screener query in python with a large number of identifiers

asingh
asingh Newcomer
in Eikon Data APIs

Hi,
I have a similar query. My screener expression in excel to get the tickers is
TR("SCREEN(U(IN(Equity(active,public,primary))/UNV:Public/), IN(TR.HQCountryCode,""AR,BR,CL,CN,HU,IN,ID,MY,MX,PL,RU,ZA,KR,TH,TR""), NOT_IN(TR.GICSIndustryCode,""401010"",""401020"",""402010"",""402020"",""402030"",""402040"",""403010""), CURN=USD)","TR.CommonName;TR.HeadquartersCountry;TR"&".GICSSector","curn=USD RH=In CH=Fd")

From the above formula, I get a list of tickers in Column A from A2:A14186. Now I get the Cash data for these tickers like this:
TR($A$2:$A$14186,"TR.CashandEquivalents(CURN=USD Scale=6) ","Period=FQ0 Frq=FQ SDate=0d EDate=2006-12-31 sortd=periodenddate CH=periodenddate NULL=blank RH=IN")

I want to understand how to replicate this query in python

Also running the above query in excel together, I get a restriction of identifiers> 7500 ,

so I have to run it in small batches in excel.

Tagged:

Best Answer

  • pf
    pf LSEG
    Answer ✓

    The replicated request in Python:

    import eikon as ek
    ek.set_app_key(<yout app_key>)
    rics = ('SCREEN(U(IN(Equity(active,public,primary))/*UNV:Public*/),'
        'IN(TR.HQCountryCode,"AR,BR,CL,CN,HU,IN,ID,MY,MX,PL,RU,ZA,KR,TH,TR"),'
        'NOT_IN(TR.GICSIndustryCode,"401010","401020","402010",'
        '"402020","402030","402040","403010"))')
    fields = ["TR.CommonName", "TR.HeadquartersCountry", "TR.GICSSector"]
    data, error = ek.get_data(rics, fields) list2 = list(data['Instrument'])
    field2 = ["TR.CashandEquivalents.periodenddate","TR.CashandEquivalents"]

    As list2 contains more than 14,000 items, single request will fail with Payload Too Large error. You need to iterate through the list 10 items at a time.

    for i in range(1, len(list2), 10):
        data2, error = ek.get_data(list2[(i-1)*10:i*10], field2,
            parameters={"SDate": "0", "EDate": "-9", "Scale": "6",
            "Period": "FY0", "Frq": "FQ", "CURN": "USD"})
        print(data2)

Answers

Categories