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jozuleta avatar image
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Retrieve stock universe of a specific country (e.g all German stocks)

Hi,

is there a way to retrieve the stock universe of a specific country? I can retrieve data for all the DAX stocks ("0#.GDAXI") but, I would like to retrieve Data for all the stocks in Germany (since the 0#.GDAXI does not cover all the German stocks). What would be the corresponding RIC ? And is there also a RIC for the complete (worldwide) Stock universe?

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Zhenya Kovalyov avatar image
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@jozuleta yes, you can construct a screener query and use it in Python:

  1. Go to Thomson Reuters tab in Excel and select Screener;
  2. Select either Country of Exchange or Country of Incorporation (whichever suits you most) as Germany, Country of Exchange in my example;
  3. Click on 'Insert screen' button;
  4. Grab the 'Universe' parameter from the inserted formula;
  5. Remove any double quotes from inside the screener expression and paste it into the get_data call
exp = 'SCREEN(U(IN(Equity(active,public,primary))), IN(TR.ExchangeCountryCode,DE), CURN=USD)'
df, e = tr.get_data(exp, ['TR.RIC'])
df.head()


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jozuleta avatar image jozuleta

thanks @Zhenya Kovalyov

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