Chavalit Jintamalit
Developer Advocate
Developer Advocate
This is a cheat sheet for Eikon Data API calls on different asset types.
1. Symbology
Example 1 - get_data()
RICS=['IBM','WMT','MSFT','AAPL','TWTR']
RICS_list=[RIC+"@ticker" for RIC in RICS]
ticker,err = ek.get_data(RICS_list,'TR.RIC')
ticker
Example 2 - get_symbology()
codes = ['IBM','WMT','MSFT','AAPL','TWTR']
ticker = ek.get_symbology(codes, bestMatch=False)
ticker
Example 3 - get RIC from bond
PreferredRIC,err = ek.get_data('US9128283J70',fields=['TR.PreferredRIC'])
PreferredRIC
Example 4 - get CUSIP and international CUSIP
RICS = ['IBM.N','VOD.L','GOOG.O','0005.HK']
fields = ['TR.CUSIP','TR.CUSIPExtended','TR.PriceClose']
CUSIP,err = ek.get_data(RICS, fields)
CUSIP
Example 5 - Screener, please see also this guide and TRBC code.
SCREENER_REQUEST = """SCREEN(U(IN( Equity(active,public,primary) )),
IN(TR.TRBCEconSectorCode,"51"),
TR.CompanyMarketCap>=10000000000,CURN=USD)"""
Screener_Data,err = ek.get_data([SCREENER_REQUEST],fields=['TR.RIC','TR.CompanyName'])
Screener_Data
2. Deals
permid,err = ek.get_data('300828.SZ','TR.OrganizationID')
screen ="""SCREEN(U(IN(DEALS)/*UNV:DEALSEQ*/),TR.NIisECM=True,
IN(TR.NIParticipant(NIDealPartRole=IS),""" + str(permid.iloc[0,1]) + "))"
data,err = ek.get_data(screen,['TR.NIHasLockup','TR.NILockupDays','TR.,→NILockupShares'])
data
3. Company Guidance
fields = ['TR.GuidanceMeasure(Period=FY1)',
'TR.GuidancePeriodYear(Period=FY1)',
'TR.GuidancePeriodMonth(Period=FY1)',
'TR.GuidanceDate(Period=FY1)',
'TR.GuidanceText(Period=FY1)',
'TR.GuidanceSpeaker(Period=FY1)',
'TR.GuidanceDocType(Period=FY1)']
guidance,err = ek.get_data('TSLA.O', fields)
guidance
4. Earnings
RICS = ['TSLA.O','AAPL.O','IBM','AMZN.O','JPM','GS']
fields = ['TR.EpsSmartEst','TR.EPSMean','TR.EpsPreSurprisePct','TR.EpsPreSurprise',
'TR.EpsPreSurpriseFlag','TR.EPSMedian','TR.EPSLow','TR.EPSHigh']
eps,err = ek.get_data(RICS, fields)
eps
5. Analyst Recommendations
fields = ['TR.AnalystName','TR.RecLabelEstBrokerName','TR.RecEstValue',
'TR.BrkRecLabel','TR.TPEstValue','TR.EPSLTGEstValue',
'TR.SingleStockRatingRecommendation1to5T24M',
'TR.SingleStockRatingRecommendation1to100T24M',
'TR.RecMean','TR.PriceTargetMean','TR.LTGMean']
analysts,err = ek.get_data(['TSLA.O'], fields)
analysts.head(5)
6. Timeseries
Example 1 - get_data() with field level parameter
RICs = ['AAPL.O','IBM','MSFT.O','TWTR.K']
start_date = '2019-12-12'
end_date = '2019-12-15'
ts,e = ek.get_data(RICs,
['TR.PriceClose(SDate=2019-12-12,EDate=2019-12-15,Frq=D).date',
'TR.PriceClose(SDate=2019-12-12,EDate=2019-12-15,Frq=D)',
'TR.TotalReturn1Mo(SDate=2019-12-12,EDate=2019-12-15,Frq=D)'])
ts
Example 2 - get_data() with request level parameter
RICs = ['AAPL.O','IBM','MSFT.O','TWTR.K']
ts,e = ek.get_data(RICs,
['TR.PriceClose.date','TR.PriceClose','TR.TotalReturn1Mo'],
{'SDate':'2019-12-12','EDate':'2019-12-15','Frq':'D'})
ts
Example 3 - get_timeseries()
RICs = ['AAPL.O','IBM']
ts = ek.get_timeseries(RICs, start_date='2019-12-12', end_date='2019-12-15')
ts
7. Industry Analysis / The Refinitiv Business Classifications (TRBC)
RICS = ['AIRP.PA','BASFn.DE','1COV.DE','AKZO.AS','DSMN.AS','LXSG.DE','SOLB.BR','CLN.S']
fields = ['TR.CommonName','TR.TRBCEconomicSector','TR.TRBCBusinessSector',
'TR.TRBCIndustryGroup','TR.TRBCIndustry','TR.TRBCActivity',
'TR.TRBCEconSectorCode','TR.TRBCBusinessSectorCode','TR.TRBCIndustryGroupCode',
'TR.TRBCIndustryCode','TR.TRBCActivityCode']
trbc,err = ek.get_data(RICS, fields)
trbc
8. Ownership Data
Example 1
fields = ['TR.InsiderFullName','TR.InsiderFullName.date',
'TR.AdjSharesTraded','TR.TransactionDate','TR.AdjSharesHeld']
own,err = ek.get_data('TWTR.K', fields ,{'SDate':'2018-04-16','EDate':'2020-04-15','Frq':'Q'})
own
Example 2
fields = ['TR.FundPortfolioName','TR.FundInvestorType','TR.FdAdjPctOfShrsOutHeld',
'TR.FundAdjShrsHeld','TR.FdAdjSharesHeldValue','TR.FundHoldingsDate']
own,err = ek.get_data('AAPL.O', fields,{'SDate':-25,'EDate':-24,'Frq':'D'})
own = own[own["Fund Shares Held (Adjusted)"]!=0].reset_index(drop=True)
own
9. Corporate Actions Data
fields = ['TR.EventType','TR.EventTitle','TR.EventStartDate','TR.EventLastUpdate']
parameters = {'SDate':'2015-08-01','EventType':'ALL','EDate':'2017-11-20'}
corax,err = ek.get_data('AAPL.O', fields, parameters)
corax
10. Volatility
Example 1 - Volatility
vols_profile=['TR.Volatility2D','TR.Volatility5D','TR.Volatility10D',
'TR.Volatility15D','TR.Volatility20D','TR.Volatility25D',
'TR.Volatility30D','TR.Volatility40D','TR.Volatility50D',
'TR.Volatility60D','TR.Volatility90D','TR.Volatility100D',
'TR.Volatility120D','TR.Volatility150D','TR.Volatility160D',
'TR.Volatility180D','TR.Volatility240D','TR.Volatility250D',
'TR.Volatility260D']
vols,err = ek.get_data(['AAPL.O','IBM.N','AOT.BK'], vols_profile)
vols.transpose()
Example 2 - Equity Implied Volatility
#EQUITY IMPLIED VOLS = Ticker + "ATMIV.U" (Reference the IMPLIEDVOL speed_guide within Eikon)
RIC = 'WMT' + 'ATMIV.U'
fields = ['TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORCALLOPTIONS',
'TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS',
'TR.60DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORCALLOPTIONS',
'TR.60DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS',
'TR.90DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORCALLOPTIONS',
'TR.90DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORCALLOPTIONS']
implied_vol, err=ek.get_data(RIC, fields,{'SDate':0,'EDate':-10,'Frq':'D'})
implied_vol
Example 3 - Futures Implied Volatility
# Futures Implied Vols = Ticker + 'ATMIV' (refernce FUT/IMPLIEDVOL1 Speed Guide in Eikon)
# Examples, Corn (1CATMIV), Wheat (1WATMIV), Crude Oil (CLATMIV), 10Y UST(2TYATMIV)...
RICS = ['1CATMIV','1WATMIV','CLATMIV','2TYATMIV',]
fields = ['TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORCALLOPTIONS',
'TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS',
'TR.60DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORCALLOPTIONS',
'TR.60DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS',
'TR.90DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORCALLOPTIONS',
'TR.90DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORCALLOPTIONS']
fut_implied_vol, err=ek.get_data(RICS, fields)
fut_implied_vol
11. Portfolios and Lists
Type 'PAL' on Eikon search bar and press enter to launch Portfolio & List Manager app (for example 1 and 2)
Type 'MON' on Eikon search bar and press enter to launch Monitor app (for example 3)
Example 1 - Portfolio
fields = ['TR.PortfolioStatementDate','TR.PortfolioModifiedDate','TR.PortfolioConstituentName',
'TR.PortfolioShares','TR.PortfolioWeight','TR.PortfolioDate',
'TR.PriceClose(SDate=2020-12-14)','TR.CompanyMarketCap(Scale=6,SDate=2020-12-14)']
PortData,err=ek.get_data(["Portfolio('TEST-PORTFOLIO','20201214')"], fields)
PortData
Example 2 - List
ListData,err = ek.get_data("List('test-list1')",['TR.RIC','CF_LAST'])
ListData
Example 3 - Monitor
MonitorData,err = ek.get_data("Monitor('TEST-MONITOR')",['TR.RIC','CF_LAST'])
MonitorData
Example 4 - Index/Exchange Constituents as of certain date
IndexData,err = ek.get_data('0#.IXIC(20190102)',['TR.RIC'])
IndexData
Example 5 - Index Leavers/Joiners
fields = ['TR.IndexJLConstituentRIC','TR.IndexJLConstituentName','TR.IndexJLConstituentChangeDate.change']
LeaversJoiners,err = ek.get_data('.SPX', fields,{'SDAte':'20190101','EDate':'20191201','IC':'B'})
LeaversJoiners
12. Fixed Income Data
Example 1 - Bond Status
RICS = ['841338AA4=','717081EP4=','US10YT=RR','FR201534887=','931142BF9=','909279AG6=']
fields = ['TR.FiIssuerName','TR.FiNetCoupon','TR.FiMaturityDate','TR.FIAssetStatus','TR.FiAssetStatusDescription']
bond_status,err = ek.get_data(RICS, fields)
bond_status
Example 2 - Fixed Income Securities Core Reference Data
RICS = ['717081EP4=','US10YT=RR','FR201534887=','931142BF9=','DE182350257=']
fields = ['TR.FiIssuerName','TR.FiParentTicker','TR.ISIN','TR.CUSIP','TR.FiCurrency',
'TR.FiNetCoupon','TR.FiMaturityDate','TR.FiIndustrySubSectorDescription',
'TR.FiSPRating','TR.FiMoodysRating','TR.FiFitchsRating','TR.FiFaceOutstanding']
fi_sec_master,err = ek.get_data(RICS, fields)
fi_sec_master
Example 3 - Bond Pricing
bond_rics=['US931142CB75=TE','931142CB7=RRPS','931142CB7=','931142CB7=2M','931142CB7=1M']
fields = ['CF_SOURCE','TR.BIDPRICE','TR.ASKPRICE','TR.MIDPRICE','TR.BIDYIELD','TR.MIDYIELD','TR.ASKYIELD']
bond_prices,err = ek.get_data(bond_rics, fields)
bond_prices.sort_values(['Mid Price'])
Example 4 - Bond Analytics
RICS = ['717081EP4=','US10YT=RR','FR201534887=','931142BF9=','DE182350257=']
fields = ['TR.YieldToMaturityAnalytics','TR.YieldToWorstAnalytics','TR.DurationAnalytics',
'TR.ModifiedDurationAnalytics','TR.ConvexityAnalytics','TR.GovernmentSpreadAnalytics',
'TR.SwapSpreadAnalytics','TR.AssetSwapSpreadAnalytics','TR.ZSpreadAnalytics','TR.OASAnalytics']
fi_analytics,err = ek.get_data(RICS, fields)
fi_analytics
Example 5 - Historical Bond Pricing
point_in_time,err = ek.get_data(['717081EP4='],
['TR.YieldToMaturityAnalytics'],
{'SDate':'2019-01-17','EDate':'2019-01-17','Frq':'D'})
point_in_time
Example 6 - Historical Analytics
ytm,err = ek.get_data(['717081EP4='],
['TR.YieldToMaturityAnalytics(ValuationDate=2020-02-10)',
'TR.ModifiedDurationAnalytics(ValuationDate=2020-02-10)',
'TR.ConvexityAnalytics(ValuationDate=2019-02-10)'])
ytm
Example 7 - Credit Default Swaps
cdx,err = ek.get_data(['0#CDXIG5YC=R'],['CF_NAME'])
cdslist = cdx['Instrument'].tolist()
fields = ['TR.CDSOrgShortName','TR.CDSTenor','TR.PARMIDSPREAD','TR.SPREADOVERRATING',
'TR.SPREADOVERSECTOR','TR.SPREADOVERSUBSECTOR','TR.DEFAULTPROBABILITY']
cds,err = ek.get_data(cdslist, fields)
cds.dropna()
