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Nikunj.Jain avatar image
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How do I convert a DSGRID/DataStream query into one for the Python API?

 
               
I am trying to pull in Options pricing data. I already have the relevant input codes - here is the query I used to use in DataStream with DSGRID
 
               
=@DSGRID($D$2:$H$2,"O3",$C$1,"","D","SDateCellRef=true;ColHeader=true;DispSeriesDescription=false;YearlyTSFormat=false;QuarterlyTSFormat=false;AutoRefresh=false","")
 
               
where $D$2:$H$2 is
 
               
MSQ$DELTA25C MSQ$DELTA25P MSQ$DELTA10C MSQ$DELTA10P MSQ$DELTAATM
 
               
and $C$1 is a date, say, 1/1/2015.
 
               

 
               
I am now trying to pull this using the Python API // in codebook. Can somebody help?
 
               
Thanks
 
              
 
               eikon-data-apidatastream  
               
               
              
 
               
 
                 
                 
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  2   Answers  
  
             
           
 
           
 
            
 
             
 
              
             
 
              
 
               
 
                
                
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                   Jirapongse avatar image  
                 
 
                 
 
                   
                  
 
                   38.1k 
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@Nikunj.Jain 

               
The code looks like the following.

               
ds.get_data(tickers='MSQ$DELTA25C,MSQ$DELTA25P,MSQ$DELTA10C,MSQ$DELTA10P,MSQ$DELTAATM', 
            fields=['O3'], 
            start='2015-01-01', 
            freq='D')

               
The output is:

               
1636692270112.png
 
              
 
              
 
              
 
               
 
                 
                1636692270112.png 
                (11.5 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. 
 
                 
 
                  
 
                  
 
                 
 
                
 
                
               
 
              
 
              
 
              
 
             
 
            
 
             
            
 
             
 
              
             
 
              
 
               
 
                
                
               Upvotes 
              
 
              
 
              
 
             
 
             
 
              
 
               
 
                
 
                 
 
                   jonathan.legrand avatar image  
                 
 
                 
 
                   
                  
 
                   1.4k 
                    ●6  ●2  ●2 
                  
 
                 
 
                
 
                   
               
 
              
 
              
 
               
Hi @Nikunj.Jain ,

               
There are example Notebooks showing how one may use Datastream in Codebook:


               
1636655403436.png

               
Then under 01. Data Retrieval & Discovery

               
and then 01.03.Datastream Library

               


               
Please do let me know if those examples are enough
 
              
 
              
 
              
 
               
 
                 
                1636655403436.png 
                (26.9 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. 
 
                 
 
                  
 
                  
 
                 
 
                
 
                
               
 
              
 
              
 
              
 
             
 
            
 
             
           
 
          
 
           
         
 
          
          
          
          
          
          
          
          
         
         
          
        
 
        
 
         

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