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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
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)
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.
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
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
@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