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Question by kenneth.fung · Nov 19, 2020 at 03:56 AM · ricdatastreamoptionsdatastream pythonmnemonic

How do extract symbols that fulfil regex criteria in datastream?

How do extract symbols that fulfil regex criteria in datastream?

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 by jirapongse.phuriphanvichai · Nov 19, 2020 at 04:17 AM

@kenneth.fung

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.phuriphanvichai ♦♦ · 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)


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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 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.phuriphanvichai ♦♦ · Dec 22, 2020 at 02:24 AM 0
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@kenneth.fung

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.

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