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calice.l avatar image
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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

datastream-apiricsdsws-apisymbologymnemonics
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Alex Putkov.1 avatar image
39.4k ●78 ●11 ●27

@calice.l

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.

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calice.l avatar image calice.l

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?)?

Alex Putkov.1 avatar image Alex Putkov.1 calice.l

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)
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Alex Putkov.1 avatar image
39.4k ●78 ●11 ●27

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')
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calice.l avatar image calice.l

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>)



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calice.l avatar image
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thanks, had just realised that ISIN will provide data needed!

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