DataStream API python - Download Russell 3000 constituents

valerio.gemmetto
valerio.gemmetto Newcomer
in Datastream

Hi,

I need to download the constituents of Russell 3000 for a certain month via DataStream. At the moment I am using the mnemonic 'LFRUSSL3' but it does not outputs any values (empty result); I also tried the codes LFRUSS3L, LFRU05L3 etc but they all give the same output (empty). The code I am using (via the DataStream function ds.get_data) works for all the other markets. Is the mnemonic wrong? If so, which one should I use?

Thanks

Tagged:

Welcome!

It looks like you're new here. Sign in or register to get started.
Sign In
Register

Best Answer

Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @valerio.gemmetto

    I have run this command.

    df=ds.get_data(tickers="LFRUSSL3",fields =["MNEM"], kind=0)
    df

    The response is:

    image

    You may test the request at Test REST Service. If it returns empty, it could be a permission issue.

    image

    You may share the request that you are using.

  • valerio.gemmetto
    valerio.gemmetto Newcomer

    Thanks, this is what I get:

    image

    and this is indeed what I obtain in python as well (NA values). Could you please tell me how to overcome the issue? I am currently using:

    dataTry=ds.get_data('LFRUSSL3 ', 'NAME,SECD,ISIN,X(MV)~U$,X(MVFF)~U$,PCUR,DCUR,GGISN,ESTAT,BDATE')

  • valerio.gemmetto
    valerio.gemmetto Newcomer

    Thank you, I have contacted them. Regards, Valerio

Welcome!

It looks like you're new here. Sign in or register to get started.
Sign In
Register

Welcome!

It looks like you're new here. Sign in or register to get started.
Sign In
Register

Quick Links

Categories