Fetching all companies in an index¶
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import refinitiv.data as rd
rd.open_session()
/home/runner/.local/share/virtualenvs/refinitiv-data-python-cookbook-I-HIyNf4/lib/python3.10/site-packages/refinitiv/data/_access_layer/session.py:71:FutureWarning:
You open a platform session using the default value of the signon_control parameter (signon_control=True).
In future library version v2.0, this default will be changed to False.
If you want to keep the same behavior as today, you will need to set the signon_control parameter to True either in the library configuration file
({'sessions':{'platform':{'your_session_name':{'signon_control':true}}}}) or in your code where you create the Platform Session.
These alternative options are already supported in the current version of the library.
<refinitiv.data.session.Definition object at 0x7f0ff040d060 {name='rdp'}>
You can use the Refinitiv Data Library for Python to retrieve metadata about all of the companies in a stock index.
To do so, pass the index’s Refinitiv Instrument Code with a 0#
prefix to the fundamental_and_reference
component of package’s content
submodule.
The method requires that you specify at least one field to retrieve for each company, in addition to its code. Here’s how to retrieve the name and ticket symbol of each of the 30 entries in the Dow Jones Industrial Average:
rd.content.fundamental_and_reference.Definition(
universe=["0#.DJI"],
fields=[
"TR.CommonName",
"TR.TickerSymbol"
],
).get_data().data.df
Instrument | Company Common Name | Ticker Symbol | |
---|---|---|---|
0 | GS.N | Goldman Sachs Group Inc | GS |
1 | NKE.N | Nike Inc | NKE |
2 | CSCO.OQ | Cisco Systems Inc | CSCO |
3 | JPM.N | JPMorgan Chase & Co | JPM |
4 | DIS.N | Walt Disney Co | DIS |
5 | INTC.OQ | Intel Corp | INTC |
6 | DOW.N | Dow Inc | DOW |
7 | MRK.N | Merck & Co Inc | MRK |
8 | CVX.N | Chevron Corp | CVX |
9 | AXP.N | American Express Co | AXP |
10 | VZ.N | Verizon Communications Inc | VZ |
11 | HD.N | Home Depot Inc | HD |
12 | MCD.N | McDonald's Corp | MCD |
13 | UNH.N | Unitedhealth Group Inc | UNH |
14 | AMZN.OQ | Amazon.com Inc | AMZN |
15 | KO.N | Coca-Cola Co | KO |
16 | JNJ.N | Johnson & Johnson | JNJ |
17 | MSFT.OQ | Microsoft Corp | MSFT |
18 | HON.OQ | Honeywell International Inc | HON |
19 | CRM.N | Salesforce Inc | CRM |
20 | PG.N | Procter & Gamble Co | PG |
21 | IBM.N | International Business Machines Corp | IBM |
22 | MMM.N | 3M Co | MMM |
23 | AAPL.OQ | Apple Inc | AAPL |
24 | WMT.N | Walmart Inc | WMT |
25 | CAT.N | Caterpillar Inc | CAT |
26 | AMGN.OQ | Amgen Inc | AMGN |
27 | V.N | Visa Inc | V |
28 | TRV.N | Travelers Companies Inc | TRV |
29 | BA.N | Boeing Co | BA |
Note
In Refinitiv terminology, the 0#
prefix is known as a “chain.” It is used to identify a group of instruments that share a common characteristic, such as being part of an index.
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rd.close_session()