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Upvotes
Sachin Murthy S K avatar image
1 ●0 ●0 ●1

Help on SEDOL to RIC Conversion

API - EIkon

Language - Python

Environment - Windows

I converted some 5000 stocks SEDOLS into RIC. I got all the RIC. Named it RIC1

ric1=pd.DataFrame(ek.get_symbology(sedols1, from_symbol_type='SEDOL', to_symbol_type=['RIC']))


Than I converted all the RIC into string by the function……. list3=ric1["RIC"].astype(str).tolist().

Print( list3)

All the RICs came on screen.


Than ran the function . & got the below error


ek.get_timeseries('list3',
fields='CLOSE',
start_date='2024-08-21',
end_date='2024-08-22')


image002-3.png

eikon-data-apipythonworkspace#technology
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4 Answers

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Upvote
Jirapongse avatar image
84.9k ●289 ●53 ●77

@Sachin Murthy S K

Thank you for reaching out to us.

The code should be like this:

ek.get_timeseries(list3,
   fields='CLOSE',
   start_date='2024-08-21',
   end_date='2024-08-22')

The get_timeseries method has limitations. Please check the Eikon Data API Usage and Limits Guideline.

You can use the LSEG Data Library for Python instead. The examples are on GitHub.

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rupa avatar image rupa

hello @Jirapongse

Thank you for your reply. The data is too large. how do I get API in batches?

What command can i use better. I used the below command it did not work.

1725365586242.png

just to add i am getting ' time series request failed' getting error eikon code -1


1725365810245.png

Upvotes
rupa avatar image
1 ●0 ●0 ●2

hello @Jirapongse

Thank you for your reply. The data is too large. how do I get API in batches?

What command can i use better. I used the below command it did not work.

1725365586242.png


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Upvotes
rupa avatar image
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just to add i am getting ' time series request failed' getting error eikon code -1


1725365810245.png


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Jirapongse avatar image Jirapongse

@rupa

You may need to break an array into chunks. Please check this website.

I suggest to use the LSEG Data Library for Python instead. The examples are on GitHub.

rupa avatar image rupa Jirapongse

HI Jason,

will the below help to break

def batch(iterable:Iterable,max_batch_size:Int):

batch=[]

for element in iterable:

batch.append(element)

if len(batch)>=max_batch_size:

yield batch

batch =[]

if len(batch)>0:

yield batch

Jirapongse avatar image Jirapongse rupa

The code could be like this:

instruments = ['EQNR.OL' ,'DNB.OL' ,'NHY.OL' ,...]
 
def split_instruments(instruments, chunk_size=5):
    """Yield successive chunk_size chunks from instruments."""
    for i in range(0, len(instruments), chunk_size):
        yield instruments[i:i + chunk_size]
 
instrument_chunks = list(split_instruments(instruments))
for chunk in instrument_chunks:
     data = ek.get_timeseries(chunk, ...)

Upvotes
rupa avatar image
1 ●0 ●0 ●2

Hi Jason,


I was able to get output in those batches.. thank you v much.

Output is in a dataframe with close price of say day 25th & day 24th. 3200 stocks,

how would you calculate daily return of stocks from that data frame & get returns as an additional column?



Thanks

R



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