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app.py
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37 lines (32 loc) · 1.31 KB
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""" Example application using lseg.data module to open a session and retrieve data from ISIN."""
import lseg.data as ld
from lseg.data.content import symbol_conversion
if __name__ == '__main__':
try:
ld.open_session()
print('Session opened successfully.')
except Exception as e:
print(f'Failed to open session: {e}')
print('Application is running...')
# Symbol types:
# - symbol_conversion.RIC => RIC
# - symbol_conversion.ISIN => IssueISIN
# - symbol_conversion.CUSIP => CUSIP
# - symbol_conversion.SEDOL => SEDOL
# - symbol_conversion.TICKER_SYMBOL => TickerSymbol
# - symbol_conversion.OA_PERM_ID => IssuerOAPermID
# - symbol_conversion.LIPPER_ID => FundClassLipperID
response = symbol_conversion.Definition(
symbols=['US0378331005', 'US5949181045',
'US0231351067', 'US02079K3059', 'US88160R1014'],
from_symbol_type=symbol_conversion.SymbolTypes.ISIN,
to_symbol_types=[
symbol_conversion.SymbolTypes.RIC
],
).get_data()
# Print response
print(f' Converting ISIN to RIC:\n {response.data.df}')
# Convert RIC column to List
RICs_list = list(response.data.df['RIC'])
data = ld.get_data(universe=RICs_list, fields=['CF_CURR', 'BID', 'ASK'])
print(f'Retrieve data:\n {data}')