how to convert rics or symbols to mnem for dsws?
hi,
I am trying to retrieve historical price data for a list of instruments with python Eikon and datastream. My dynamic list of instruments come from Eikon port
TotalList=(['Portfolio(0867/*Total List*/)'])
dataset, err=ek.get_data(TotalList,['tr.PriceClose'])
rics1 =pd.DataFrame(dataset.loc[:1,'Instrument'])
rics2 = rics1["Instrument"]
rics3 = rics2.tolist()
How do I convert the list of symbols to a list of mnemonics so that I can pass it through to a datastream query?:
ds=dsws.Datastream(username=xxxxxxxxxxxxxx,password='xx') df=ds.get_data (tickers='mnemonics', fields=['P'], start='2018-01-01', end='2018-01-10', freq='D')
Many thanks
According to the function signature, the tickers argument of get_data method of dsws library cannot be a list. It must be a string of comma separated symbols. Try
df, err = ek.get_data('Portfolio(SAMPLE_RU_LRGCORE)',['TR.CommonName'])
df['DatastreamRICs'] = '<' + df['Instrument'] + '>'
ds_rics_str = df['DatastreamRICs'].str.cat(sep=',')
ds.get_data(ds_rics_str, fields=['P'],
start='2018-01-01', end='2018-01-10', freq='D')
Note that the max number of symbols for get_data method of dsws library is 50. If your portfolio has more than 50 constituents, you need to split it into chunks of 50.
again, that worked well (for my equity dataset), thanks!
However I'm also trying to retrieve historical pricing for a number of fixed income instruments that have matured. so I'm using
fields =['TRPA']
which does not work with "<RICs>". Is there another workaround for converting RICs to Datastream mnemonics (or is this another misunderstanding?)?
I'm not sure I understand the scenario. Matured bonds don't have RICs. RICs for instruments that become inactive are removed from Refinitiv Real-Time network. If you have ISIN for the bond, you can use it to retrieve price history for that bond from Datastream, e.g.
ds.get_data('XS1035001921', fields=['MPD'],
start='2019-03-01', end='2019-04-01')
Note that in the above example I used ISIN for a bond that matured on 2019-04-18.
And if for whatever reason you need Datastream mnemonic for this bond, you can get it using
ds.get_data('XS1035001921', fields=['MNEM'], kind=0)
You don't need to convert RICs to Datastream mnemonics. You can use RICs in get_data method of DSWS library by enclosing each RIC into angle brackets, e.g.
ds.get_data('<MSFT.O>,<AAPL.O>,<IBM.N>', fields=['P'],
start='2018-01-01', end='2018-01-10', freq='D')
Hi Alex,
thanks for the input!
Obviously new to this and still doing something wrong:
TotalList=(['Portfolio(500867312/*Total List*/)']) dataset, err=ek.get_data(TotalAssetList,['tr.PriceClose']) rics1 =pd.DataFrame(dataset.loc[:,'Instrument']) rics1["Instrument"]='<'+rics1+'>' rics2 = rics1["Instrument"] rics3 = rics2.tolist() df=ds.get_data (tickers=rics3, fields=['ER#S'], start='2018-01-01', end='2018-01-10', freq='D') print(df)
get_data : Exception Occured
(<class 'AttributeError'>, AttributeError("'list' object has no attribute 'rfind'"), <traceback object at 0x00000190C20DC3C0>)
thanks, had just realised that ISIN will provide data needed!