Hi @zzhao

Is the SCREEN command only works with get_data?

You cannot use SCREENER with get_timeseries.

You can use it with get_data to build a RIC list first then pass this RIC list in your get_timeseries API call.

Here is the sample:

df,e = ek.get_data('SCREEN(U(IN(Equity(active,public,primary))), IN(TR.ExchangeCountryCode, "NZ"))', 'TR.RIC')
ric_list = df['RIC'].tolist()

dt=ek.get_timeseries(rics=ric_list, fields='CLOSE', start_date="2016-03-01",
                     end_date = "2017-03-01", interval = "monthly")
dt

Is there a way to get data for all stocks from a given country?

You can use the SCREENER app to define a SCREENER formula which contains only country criteria.

Then follow the sample process to get the RIC list and retrieve data accordingly.