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Accepted
22 3 3 4

Warrant data on ISIN via Eikon Data API

Dear all,

I'm too much of a noob when it comes to Python so I would need your help in the following client query. Client is trying to use ISIN for Warrants traded at Frankfurt Stock Exchange like (DE000PF2SQR3 or DE000UH5CN61) to extract CF_BID, CF_ASK etc without needing to pick out RICs everytime. My "code" to first extract RICs and then the data items looks like this:

DATA = ek.get_data(['DE000PF2SQR3', 'DE000UH5CN61'],

['TR.RIC'])

df, err = ek.get_data([DATA],

['CF_NAME','CF_BID', 'CF_ASK', 'BIDSIZE', 'ASKSIZE', 'CF_EXCHNG'])

display(df)


Unfortunately it seems to not use the RICs as DATA and therefore doesnt return any values. Your help in correcting my code would be highly appreciated :)

Kind regards,

Almir

eikon-data-apiricsisinwarrants
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Upvotes
Accepted
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Hi @Almir Purisic ,

as ek.get_data function returns the output dataframe and error message, so it's recommended to be used like the below. Plus, it has to be converted to a Python list before being passed into ek.get_data as a list of instruments. Please see an example code below and let me know if you have any questions

# retrieve RIC from ISIN
DATA, err = ek.get_data(['DE000PF2SQR3', 'DE000UH5CN61'], ['TR.RIC'])

# convert RICs to list to be used
ric_lists = DATA['RIC'].to_list()

# get data
df, err = ek.get_data(ric_lists,
                      ['CF_NAME','CF_BID', 'CF_ASK', 'BIDSIZE', 'ASKSIZE', 'CF_EXCHNG'])
display(df)

1652435048501.png

However, I'm not sure why some of the data is <NA>, you can check the content with support team via MyRefinitiv so the content specialist can help assist you on this.


1652435048501.png (35.5 KiB)
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Upvotes
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@Almir Purisic

These fields (['CF_NAME','CF_BID', 'CF_ASK', 'BIDSIZE', 'ASKSIZE', 'CF_EXCHNG'])) are in the Real-Time category. Typically, we subscribe to get real-time data by using RICs. I assume that this is why those real-time fields can't be used with ISINs.

You can use ISINs with TR fields, such as TR.ClosePrice, and TR.OpenPrice fields.

df, err = ek.get_data(
instruments = ['DE000PF2SQR3','DE000UH5CN61'],
fields = ['TR.ClosePrice','TR.OpenPrice'])
df

1652436327135.png

To get real-time fields, you need to convert ISINs to RICs.

df, err = ek.get_data(
instruments = ['DE000PF2SQR3','DEPF2SQR.F'],
fields = ['CF_LAST'])
df

1652436695419.png




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1652436695419.png (11.0 KiB)
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Upvotes
22 3 3 4

@raksina.samasiri thanks a million! This has helped us sell an Eikon Global Equities license and displace the competition. In my CodeBook it somehow was able to pull the data. I had no N/A as results. Have a nice weekend! Cheers, Almir

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