Hello,

I have a question about identifying the same issue over time from a list of ISIN codes using the Eikon Python API. As you may know, ISIN codes can change due to mergers and other corporate events. In commonly used datasets by other providers like Compustat (or CRSP) in the US, there is a unique ID code that tracks a firm’s stock over time. Is there a way that this can be done in Refinitiv (I’m using the Python API to download the data)?

For example, take the code B3SA3.SA. These are the traded shares of the B3 Brazilian stock exchange. Its current ISIN code is BRB3SAACNOR6. This company used to be called BM&F Bovespa, and had ISIN code BRBVMFACNOR3 before the merger took place.

On Refinitiv Python API, if I use the formula =@TR("B3SA3.SA","TR.ISIN","SDate=2013-09-02 Frq=D CH=Fd RH=IN") it returns both ISIN codes. If I use the formula =@TR("B3SA3.SA","TR.PriceClose;TR.ISIN;TR.PrimaryIssueRICCode"," Frq=D CH=Fd RH=IN") it only returns the latest ISIN (i.e., not including the date messes up)

Furthermore, when I use the formula to go from an ISIN to the RIC I get a NULL result for the pre-merger ISIN code: =@TR($C$5:$C$6,"TR.RIC;TR.PERMId;TR.ISIN;TR.PrimaryIssueRICCode","CH=Fd RH=IN CODE=ISIN SDate=2013-09-02",L21). Note that $C$5:$C$6 here corresponds to the BRBVMFACNOR3 and BRB3SAACNOR6 ISINs.

My ultimate aim is to download return data for a given company over time from a set of ISIN codes. After getting the data and would like to track this particular stock over time, even if the ISIN code of the firm has changed.

PS - The formulas above are Excel ones, but in the API they work in a similar way.

Thanks in advance,
Pedro