For a deeper look into our Eikon Data API, look into:
Overview | Quickstart | Documentation | Downloads | Tutorials | Articles
To my understanding, the following only gives me the volume being traded in Canada:
df, err = ek.get_data(['AC.TO'], ["TR.PriceClose.date", "TR.PriceClose", "TR.Volume"], {'SDate':"2019-07-01", 'EDate':"2019-07-08",'Frq':'D'})
Is there a way I can get the trading volume on other exchanges as well? I have a list of about 200+ companies. Thanks
Hi @hugh.nguyen
When you use the RIC code 'AC.TO' you are requesting data for Air Canada on the Toronto Stock exchange.
If you want to get the data for other exchanges, you can find the relevant RIC codes by using our RIC Search tool
Using the tool you can initially search for Air Canada and then select Equities, to filter the results.
You can then further filter the list for example, by typing Air Canada a the top of the Name column. You can also filter on 'Type of Equity' to narrow the list further.
You can also contact our Content Helpdesk and ask them if they can supply you with a list of RIC codes for each of your companies.
@hugh.nguyen
I'm not sure what your end goal is, but in my opinion getting the list of all exchanges where the stock is traded and consolidating traded volume by adding up the volume reported to each individual exchange is a non trivial task, which is probably not worth doing. To see what you would be up against have a look at All Quotes app for a stock in Eikon (e.g. type in the command line "AC.TO AQ". Out of all the trading venues listed only a fraction will have any trading volume. And then if you wanted to consolidate it, you would typically need to account for exchange rate, as volumes will be reported in different currencies, as well as for depositary receipt ratios (if any), as a depositary receipt may represent a multiple or a fraction of the ordinary share. For markets where trading may be fragmented Refinitiv provides ready available consolidated quotes. For Canada the consolidated quote is in "*.CCP" RIC, e.g. "AC.CCP". If you'd like to learn more about consolidated quotes for Canada or any other market, the best resource for content search and explanation questions is Refinitiv Helpdesk, which you can reach using Contact Us capability in your Eikon application or following the link provided by @Umer Nalla.
@Alex Putkov Hello Alex, thank you for your help. My end goal to to get the total trading volumes not limited to only one exchange on which a stock is traded. For example, air canada is also traded on Berlin (.BE) and Frankfurt (.F) exchanges. What would be the most efficient approach to achieve this in a programmatic manner?
I have sent an email to the helpdesk and asked the to provided me with a full list of rics in my list companies.
Lots of US and Canadian stocks are also traded on German exchanges, but the volumes there are typically negligible. I think they're probably not worth accounting for. But if you do need to account for those volumes, then the task is not trivial, as I mentioned earlier. If you only need to add the volume on German exchanges, then I suggest using consolidated quote for German markets ("*.DEU" RICs, e.g. for Air Canada the RIC is "ADH2.DEU") rather than individual quotes from each exchange. But if you need to add the volume from all markets globally, then there's no way around consolidating the volume from each individual venue. And either way you have deal with currency conversion and depositary receipt ratios.
