Retrieve Market Share Screener (MSR) data via API

cyrille.guillaumie · January 2021

I would like to know whether there is a way to retrieve data from the Market Share Screener (MSR), which requires Premium licence, via the EIKON APIs in R or in Python.

So far I have not found a way to achieve so and I am stuck export several Excel files manually.

Grateful if you can help. Thanks a lot !

Best,

Cyrille

chavalit-jintamalit · January 2021

Hi @cyrille.guillaumie

Just an idea, would this sample code serve the same purpose?

Jirapongse · January 2021

@cyrille.guillaumie

You may need to contact the Eikon support team to verify if it is possible to use the Eikon Excel (TR or RHistory function) to retrieve the same data as shown in the Market Share Screener.

If Eikon Excel can retrieve it, we can apply the formula to the Eikon Data API.

You can contact the Eikon support team via MyRefinitv.

cyrille.guillaumie · January 2021

https://community.developers.refinitiv.com/discussion/comment/71830#Comment_71830

Thanks a lot for the suggestion, but I lack the breakdown by type of trading here unfortunately (Lit, Dark, Periodic auction, OTC, etc.). This would work otherwise.

cyrille.guillaumie · January 2021

https://community.developers.refinitiv.com/discussion/comment/71829#Comment_71829

Thanks, I will do as you suggest and contact the support directly.

cyrille.guillaumie · February 2021

Hi,

Turns out it is not (yet) possible to retrieve these data via the API. I received confirmation from the EIKON support. I guess this ticket can now be closed.

Best,

Cyrille

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