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Eikon_Data_APIを利用した東証業種別株価指数のデータ取得について
今回、pythonのEikon_Data_APIを使用したデータ取得について質問があるためメールを送らせていただきました。
【質問】
・１枚目画像の「赤丸で囲んである指数の＜RICコード＞を取得」するにはどのようにしたらよいでしょうか？
２枚目画像では取得することができませんでした。
Alternatively, you can expand the chain by your Python code using Eikon Data API.
import pandas as pd
import time
#Define getUnderlying() function
def getUnderlying(baseRic):
LONGNEXTLR = baseRic
#For LONGLING1 to LONGLINK15 and LONGNEXTLR fields
fields = ['LONGLINK{}'.format(x) for x in range(1, 15)]
fields.append('LONGNEXTLR')
all_underlying_rics = []
#if LONGNEXTLR is not empty, try to retrieve the data fields
while LONGNEXTLR!='':
df,e = ek.get_data(LONGNEXTLR,fields)
LONGNEXTLR = df.iloc[0]['LONGNEXTLR'] if pd.notnull(df.iloc[0]['LONGNEXTLR']) else ''
#If LONGLINK<x> field is not null, append its value to all_underlying_rics list
for x in range(1, 15):
currentField = 'LONGLINK{}'.format(x)
all_underlying_rics.append(df.iloc[0][currentField]) if pd.notnull(df.iloc[0][currentField]) else None
#delay between each API call for 1 second
time.sleep(1)
return all_underlying_rics
You can the function with below example:
ricList = getUnderlying('.TSEK')
print(ricList)
I'm afraid .TSEK is a chain that does not have typical "0#" chain prefix, hence Eikon Data APIs do not recognize it as a chain. The only way I can think of retrieving the constituents for this chain is by using StreamingChain class of the content layer of RDP Library. Here's a quick example.
import refinitiv.dataplatform as rdp
rdp.open_desktop_session('YOUR_APP_KEY')
def print_chain_constituents(streaming_chain, constituents):
print(constituents)
streaming_chain = rdp.content.StreamingChain(
name = '.TSEK',
on_complete = lambda streaming_chain, constituents :
print_chain_constituents(streaming_chain, constituents))
streaming_chain.open()
There are more examples of using StreamingChain class available in Codebook app in Eikon/Refinitiv Workspace under the __Examples__ folder -> 02 - Refinitiv Data Platform Library.
PyPI から refinitiv.dataplatform パッケージをインストールし,下記プログラムを実行しました.
このエラーを消すにはどうしたらよろしいでしょうか？
