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Question by armandnaude · Sep 19, 2016 at 08:57 AM · eikon-sdkeikon comcontent

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

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Answer by Zhenya Kovalyov · Sep 19, 2016 at 09:16 AM

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.

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Answer by jayhtchan · Oct 03, 2016 at 03:00 AM

any .net sample code for this? thanks

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Zhenya Kovalyov ♦♦ · Oct 03, 2016 at 05:34 AM 1
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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.

comapiusageexamplesyncsearchapi.zip (7.3 KiB)
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armandnaude Zhenya Kovalyov ♦♦ · Oct 12, 2016 at 06:28 PM 0
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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!

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Zhenya Kovalyov ♦♦ armandnaude · Oct 14, 2016 at 09:31 AM 0
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Hi @armandnaude! I could not find a search criteria like that, so looks like no.

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Answer by Muzammil.Sharief · Oct 03, 2016 at 10:11 AM

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

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Zhenya Kovalyov ♦♦ · Oct 04, 2016 at 04:12 AM 0
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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

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Answer by h24cui · Apr 17, 2017 at 06:15 PM

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.

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Alex Putkov. ♦♦ · Apr 17, 2017 at 07:14 PM 0
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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.

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