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cyrille.guillaumie avatar image
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Retrieve Market Share Screener (MSR) data via API

I would like to know whether there is a way to retrieve data from the Market Share Screener (MSR), which requires Premium licence, via the EIKON APIs in R or in Python.

So far I have not found a way to achieve so and I am stuck export several Excel files manually.

Grateful if you can help. Thanks a lot !

Best,

Cyrille

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2 Answers

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chavalit-jintamalit avatar image
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Hi @cyrille.guillaumie

Just an idea, would this sample code serve the same purpose?


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cyrille.guillaumie avatar image cyrille.guillaumie

Thanks a lot for the suggestion, but I lack the breakdown by type of trading here unfortunately (Lit, Dark, Periodic auction, OTC, etc.). This would work otherwise.

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Jirapongse avatar image
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@cyrille.guillaumie

You may need to contact the Eikon support team to verify if it is possible to use the Eikon Excel (TR or RHistory function) to retrieve the same data as shown in the Market Share Screener.

If Eikon Excel can retrieve it, we can apply the formula to the Eikon Data API.

You can contact the Eikon support team via MyRefinitv.

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cyrille.guillaumie avatar image cyrille.guillaumie

Thanks, I will do as you suggest and contact the support directly.

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