Cannot make sense of dataframe format returned by Python datastream API PyDSWS

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Question by charles.malafosse · Mar 25, 2019 at 12:44 PM · api python datastream dataframe

Cannot make sense of dataframe format returned by Python datastream API PyDSWS

Hello,

I use the simple python line of code to get the constituents of S&P500:

data1= ds.get_data(tickers="LS&PCOMP", fields='P,PE,MV,NAME,RIC')

However I cannot make sense of the dataframe it returns. It seems to have multiple layers and I can't see how to iterate through the dataframe to create a simple list of (Id, P,PE,MV,NAME,RIC) for each constituent of S&P500.

data1
Out[114]: 
Instrument   891399 916328 545101  777953  906187 936365    749382  891631  \
Field             P      P      P       P       P      P         P       P   
Date                                                                         
2019-03-22  1764.77  77.97  18.06  323.21  139.45  26.37  259.6899  141.72

I am sure it's not that difficult but I would greatly appreciate help on this.

Many thanks.

Charles

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Answer 1 · 2019-03-26T11:47:24Z

Best Answer

Answer by charles.malafosse · Mar 26, 2019 at 11:47 AM

I found a solution.

The dataframe returned has a multi index. I wish the documentation on the community dev website would clearly mention that.

Here is what I use to get the data for each constituent:

	df_index = data1.transpose()
        for item in df_index.index.get_level_values(0):
            print(item)
            print(df_index.xs(item))

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Cannot make sense of dataframe format returned by Python datastream API PyDSWS

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