I'm trying to get the rics of just the companies listed on the AIM section of the LSE using the Eikon data api.
To get the rics of all the companies listed on the LSE I could do something like:
where I've used the LSE MIC "XLON" for the exchangemarketIdCode.
(I copied this example straight from https://community.developers.refinitiv.com/questions/29855/retrieve-the-complete-list-of-rics-of-an-exchange.html)
How do I filter out non-AIM companies? Is there any documentation for SCREEN anywhere? It seems like a very powerful tool but there's nothing about it on the documentation page https://docs-developers.refinitiv.com/1595933859823/14684/book/en/eikon/index.html#get_data
To learn about using the Screener see the article titled "Find Your Right Companies with SCREENER".
I don't believe you can distinguish between the companies listed on various markets of LSE using the Screener. However, you can add the field "MIC_CODE" to the list of fields you request. For stocks that are traded on AIM the value returned for this field is "AIMX", thus you can select AIM stocks using
lse_listing_df, err = ek.get_data( ('SCREEN(U(IN(Equity(active,public,primary))),' 'IN(TR.ExchangeMarketIdCode,"XLON"))'), ['MIC_CODE']) aim_stocks_list = lse_listing_df.loc[ lse_listing_df['MIC_CODE']=='AIMX','Instrument'].tolist()
Thanks a lot for your answer. Both for your link and the example.
Originally I tried to find something like "MIC_CODE" in the data item browser but could only find "TR.MIC" which was empty and "TR.OperatingMIC" which pointed to XLON for (i think) everything on AIM. I tried searching for "MIC_CODE" just now for an AIM listed company but couldn't find anything:
If I had known this attribute actually exists I would have saved a lot of time! Given that I can't rely on the data item browser to work out if an attribute actually exists, is there a better way?
Is there any update on historical mutual fund holdings via the Eikon API? I.e. is it possible to get the historical holdings of mutual funds? Right now, I am only able to get the current holdings but not the time series