I'm working on an assginment that need index constituents' dscode for future references, by far I only found that we need to use datastream web service api to retrieve the dscodes of companies. I'm wondering if we can use the new LSEG data library in python to get it?
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Thank you for reaching out to us.
LSEG Data Library can't connect to the Datastream WebService but it can convert RICs to DSCDs by using search.lookup. The example is on GitHub.
response = search.lookup.Definition( view=search.Views.SEARCH_ALL, # Required parameter scope="RIC", # Required parameter terms="MSFT.O,AAPL.O,GOOG.O,IBM.N,KBANK.BK,SCC.BK", # Required parameter select="BusinessEntity,DocumentTitle,DsQuotationNumber", # Required parameter ).get_data() response.data.df
The output is:
Thank you! I've also found out that LSEG data library cannot get some of the indices' constituents(eg. HEX25) but datastream seems to have the constituents list. I've looked up in eikon work space and the data items for such indices only have jointer or leaver constituents ric but not the regular constituents ric. Is there a way to bridge such gap?
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Please try the chain example to expand this chain RIC (0#.HEX25).
fchi = Chain("0#.HEX25")
fchi.constituents
