit rates are not part of the screenable universe.

RSearch will work with Eikon COM, not from Python, which is not straightforward, for some relevant info please refer to this discussion thread.

Depending on your use case, a possible approach may be to define the RIC list outside of python code, and then request data on the RICs from python.

vsoloviev

But that is the problem to find symbols list. Because it may be changed

zoya faberov

Hello @vsoloviev,

I agree, this approach can be pursued today, but is much less then ideal. The instrument list may change and will have to be refreshed, prior to the data request. 2 steps.

vsoloviev

This is sad, because i need to handle two systems: Eikon for data, Something else for RIC's. You already have this data, why just not update Python API? Just add some simple search functionality.

zoya faberov

Hello @vsoloviev,

I have conveyed your feedback on this to Eikon API product team.

Python integration to Eikon via Eikon Data API is, relatively, new, and is still in active growth and improvement stage. The feedback received by us is aggregated, categorized and prioritized, and becomes one of the important factors that drive the API roadmap.

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