How do extract symbols that fulfil regex criteria in datastream?

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Question by kenneth.fung · Nov 19, 2020 at 03:56 AM · datastream-api rics dsws-api derivatives mnemonics

For instance, when I type SPXw, I can see a list of options RIC/ Mnemonic in DFO Navigator.

I want this to an output from a python function.

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Answer 1 · 2020-11-19T04:17:57Z

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Answer by Jirapongse · Nov 19, 2020 at 04:17 AM

You can DS.SYMBOLLOOKUP with the DataStream.

ds.get_data(tickers="SPXw", fields=["DS.SYMBOLLOOKUP(Count=50)"],  kind=0)

The output is:

1605759459831.png (45.4 KiB)

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Jirapongse ♦♦ · Nov 23, 2020 at 01:35 PM 0

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To retrieve RICs instead of mnemonics, you need to send another request.

df1 = ds.get_data(tickers="SPXw", fields=["DS.SYMBOLLOOKUP(Count=50)"],  kind=0)
ds.get_data(','.join(df1['Instrument']),fields=["RIC"], kind=0)

Answer 2 · 2020-11-24T07:30:15Z

Answer by kenneth.fung · Nov 24, 2020 at 07:30 AM

DS.SYMBOLLOOKUP(Count=50) // I try to set it as 1000, in anticipation of a result of similar size (1000); but it returns only 25 rows

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Answer 3 · 2020-11-24T07:31:12Z

Answer by kenneth.fung · Nov 24, 2020 at 07:31 AM

Plus, DS.SYMBOLLOOKUP(Count=50) seems to return valid RICS/Mnemonic but not the dead ones.

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Jirapongse ♦♦ · Dec 22, 2020 at 02:24 AM 0

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Navigator is the tool that DSWS clients are advised to use.

The symbol lookup was created for quick search, has limited search functionality, and doesn’t cover all content sets.