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vanderkroon avatar image
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Retrieving Mutual Funds data

Based on an answer by jirapongse.phuriphanvichai Dec 27, 2017 at 03:17 AM I have constructed the following query:

screener_exp = 'SCREEN(U(IN(Equity(active,public,primary))/*UNV:Public*/), IN(TR.ExchangeCountryCode,'NL'),TR.CompanyMarketCap > 5000000, TR.AvgDailyValTraded52W > 50000)'

followed by

companies_data, err = ek.get_data(instruments=[screener_exp], fields=['TR.RIC', 'TR.ISIN'])

I would like to add to the "screener_exp" the possibility to also retrieve all mutual funds of the country in question regardless of CompanyMarketCap or AvgDailyValTraded52W. So in essence I need to add an OR statement and then of course the field name for mutual funds (which I do not know). Perhaps I need to insert an entirely new "screener_exp" to satisfy the requirement. Please advice.

eikoneikon-data-apipythonworkspacerefinitiv-dataplatform-eikonworkspace-data-apiricsscreener
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2 Answers

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Zhenya Kovalyov avatar image
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@vanderkroon the screener supports public/private companies and deals, not sure if the mutual funds are there, unless they are exchange traded. For funds, you can use the Fund Screener app, produce the report manually and export the RIC into Python for further analysis.

Otherwise, I strongly suggest contacting your local Refinitiv support desk, they would be able to give you an overview of the tools and content for fund data, help you build out an Excel model, which can be then usually ported into Python.

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vanderkroon avatar image
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I am not sure where to find the 'fund screener app'. Is that something that can henceforth be incorporated in Python code?

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Alex Putkov.1 avatar image Alex Putkov.1

Fund Screener is a GUI based app in Eikon application, which you can find by typing in "FSCREEN" in the search bar. It allows you to run a criteria search for funds and save the results of the search as a csv file or as a named list in Eikon. Either of these you can then use in your Python code. Criteria search for funds to be implemented directly in Python code (i.e. to be initiated from Python and to return the results into Python) is not available in Eikon at the moment.