For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
4 0 1 1

Extracting RICs of LSE AIM companies

I'm trying to get the rics of just the companies listed on the AIM section of the LSE using the Eikon data api.

To get the rics of all the companies listed on the LSE I could do something like:

ek.get_data('SCREEN(U(IN(Equity(active,public,primary))), IN(TR.ExchangeMarketIdCode,"XLON"))','TR.RIC')

where I've used the LSE MIC "XLON" for the exchangemarketIdCode.

(I copied this example straight from https://community.developers.refinitiv.com/questions/29855/retrieve-the-complete-list-of-rics-of-an-exchange.html)

How do I filter out non-AIM companies? Is there any documentation for SCREEN anywhere? It seems like a very powerful tool but there's nothing about it on the documentation page https://docs-developers.refinitiv.com/1595933859823/14684/book/en/eikon/index.html#get_data


eikoneikon-data-apiworkspaceworkspace-data-apirefinitiv-dataplatform-eikonpythonscreening-api
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Upvotes
Accepted
39.2k 75 11 27

To learn about using the Screener see the article titled "Find Your Right Companies with SCREENER".

I don't believe you can distinguish between the companies listed on various markets of LSE using the Screener. However, you can add the field "MIC_CODE" to the list of fields you request. For stocks that are traded on AIM the value returned for this field is "AIMX", thus you can select AIM stocks using

lse_listing_df, err = ek.get_data(
    ('SCREEN(U(IN(Equity(active,public,primary))),' 
    'IN(TR.ExchangeMarketIdCode,"XLON"))'),
    ['MIC_CODE'])
aim_stocks_list = lse_listing_df.loc[
    lse_listing_df['MIC_CODE']=='AIMX','Instrument'].tolist()
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Upvotes
4 0 1 1

Thanks a lot for your answer. Both for your link and the example.

Originally I tried to find something like "MIC_CODE" in the data item browser but could only find "TR.MIC" which was empty and "TR.OperatingMIC" which pointed to XLON for (i think) everything on AIM. I tried searching for "MIC_CODE" just now for an AIM listed company but couldn't find anything:

If I had known this attribute actually exists I would have saved a lot of time! Given that I can't rely on the data item browser to work out if an attribute actually exists, is there a better way?




1596009975581.png (29.9 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Alternative way is to contact Refinitiv Content Helpdesk.

The Refinitiv Content Helpdesk can be reached using Contact Us capability in your Eikon application.
Or by calling the Helpdesk number in your country.
Or at https://my.refinitiv.com/

@ben.jourdan

Unfortunately not all real-time fields are listed in Data Item Browser app and we're looking to address this. In the meantime the best way to view the list of real-time fields available for a RIC is to display the RIC in a Quote app in Eikon application, then right click within the Quote window and from the right-click menu select Templates - Display All Fields. This will display the raw real-time record as a vector of field name/value pairs.

Click below to post an Idea Post Idea