question

Upvotes
Accepted
36 11 10 14

Retrieve list of instruments for all stocks on an exchange

Greetings

I wish to perform breadth analysis on an exchange. How would I go about getting a list of all issues/stocks on an exchange that I need to query?

Regards, and thank you

eikoneikon-com-api
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.

Upvotes
Accepted
4.6k 26 7 22

You can do so by using on of the COM APIs RSearch (here is the tutorial and the related download). Your asset class in this case will be "EQUITY", and the search criteria look like this (for example, London Stock Exchange):

"ExchangeCode: 'LSE' IsPrimaryQuote:Yes"

The result will be the full list of shares traded on LSE.

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.

Upvotes
1 1 1 3

any .net sample code for this? thanks

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.

comapiusageexamplesyncsearchapi.zip

Here you are. Make sure you reference Interop.Rsearch.dll from the correct location, so it compiles.

%PROGRAMFILES(X86)%\Thomson Reuters\Eikon\<X, Y or Z folder>\Bin\Apps\TR.OFFICE.CORE\0.0.0.0\Bin\Interop.RSearch.dll

To see your active version of Eikon and determine with folder (X, Y or Z) to use, you can open

%PROGRAMFILES(X86)%\Thomson Reuters\Eikon\Eikon.exe.xml and read the BinFolder tag.

Greetigns Zhenya
Is it possible to do this type of query at a point in time (specific day) in the past?
Thank you kindly for all your help!

Hi @armandnaude! I could not find a search criteria like that, so looks like no.

Upvotes
327 2 2 2

Hi,

Trkd api is a demand based product and is not meant for bulk download. The maximum no. of results one can fetch is 4020 therefore you need to apply filters to refine the result.

You need to apply filters like exchange code = LSE, asset catergory = ORD and GICS code = 10102010 to get the results.

Thanks

Muzammil

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.

Thanks for your post Muzammil. This is very insightful information about the bandwidth limits designed for TRKD API usage. However I believe @armandnaude is looking for a solution within Eikon, by posting in the Eikon COM forum. This can be confusing as both Eikon COM and TRKD host a function called RSearch

Upvotes
1 0 0 3

When I use the RSearch function, I can only retrieve up to 2000 instrument at a time. Is there any way to handle this issue? Thanks.

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.

Generally no. For some searches you may be able to order the results by some criteria and use the result of the previous query as a criteria for the next one, thus retrieving the next batch of 2K instruments. E.g. if you're searching for all stocks listed on an exchange you can order the result by market cap descending. Then use the lowest of the market cap for stocks in the result set as an additional criteria for the next query, e.g. "ExchangeCode:'FRA' MktCapCompanyUsd:<..." and so on. But this is only possible for some searches.