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Unique stock identifier if company changes ISIN over time

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

#contentpython apiisin
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Hi @p.saffi ,

Thank you for posting the question in this forum. However, this forum is dedicated to an API usage question hence, 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, which can be reached via MyRefinitiv. To be of help, ticket number 13069122 was raised on your behalf and the support team is going to contact you directly to assist with this.

Once the support team contact you with the resolution of Excel Formula, it can be converted into the Python Code for Eikon data API that you used, I can also help you regarding the conversion from Excel formula to Python code as well if you'd like.

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

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