Extracting data from Datastream R API using Sedol

will.psomadelis

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

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Accepted answers

Jirapongse

@will.psomadelis

Adding "UK" prefixed works.

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

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.

All comments

Jirapongse

@will.psomadelis

Please check the answer on this thread.

Adding ‘UK’ before the SEDOL code may help.

If not, please share the SEDOL codes that you are using.

will.psomadelis

Hi,

Thanks for the response however the Sedols are from a multitude of countries and with 10k+rows its not feasible to manually enter country codes.

Examples are

6850856,0540528,3134865,4824778,5671735 which works

B60QWJ2,BVYVFW2, BF0CK44, BD3VFM7, B8KF9B4,BGDT3G2 which don't work.

Thanks

Will.

Jirapongse

@will.psomadelis

Adding "UK" prefixed works.

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

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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