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screener query in python with a large number of identifiers
Hi, I have a similar query. My screener expression in excel to get the tickers is TR("SCREEN(U(IN(Equity(active,public,primary))/UNV:Public/), IN(TR.HQCountryCode,""AR,BR,CL,CN,HU,IN,ID,MY,MX,PL,RU,ZA,KR,TH,TR""), NOT_IN(TR.GICSIndustryCode,""401010"",""401020"",""402010"",""402020"",""402030"",""402040"",""403010""), CURN=USD)","TR.CommonName;TR.HeadquartersCountry;TR"&".GICSSector","curn=USD RH=In CH=Fd")
From the above formula, I get a list of tickers in Column A from A2:A14186. Now I get the Cash data for these tickers like this: TR($A$2:$A$14186,"TR.CashandEquivalents(CURN=USD Scale=6) ","Period=FQ0 Frq=FQ SDate=0d EDate=2006-12-31 sortd=periodenddate CH=periodenddate NULL=blank RH=IN")
I want to understand how to replicate this query in python
Also running the above query in excel together, I get a restriction of identifiers> 7500 ,
so I have to run it in small batches in excel.
The replicated request in Python:
import eikon as ek
ek.set_app_key(<yout app_key>)
rics = ('SCREEN(U(IN(Equity(active,public,primary))/*UNV:Public*/),'
'IN(TR.HQCountryCode,"AR,BR,CL,CN,HU,IN,ID,MY,MX,PL,RU,ZA,KR,TH,TR"),'
'NOT_IN(TR.GICSIndustryCode,"401010","401020","402010",'
'"402020","402030","402040","403010"))')
fields = ["TR.CommonName", "TR.HeadquartersCountry", "TR.GICSSector"]
data, error = ek.get_data(rics, fields) list2 = list(data['Instrument'])
field2 = ["TR.CashandEquivalents.periodenddate","TR.CashandEquivalents"]
As list2 contains more than 14,000 items, single request will fail with Payload Too Large error. You need to iterate through the list 10 items at a time.
for i in range(1, len(list2), 10):
data2, error = ek.get_data(list2[(i-1)*10:i*10], field2,
parameters={"SDate": "0", "EDate": "-9", "Scale": "6",
"Period": "FY0", "Frq": "FQ", "CURN": "USD"})
print(data2)
@pierre.faurel..Thanks for sending this.
I tried the above code, but i did not get any entry in data. I tried with one country but the result is same. It gives me no entries in the dataframe.
It gives me a KeyError: 'Instrument' as there is no Instrument column.
Also I believe tmp is the len of the dataframe
You're right, there were a few errors in the example script including a missing parenthesis in the screener expression, which resulted in no instruments being retrieved. And instead of the tmp variable it should indeed have been list2. I just corrected the errors in the answer. Try it and see if it works for you.
Hi, I would like to get a similar result for the field "TR.CashandEquivalents/TR.InterestExpense" but I am getting NaN values.As a result I cannot pivot the final resulting dataframe.
I'm not sure I understand the question. Below is an example of the call that returns data for a small list of stocks. For your list you should expect to get a lot of NaNs because for this ratio to be returned both TR.CashandEquivalents and TR.InterestExpense must be available on quarterly report, which will not be true in many cases.
ek.get_data(["000416.SZ","ERW.BK","AFC.BK"],
["TR.CashandEquivalents.periodenddate",
"TR.CashandEquivalents/TR.InterestExpense"], parameters={"SDate": "0", "EDate": "-9", "Scale": "6", "Period": "FY0", "Frq": "FQ", "CURN": "USD"})