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Eikon .Net Symbology API does not return SEDOL

Hi,

We are making a request to the Eikon symbology API almost exactly as per the example in the "Tutorials/Symbology" section here: Symbology Tutorial.

The only exception is that we are requesting a RIC rather than an ISIN.

When we use RICS such as "A", "HD" and "AAPL.O", the data returned does not include a SEDOL. However, looking at these symbols through Eikon, the Codes and Schemes section of the instrument Overview shows a SEDOL.

Is this the expected behaviour? Is there any way to reliably get SEDOLs for these RICs?

eikoneikon-data-apipythonworkspacerefinitiv-dataplatform-eikonworkspace-data-apiricssymbologysedol
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1 Answer

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It looks like the API can not determine the best match. If you change SymbolsOnResponse(SymbolsResponse response) to the following:

private void SymbolsOnResponse(SymbolsResponse response)
        {
            if (response.HasError)
            {
                Console.WriteLine(response.Error.Message);
            }
            else
            {
                foreach (var entity in response.Symbols)
                {
                    foreach(var sedol in entity.Sedols)
                    {
                       Console.WriteLine(entity.HasError ? entity.ErrorMessage : sedol);
                    }
                }
            }
            Program.StopMessagePump();
        }

You will see something like this:

[1] Symbology conversion example


Converting US0378331005 to a SEDOL
2046251
4033819
B1G5CJ8
BDCCNC7
BZ07GV8
B011001
B7W9VG6
BF1SS69
BYS3934
B817QV8
B59JLG5


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Thanks for the explanation Zhenya - I guess this is a limitation of the API then - we have to be more specific with our input to ensure a response with a SEDOL (e.g. HD.N rather than HD)?

Unlike CUSIP or ISIN, SEDOL is not an issue, but a quote level identifier. In other words SEDOL identifies combination of issue and trading venue. This is why composite RICs such as A, HD and AAPL.O, which provide quotes and trades from all US trading venues, would have multiple SEDOLS mapped, whereas venue specific RICs such as A.N, HD.N and AAPL.OQ are mapped to a single SEDOL.