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Joe Schmoe avatar image
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how to screen equities using various criteria

Hi,

using Eikon and Python, I would like to give as input the following criteria:

- country of asset's domicile

- average maket capitalisation over the last 20 days

and have Eikon return a list of asset identifiers (preferably ISINs)

So far, I have:

df = ek.get_data("SCREEN(U(IN(Equity(active,public,primary))/*UNV:Public*/), IN(TR.RegCountryCode,""US""))",['TR.CommonName','TR.ISIN'])

but this doesn't cover the market cap part and I'm not sure it's the right domicle filter.

Thanks!

eikonpython#technologypython apiscreening
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raksina.samasiri avatar image   raksina.samasiri
Hi @Joe Schmoe ,

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If so please can you click the 'Accept' text on the left side of the appropriate reply? This will guide all community members who have a similar question.

Thanks,
AHS

Jirapongse avatar image   Jirapongse

@Joe Schmoe

Hi,

Please be informed that a reply has been verified as correct in answering the question, and marked as such.

Thanks,

AHS

2 Answers

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Jirapongse avatar image
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@Joe Schmoe

The Screener app in Eikon Desktop can generate a formula that can be used in Eikon Data API.

1679905821629.png

Moreover, we can use it to list all available fields which can be used as filters.

For example, the code could look like this:

df = ek.get_data("SCREEN(U(IN(Equity(active,public,primary))), IN(TR.RegCountryCode,""US""), avg(TR.CompanyMarketCapitalization(SDate=0D,EDate=0D-20D,Scale=9))>=1)",['TR.CommonName','TR.ISIN'])
df[0]

The output is:

1679905923302.png

However, you need to contact the Eikon support team directly via MyRefinitiv to verify the fields and expressions that are used in the code.


1679905821629.png (64.3 KiB)
1679905923302.png (22.9 KiB)
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raksina.samasiri avatar image
14.2k ●30 ●5 ●10

Hi @Joe Schmoe ,

Have you had a chance to check this article Find Your Right Companies with SCREENER | Eikon Data APIs(Python)?

However, your question is about the Screener app in Eikon Desktop rather than about Eikon Data APIs usage and the moderators on this forum do not have deep expertise in every type of content available through Refinitiv products. Such expertise is available through Refinitiv Helpdesk.

Hence, the best approach is to reach out to Eikon support directly, by submitting the question via MyRefinitiv rather than posting on dev forums.

Hope this helps and please let me know in case you have any further questions.

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Joe Schmoe avatar image Joe Schmoe

Hi Raksina,

My question very definitely is not about the screener app in Eikon Desktop. It is about accessing the data I require via the Eikon API (with Python).

Could you or your colleagues therefore kindly revisit my question and answer it in that light?

Using the EIkon API and Python, how can I give as input the following criteria:

- country of asset's domicile

- average maket capitalisation over the last 20 days

and have Eikon return a list of asset identifiers (preferably ISINs)

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

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