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Eikon10 avatar image
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Identical price data on different exchanges using datastream web service api in python

Hi everyone,

I observed a strange behavior using the datastream web service (dsws) API in python. The appending QuestionDatastreamWebServices.PNG picture shows the output of the following request:

import DatastreamDSWS as dsws

ds = dsws.Datastream(username='<username>', password='<password>')
ds.get_data(tickers="<SPRGn.F^D20>,<SPRGn.H^B21>", fields=['P','VO'],kind=1,start="2021-01-01",end="2021-03-01")


As you can see, I request the price and volume data of the company "SPRINGER VERLAG" between 01.01.2021 and 01.03.2021, but for two different exchanges (Frankfurt and Hamburg). However, the price and volume observations are identical. I also computed the average for both variables over the whole observation period, which is also the same.

I am sure that this has to be a mistake in the database. Or do I misunderstand anything here?

Thank you in advance for your help!

pythondatastream-apidsws-api
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Jirapongse avatar image   Jirapongse

@Eikon10

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AHS

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Jirapongse avatar image
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@Eikon10

From my checking, the <SPRGn.F^D20> and <SPRGn.H^B21> RICs refer to the same Datastream mnemonic (D:SPR).

ds.get_data(tickers="<SPRGn.F^D20>,<SPRGn.H^B21>", fields=['MNEM'],kind=0)

1630034795650.png

You can access the Datastream Navigator website to search for "AXEL SPRINGER".

1630034999004.png


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