question

Upvotes
Accepted
9 2 5 6

DataStream API python - Download Russell 3000 constituents

Hi,

I need to download the constituents of Russell 3000 for a certain month via DataStream. At the moment I am using the mnemonic 'LFRUSSL3' but it does not outputs any values (empty result); I also tried the codes LFRUSS3L, LFRU05L3 etc but they all give the same output (empty). The code I am using (via the DataStream function ds.get_data) works for all the other markets. Is the mnemonic wrong? If so, which one should I use?

Thanks

datastream-apidsws-api
icon clock
10 |1500

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

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 appropriate reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.
Thanks,
-AHS


Hello @valerio.gemmetto

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


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS

Upvotes
Accepted
78.8k 250 52 74

@valerio.gemmetto

From the syntax, I assume that you are using PyDSWS. I have tried it and I am able to get the data.

If you get the NA when using the Test REST Service, please directly contact the Refinitiv Datastream Web Service support team via MyRefinitiv to verify the problem.



1614076339965.png (34.7 KiB)
1614076676159.png (18.2 KiB)
icon clock
10 |1500

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

Upvotes
78.8k 250 52 74

@valerio.gemmetto

I have run this command.

df=ds.get_data(tickers="LFRUSSL3",fields =["MNEM"], kind=0)
df

The response is:

You may test the request at Test REST Service. If it returns empty, it could be a permission issue.

You may share the request that you are using.


1614072250185.png (41.7 KiB)
1614072370515.png (45.5 KiB)
icon clock
10 |1500

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

Upvotes
9 2 5 6

Thanks, this is what I get:

and this is indeed what I obtain in python as well (NA values). Could you please tell me how to overcome the issue? I am currently using:

dataTry=ds.get_data('LFRUSSL3 ', 'NAME,SECD,ISIN,X(MV)~U$,X(MVFF)~U$,PCUR,DCUR,GGISN,ESTAT,BDATE')


1614073674675.png (16.2 KiB)
icon clock
10 |1500

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

Upvotes
9 2 5 6

Thank you, I have contacted them. Regards, Valerio

icon clock
10 |1500

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

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

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