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Almir Purisic avatar image
22 ●4 ●5 ●5

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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wasin.w avatar image   wasin.w

Hello @Almir Purisic

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS


3 Answers

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raksina.samasiri avatar image
14.2k ●30 ●5 ●10

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
Jirapongse avatar image
78.9k ●250 ●52 ●74

@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




1652436327135.png (12.9 KiB)
1652436695419.png (11.0 KiB)
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Upvotes
Almir Purisic avatar image
22 ●4 ●5 ●5

@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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