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Use screener with get_timeseries?
Hi all,
I am trying to get time series data on close price for a given country.
dt=ek.get_timeseries(rics='SCREEN(U(IN(Equity(active,public,primary))/*UNV:Public*/), IN(TR.ExchangeCountryCode, "NZ"))', fields='CLOSE', start_date="2016-03-01", end_date = "2017-03-01", interval = "monthly")
But it's not working, it gives an error saying something like
eikon.eikonError.EikonError: Error code -1 | SCREEN(U(IN(Equity(active,public,primary))/*UNV:Public*/), IN(TR.ExchangeCountryCode, "NZ")): Invalid RIC |
Is the SCREEN command only works with get_data?
Is there a way to get data for all stocks from a given country?
Thanks in advance!
Hi @zzhao
Is the SCREEN command only works with get_data?
You cannot use SCREENER with get_timeseries.
You can use it with get_data to build a RIC list first then pass this RIC list in your get_timeseries API call.
Here is the sample:
df,e = ek.get_data('SCREEN(U(IN(Equity(active,public,primary))), IN(TR.ExchangeCountryCode, "NZ"))', 'TR.RIC')
ric_list = df['RIC'].tolist()
dt=ek.get_timeseries(rics=ric_list, fields='CLOSE', start_date="2016-03-01",
end_date = "2017-03-01", interval = "monthly")
dt
Is there a way to get data for all stocks from a given country?
You can use the SCREENER app to define a SCREENER formula which contains only country criteria.
Then follow the sample process to get the RIC list and retrieve data accordingly.
