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40 6 6 12

How to find out when RIC codes will be deprecated or how to retrieve RIC or Exchange ticker delistings?

I need to retrieve information regarding delistings of RIC codes (im my case only stock symbols) in an automated fashion using Eikon's Python API.

Anyone managing a portfolio fed with TR data must have a need for something like this. For instance: RIC ‘COH.N’, Coach Inc., recently changed into ‘TPR.N’, Tapestry. I need to process this information on the day it becomes effective and before downlading pricing data. Thereafter the machine can make buy/sell decisions. If the change is processed too late we will obviously run into an error since no pricing data came in for one of the positions. So, actually, I am looking for a Eikon API statement in PYTHON like:

EXAMPLE

df, err = eikon.get_data(‘COH.N’,[‘TR.EventStartDate','TR.EventType','TR.EventTitle'],{'EventType’:’DELISTING’, 'SDate':'20140101', 'EDate':'20180101’})

One can already do this for ‘SSP’ (=Stock Splits), ‘EXDIV’ (Ex dividend). And perhaps others. So where it says :’DELISTING’ in my example I could use a code for delistings. Than I can run a daily script to determine if any stock in my portfolio has been delisted, of changed of RIC code or/and changed of name.

It seems that once a RIC code is deprecated its name is changed to include the ^ character (circumflex accent). Where/how is this (future) change retrieved using the Eikon Python API?

So in short: How do I automatically retrieve information regarding delistings, RIC code changes and name changes using the Eikon Python API? (If someone know how to retrieve this in Excel, that will bring me a step further as well.)

eikondeprecatedric
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Please note we have been in contact with the Helpdesk regarding this question already. Unfortunately they haven't been able to answer the question. In case this is not available, would it please be possible to raise an enhancement request?

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895 3 8 3

Hi,

We display RIC changes per exchange via the speedguide pages on Elektron (realtime feed that feeds Eikon) and also via the portal MyAccount. I am not sure if either of this way will help via the API but it may be a start, o at least provide some info.

For example if you can recall the page <WORLD/CHANGE1> (see below) you can see the adds, drops and deletes, this is available over our realtime platform but is using a page style, so is not in dedicated fields - but in a free text format. cusersu8015886desktopchanges.png

We do also provide this information on Myaccount, which can be downloaded into excel (but not automatically):

https://my.thomsonreuters.com/Alerts

cusersu8015886desktopchanges1.png


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Upvotes
40 6 6 12

Thanks Tim.

How about a different approach to this matter, albeit a bit more cumbersome. My requirement is that I must produce a fully automated investment environment.

After all in my own database I have available 'TR.RIC', 'TR.ISIN', 'TR.ExchangeTicker’, 'TR.CommonName' (and lots of other stuff of course) .

Now, I could write a script that retrieves this very same data (using the <eikon.get_data> statement) by supplying either one of these three data items.

If retrieval using TR.RIC is successful and returns the same data as I already have, I assume that there was no change. If unsuccessful I could attempt to retrieve using TR.ISIN and assume a change did occur, record the change in my database and carry on. If unsuccessful on TR.ISIN as well, I could attempt to retrieve using TR.ExchangeTicker and assume a change did occur, record the change in my database and carry on.

QUESTION: Am I making sense to you? Do I have a viable route here?

Thanks in advance!

@Joris.Hoendervangers

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