symbol_conversion wont convert CUSIPS that begin with a letter?

I run the following code which works for ALL CUSIPS except those that begin with a letter


response = symbol_conversion.Definition(
symbols=["G1151C101", "G5494J103", "56585A102", "22822V101"],
from_symbol_type=symbol_conversion.SymbolTypes.CUSIP,
to_symbol_types=[
symbol_conversion.SymbolTypes.RIC,
],
).get_data()

response.data.df

any ideas?


thanks

Jeff

Tagged:

Best Answer

  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    hI @jgarden

    Please try using CinsNumber as the identifierType for international CUSIPs.

    symbologylookup_url = 'https://api.refinitiv.com/discovery/symbology/v1/lookup';


    request_body={
      "from": [
        {
          "identifierTypes": [
            "CinsNumber"
          ],
          "values": [
            "G1151C101", "G5494J103"
          ]
        }
      ],
      "to": [
        {
          "identifierTypes": [
            "RIC"
          ]
        }
      ],
      "reference": [
        "name",
        "status",
        "classification"
      ],
      "filter": {
        "status": "active"
      },
      "type": "auto"
    }


    request_definition = rd.delivery.endpoint_request.Definition(
        method = rd.delivery.endpoint_request.RequestMethod.POST,
        url = symbologylookup_url,
        body_parameters = request_body
    )
    response = request_definition.get_data()
    # Extract the data from the response
    mydata = response.data.raw['data']

    Unfortunately, the higher level symbol_conversion function does not yet support CinsNumber.


Answers

  • jgarden
    jgarden Explorer

    Found a solution by using the eikon get_symbology method, not ideal but it works


    df = ek.get_symbology(symbol=["G1151C101", "G5494J103", "56585A102", "22822V101"], from_symbol_type='CUSIP', to_symbol_type='RIC', best_match=False)

    df['best'] = [i[0] for i in df['RICs']]

    this will create a column in the DF using the first RIC in the list of RICs provided by the get_symbology method.


    If there is a solution using the refinintiv data I would still love to see it.


    Thanks

    Jeff

  • jgarden
    jgarden Explorer
    https://community.developers.refinitiv.com/discussion/comment/95011#Comment_95011
    Thanks for your response though I found another solution using eikon's get data as well

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