Screener does not return all TSX/TSXV securities

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Paul Levin
Paul Levin Newcomer
in Eikon COM

I am trying to retrieve the list of all symbols listed on TSX (or TSXV) using the the following screener formula in Excel:

=TR("SCREEN(IN(TR.ExchangeMarketIdCode,""XTSE""))","TR.CommonName;TR.ExchangeTicker;TR.CompanyMarketCap;TR.TRBCEconomicSector;TR.GICSSector;TR.InstrumentType;TR.ExchangeName","CURN=CAD RH=In CH=Fd")

However, only ~1400 symbols appear in the worksheet, while TSX has ~2200 symbols listed.

Why are so many symbols missing?

Thanks,

Pavel

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    @Paul Levin
    The query you submit to the equity screener returns only the primary instruments. E.g. for Sun Life Financial Inc the query returns only the ordinary stock SLF.TO and excludes all the preferreds: SLF_pa.TO, SLF_pb.TO, SLF_pc.TO etc.
    If you'd like to include all issues in the result, use
    =TR("SCREEN(U(IN(Equity(active,public,countryprimaryquote))/*UNV:Public*/), IN(TR.ExchangeMarketIdCode,""XTSE""))","TR.CommonName;TR.ExchangeName","RH=In CH=Fd")
    You can follow the Screener wizard, which provides GUI to aid you in constructing the screener query. You may want to watch a 3 minute tutorial video titled "Create Data Retrieval Functions using the Equity Screener in Excel", which you can find by copying and pasting this title into Eikon command/search bar. And if you need further help with using equity screener in Eikon Excel, then as @Jirapongse suggested the best resource is Thomson Reuters Helpdesk, which you can also reach by calling the Helpdesk number in your country or by using Contact Us capability in your Eikon application.

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