get_data with ISIN as identidier

I am using Eikon with python on a Windows machine. (First day using codebook)

I would like to receive for example CF_ASK and ASKSIZE for Google on the Exchange Tradegate. With "ABEA.TG" as the identifier it is working properly. But I would like to use the get_date function with an ISIN as identifier.

import eikon as ek
ek.set_app_key('my_key_here')
df, err = ek.get_data(['GOOG.O', 'ABEA.TG', 'US02079K3059', 'US02079K3059.TB'], ['CF_ASK', 'ASKSIZE'])
df

The ISINS are just showing <NA>.

How can I use an ISIN as identifiere here?

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Accepted answers

umer.nalla

Hi @Bjorn8

It may be worth speaking to your sales contact again. It could well be that they showed you the RD Library inside Codebook - rather than the Eikon Data API?

When you run Codebook and refer to the Examples -> 01. Data Retrieval->01.01 Refinitiv Data Library folder where you can find Content Symbology example.

For example, you could do something like:

response = symbol_conversion.Definition(
    symbols=["US02079K3059","LU0100938306"],
    from_symbol_type=symbol_conversion.SymbolTypes.ISIN,
    to_symbol_types=[
        symbol_conversion.SymbolTypes.RIC
    ],
).get_data()


rics = response.data.df['RIC'].tolist()
df = rd.get_data(rics, ['CF_ASK', 'ASKSIZE'])

Which is taking a couple of ISINs, and converting them to RICs before calling get_data()

All comments

Gurpreet

Hi @Bjorn8,

You can print the error object to see the message returned from the server.

[{'code': 251658243,
  'col': 1,
  'message': "'The record could not be found' for the instrument 'US02079K3059'",
  'row': 2},
 {'code': 251658243,
  'col': 2,
  'message': "'The record could not be found' for the instrument 'US02079K3059'",
  'row': 2},
 {'code': 251658243,
  'col': 1,
  'message': "'The record could not be found' for the instrument 'US02079K3059.TB'",
  'row': 3},
 {'code': 251658243,
  'col': 2,
  'message': "'The record could not be found' for the instrument 'US02079K3059.TB'",
  'row': 3}]

It seems only RIC's are supported for getting the real time data fields. You can try the following query and use the non-real time fields:

df, err = ek.get_data(['GOOG.O', 'ABEA.TG', 'US02079K3059'], ['TR.ASKPRICE', 'TR.PriceClose'])

The last ISIN code seems to be invalid.

Bjorn8

Thanks for your answer. But it has to be possible. The „sales“ team showed me that it is possible with an ISIN before I signed the contract. But now they are just referring to the QA Section here.

jonathan.legrand

Hi @Bjorn8,

you can programmatically find the RICs you are after using the symbology converter in Python, then continue using the code you already have. Does that answer your question?

umer.nalla

Hi @Bjorn8

It may be worth speaking to your sales contact again. It could well be that they showed you the RD Library inside Codebook - rather than the Eikon Data API?

When you run Codebook and refer to the Examples -> 01. Data Retrieval->01.01 Refinitiv Data Library folder where you can find Content Symbology example.

For example, you could do something like:

response = symbol_conversion.Definition(
    symbols=["US02079K3059","LU0100938306"],
    from_symbol_type=symbol_conversion.SymbolTypes.ISIN,
    to_symbol_types=[
        symbol_conversion.SymbolTypes.RIC
    ],
).get_data()


rics = response.data.df['RIC'].tolist()
df = rd.get_data(rics, ['CF_ASK', 'ASKSIZE'])

Which is taking a couple of ISINs, and converting them to RICs before calling get_data()

Bjorn8

Thanks, that was really helpfull. Any change to set teh exchange as well? RIC is different for Google in USA and Google in Germany. May I add Exchange "TG" for Trtadegate for example?

This is what I was looking for:

# retrieve RIC from ISIN

DATA, err = ek.get_data(['DE0006083405'], ['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)

Bjorn8

Thank you this is really helpful. But is itpossible to add an exchange as well? RIC for the same ISIN is different for Tradegate and NASD for example.

umer.nalla

Hi @Bjorn8

I can do the above using the Symbology API - e.g.

{
  "from": [
    {
      "values": [
        {
          "RDNExchangeCode": "TDG",
          "Isin": "US02079K3059"
        },
        {
          "RDNExchangeCode": "NSQ",
          "Isin": "US02079K3059"
        }
      ]
    }
  ],
  "to": [
    {
      "identifierTypes": [
        "RIC"
      ],
      "objectTypes": [
        "EdfQuote"
      ]
    }
  ],
  "type": "predefined",
  "route": "IsinVenueToQuote"
}

gives:

 [{'input': [{'value': 'US02079K3059', 'identifierType': 'Isin'},
    {'value': 'NSQ', 'identifierType': 'RDNExchangeCode'}],
'output': [{'value': 'GOOGL.O', 'identifierType': 'RIC'}]},
  {'input': [{'value': 'US02079K3059', 'identifierType': 'Isin'},
    {'value': 'TDG', 'identifierType': 'RDNExchangeCode'}],
'output': [{'value': 'ABEA.TG', 'identifierType': 'RIC'}]}]

This would require using the Endpoint interface of the RD Library (as the symbol_conversion uses a different API at the moment)

You can see an example of the Symbology API being used with the Endpoint interface at Example.DataLibrary.Python/EX-3.01.01-Endpoint.ipynb - if you refer to the Body Parameter: example towards bottom of that notebook.

As you will note, you can provide multiple input values in a single request.

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