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

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  • 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

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