Get Relevant Stock Index

Question

Question by lorenzo.cerreta · Oct 18, 2020 at 05:15 PM · eikon eikon-data-api workspace python workspace-data-api refinitiv-dataplatform-eikon time-series index market-by-price

Get Relevant Stock Index

How do I get the relevant stock index closing price starting from a Ultimate Parent Id in order to get Abnormal Returns? Is there a field I can add that I am unable to find on DIB?

bonds, err = ek.get_data(
    identifiers,
    ['TR.ClosePrice.date', 'TR.ClosePrice'],
    {'SDate': starting_date,
     'EDate': ending_date})

0

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Answer 1 · 2020-10-19T05:43:55Z

REFINITIV

Best Answer

Answer by chavalit-jintamalit · Oct 19, 2020 at 05:43 AM

Hi @lorenzo.cerreta

I am not sure of the "relevant" meaning but if you mean peers of a stock.

You can use PEERS() function on ADC.

Here is an example to get list of peers of "PTT.BK":

ahs.png (14.3 KiB)

0 Show 1 · Share

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

lorenzo.cerreta · Oct 19, 2020 at 06:45 AM 0

Share

Thanks for the reply. What I mean is that if the parent ID is listed in the USA, I would like to get the S&P500 closing prices or even simply '#0.SPX', so that I can get the prices from the right code.

I would like to get it automatically because I need to do the same for many companies listed in

  
                   
                    ['Australia', 'Austria', 'Belgium', 'Bermuda', 'Brazil', 'Canada',       'Cayman Islands', 'Chile', 'China (Mainland)', 'Colombia', 'Denmark',       'Finland', 'France', 'Germany', 'Hong Kong', 'India', 'Italy', 'Japan',       'Lithuania', 'Luxembourg', 'Mexico', 'Morocco', 'Netherlands',       'New Zealand', 'Nigeria', 'Norway', 'Peru', 'Philippines', 'Portugal',       'Singapore', 'South Africa', 'South Korea', 'Spain', 'Sweden',       'Switzerland', 'Taiwan', 'Thailand', 'Turkey', 'United Arab Emirates',       'United Kingdom', 'United States']

and I don't know the right index (nor the right code required by Refinitiv) for them

Answer 2 · 2020-10-19T07:19:34Z

REFINITIV

Answer by chavalit-jintamalit · Oct 19, 2020 at 07:19 AM

Hi @lorenzo.cerreta

I think you have to have your own mapping.

I found this TR.MemberIndexRic field from Data Item Browser.

But a RIC can be a member of multiple indexes.

ahs.png (79.4 KiB)

1 · Share

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Get Relevant Stock Index

2 Replies

Watch this question

Related Questions