How do extract symbols that fulfil regex criteria in datastream?

kenneth.fung · November 2020

For instance, when I type SPXw, I can see a list of options RIC/ Mnemonic in DFO Navigator.

I want this to an output from a python function.

Jirapongse · November 2020

You can DS.SYMBOLLOOKUP with the DataStream.

ds.get_data(tickers="SPXw", fields=["DS.SYMBOLLOOKUP(Count=50)"],  kind=0)

The output is:

Jirapongse · November 2020

To retrieve RICs instead of mnemonics, you need to send another request.

df1 = ds.get_data(tickers="SPXw", fields=["DS.SYMBOLLOOKUP(Count=50)"],  kind=0)
ds.get_data(','.join(df1['Instrument']),fields=["RIC"], kind=0)

kenneth.fung · November 2020

DS.SYMBOLLOOKUP(Count=50) // I try to set it as 1000, in anticipation of a result of similar size (1000); but it returns only 25 rows

kenneth.fung · November 2020

Plus, DS.SYMBOLLOOKUP(Count=50) seems to return valid RICS/Mnemonic but not the dead ones.

Jirapongse · December 2020

Navigator is the tool that DSWS clients are advised to use.

The symbol lookup was created for quick search, has limited search functionality, and doesn’t cover all content sets.

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