question

Upvotes
Accepted
11 3 4 7

Deals Screener equivalent via RDP

I am currently using the following code on the Eikon API to bring in screener information on equity, bond and loan deals for a selected list of tickers (the variable tickers_string), for a selected time period (variables being date_start and date_end) :

analysis_start = '20110101'
analysis_end = '20210526'
tickers_string = '5037958512, 4295912121' 
df_bond, err = ek.get_data("SCREEN(U(IN(DEALS)/*UNV:DEALSBOND*/), TR.NIisECM=False, IN(TR.NIParticipant(NIDealPartRole=IS)," + tickers_string + "), BETWEEN(TR.NIIssueDate," + date_start + "," + date_end +  ")/*dt:Date*/, CURN=USD)",["TR.NISdcDealNumber","TR.NIIssueDate","TR.NIIssuer","TR.NIIssuerPermId","TR.NIIssuerUltParent","TR.NIIssuerUltParentPermID","TR.NIRedemptionMaturityDate","TR.NIIssueType(Concat='|')","TR.NITransactionStatus","TR.NIIssuerNation","TR.NIOfferPrice","TR.NIProceedsAmtInclOverallotSoldAllMkts(Curn=USD,Scale=6)","TR.NIIssuerExchTicker(Concat='|')","TR.NISecurityTypeAllMkt","TR.NIGrossSpreadAsPctOfPrincipalAmtThisMkt","TR.NIPkgOfferCurrency","TR.NIIssuerDomicileNation","TR.NIUseOfProceedsType(Concat='|')","TR.NIUnderwritingFeeAsPctOfPrincipalAmtThisMktPrint","TR.NIBookRunner(Concat='|')","TR.NIBookOrCoManager(Concat='|')"])

The code works well but there's a peculiar issue I am trying to solve - specifically I am trying to get to a RIC or OrgID ID for each of the BookRunners involved.

After performing a data manipulation exercise I get to a list of Book Runners. For other queries originated in the RDP API I would be using the following code to get a list of matching organisations:

    for firm in book_runners:
        company_name = str(firm)
        try:
            df = rdp.search(view = rdp.SearchViews.Organisations, query = company_name) #Scans company name across Refinitiv Organisations database

And with that I usually get a matching list of entities.

The issue is however that when running for those names that I got via Eikon API, no matches show up.

So the solutions here are two:

1. Find another RDP library which identifies those names; or

2. Reproduce the iteration on RDP API as in such a way the names being brought in would probably be recognised.


Would you please help out on either.

Thanks!

rdp-apirefinitiv-data-platformscreener
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.

1 Answer

Upvotes
Accepted
131 1 0 0

@Giorgio Cozzolino

I'm afraid I do not reproduce the behavior you describe on my end. How do you construct the book_runners list? The return value for TR.NIBookRunner(Concat='|') from the Deals Screener is a string of pipe separated organization names. E.g. for the deal with SDC Deal Number 3593297006, the value is "Barclays Capital Group|Citigroup Global Markets Inc|Bank of America Merrill Lynch|HSBC Securities (USA) Inc|Morgan Stanley International Ltd|JP Morgan & Co Inc". If I then take this string, split it along the pipe symbol separator, and use the organization name as the query against Organisations view in RDP Search service, I get several hits for each book runner.

book_runners = 'Barclays Capital Group|Citigroup Global Markets Inc|Bank of America Merrill Lynch|HSBC Securities (USA) Inc|Morgan Stanley International Ltd|JP Morgan & Co Inc'
for company_name in book_runners.split('|'):
    num_hits = rdp.Search.search(view = rdp.SearchViews.Organisations, 
                                 query = company_name).data.raw["Total"]
    print(f'{company_name} --- {str(num_hits)}')

The output from the above is

Barclays Capital Group --- 2
Citigroup Global Markets Inc --- 31
Bank of America Merrill Lynch --- 82
HSBC Securities (USA) Inc --- 6
Morgan Stanley International Ltd --- 26
JP Morgan & Co Inc --- 14
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.