Warrant data on ISIN via Eikon Data API

Almir Purisic

Dear all,

I'm too much of a noob when it comes to Python so I would need your help in the following client query. Client is trying to use ISIN for Warrants traded at Frankfurt Stock Exchange like (DE000PF2SQR3 or DE000UH5CN61) to extract CF_BID, CF_ASK etc without needing to pick out RICs everytime. My "code" to first extract RICs and then the data items looks like this:

DATA = ek.get_data(['DE000PF2SQR3', 'DE000UH5CN61'],

['TR.RIC'])

df, err = ek.get_data([DATA],

['CF_NAME','CF_BID', 'CF_ASK', 'BIDSIZE', 'ASKSIZE', 'CF_EXCHNG'])

display(df)

Unfortunately it seems to not use the RICs as DATA and therefore doesnt return any values. Your help in correcting my code would be highly appreciated

Kind regards,

Almir

raksina.samasiri

Hi @Almir Purisic ,

as ek.get_data function returns the output dataframe and error message, so it's recommended to be used like the below. Plus, it has to be converted to a Python list before being passed into ek.get_data as a list of instruments. Please see an example code below and let me know if you have any questions

# retrieve RIC from ISIN
DATA, err = ek.get_data(['DE000PF2SQR3', 'DE000UH5CN61'], ['TR.RIC'])

# convert RICs to list to be used
ric_lists = DATA['RIC'].to_list()

# get data
df, err = ek.get_data(ric_lists,
                      ['CF_NAME','CF_BID', 'CF_ASK', 'BIDSIZE', 'ASKSIZE', 'CF_EXCHNG'])
display(df)

However, I'm not sure why some of the data is <NA>, you can check the content with support team via MyRefinitiv so the content specialist can help assist you on this.