I am trying to use Eikon Python Data API to call the RSearch function to retrieve the complete list of warrants of mexican stock exchange. Here is the code I used: rt = ek.get_data('RSearch("WARRANT","RCSIssuerCountryLeaf:Mexico")', 'TR.CommonName'), but this doesn't work. Does anyone know how to make this work?
I'm afraid at the moment Eikon Data APIs do not provide criteria search capability for anything other than equities, which is available with equity screener.
There's a COM library named RSearch, which provides the same capability as RSearch worksheet function in Eikon Excel, but unfortunately this COM library cannot be used in Python. It can only be used in Microsoft development environment (Visual Studio or VBA Editor).