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AAMZ avatar image
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Obtain both active and inactive stocks on an exchange using Datastream

Hello,

I'm trying to obtain both active and inactive/delisted stocks on a few exchanges, let's say the NYSE and Deutsche Börse. The period doesn't matter, I'll take everything and deal with that later.

I'm aware that this isn't possible on Eikon, both thanks to this thread and also from using the Screener in the Eikon application, as explained in this thread (and I've tried this myself now just to make sure).

I then tried with Datastream, and found that I can obtain the companies I need manually, via a Static Request, clicking around to filter equities, inactive, etc. build a list in Excel, and keep doing this manually until I build up the list of companies that I want. This is quite time consuming though, and I'm trying to find an equivalent way to do this using the Python API connecting to DatastreamWS.

Is this possible? Can you please explain how, using an example? I've tried looking this up in the API documentation but unfortunately cannot find how to do this.

Thank you very much in advance

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chavalit-jintamalit avatar image   chavalit-jintamalit

Moved to Datasteam forum.

pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

Hello @AAMZ

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If yes, please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

AHS

2 Answers

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Jirapongse avatar image
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@AAMZ

I have searched this instrument (ATXWBIX) in the http://product.datastream.com/browse website. ATXWBIX is not a list so it can't return the constituents.

The list instrument should display like this:

I think that the correct instrument could be LATXWBIX|L.

However, you need to directly contact the datastream support via MyRefinitiv to confirm LATXWBIX and verify the data of LFTSE1000820.



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Jirapongse avatar image
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@AAMZ

You can use the same instrument and fields in Excel with the DatastreamWS.

Refer to the Getting started with Python, you can use the Datastream to request constituent Lists of instruments. For example:

You can append MMYY to obtain the list for that month, as mentioned in this thread.



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AAMZ avatar image AAMZ

Thank you very much for this answer. I'm trying to implement the formula, having also looked at the two links in the answer, however I'd need some further help:

Implementing the following works fine, just as you wrote.

  
                   
    
                    
  1. sec = ds.get_data(tickers='LFTSE100|L',fields=['MNEM'],kind=0) 
    2.

However, when I try to get the constituents as at August 2020 (as per the thread you indicated)

  
                   
    
                    
  1. sec = ds.get_data(tickers='LFTSE1000820|L',fields=['MNEM'],kind=0)
    2.

I receive the same results and output date (i.e. as at 14 September 2020).


In addition, when I try the formula above with the Vienna Stock Exchange, I do not get any results. However, this is strange because when I perform a static request using the Excel plugin, I can see all of the constituents of this index, so I know they're available.

  
                   
    
                    
  1. sec = ds.get_data(tickers='ATXWBIX|L',fields=['MNEM'],kind=0)
    2.

Would you have any further thoughts on these two questions?

Many thanks again

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