DataStream API python - Download Russell 3000 constituents

valerio.gemmetto

Hi,

I need to download the constituents of Russell 3000 for a certain month via DataStream. At the moment I am using the mnemonic 'LFRUSSL3' but it does not outputs any values (empty result); I also tried the codes LFRUSS3L, LFRU05L3 etc but they all give the same output (empty). The code I am using (via the DataStream function ds.get_data) works for all the other markets. Is the mnemonic wrong? If so, which one should I use?

Thanks

Jirapongse

@valerio.gemmetto

From the syntax, I assume that you are using PyDSWS. I have tried it and I am able to get the data.

If you get the NA when using the Test REST Service, please directly contact the Refinitiv Datastream Web Service support team via MyRefinitiv to verify the problem.

Jirapongse

@valerio.gemmetto

I have run this command.

df=ds.get_data(tickers="LFRUSSL3",fields =["MNEM"], kind=0)
df

The response is:

You may test the request at Test REST Service. If it returns empty, it could be a permission issue.

You may share the request that you are using.

valerio.gemmetto

Thanks, this is what I get:

and this is indeed what I obtain in python as well (NA values). Could you please tell me how to overcome the issue? I am currently using:

dataTry=ds.get_data('LFRUSSL3 ', 'NAME,SECD,ISIN,X(MV)~U$,X(MVFF)~U$,PCUR,DCUR,GGISN,ESTAT,BDATE')

valerio.gemmetto

Thank you, I have contacted them. Regards, Valerio