Extracting data from Datastream R API using Sedol

Hi,

I am using an R API call to extract historic returns from the datastream API from a dataframe of Sedols and Dates.

The API call works perfectly for ISIN's however for this dataset I only have Sedols.

I have noticed that the call only works on numeric Sedols and not alpha numeric Sedols.

I don't have a country code so am unable to append that to the Sedol as I've read on another thread.

Is there a simple way to achieve this ?


Thanks


WP

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @will.psomadelis

    Adding "UK" prefixed works.

    ds.get_data(tickers="UKB60QWJ2,UKB60QWJ2,UKBVYVFW2, UKBF0CK44, UKBD3VFM7, UKB8KF9B4,UKBGDT3G2", fields=['P','SECD'],kind=0)

    1660798455253.png

    You can use R to add "UK" prefixed for alphanumeric Sedols.

    You can contact the Refinitiv Datastream Web Service support team directly via MyRefinitiv to verify if there is another way to retrieve data from alphanumeric Sedols.

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