LSEG Data Python Cookbook

Fetching all companies in an index

Hide code cell content

 
import warnings
warnings.simplefilter(action='ignore', category=FutureWarning)

import lseg.data as ld

ld.open_session()

<lseg.data.session.Definition object at 0x7f0d34d04050 {name='rdp'}>

You can use the LSEG 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 ticker symbol of each of the 30 entries in the Dow Jones Industrial Average:

ld.content.fundamental_and_reference.Definition(
    universe=["0#.DJI"],
    fields=[
        "TR.CommonName",
        "TR.TickerSymbol"
    ],
).get_data().data.df
Instrument Company Common Name Ticker Symbol
0 V.N Visa Inc V
1 KO.N Coca-Cola Co KO
2 AXP.N American Express Co AXP
3 HON.OQ Honeywell International Inc HON
4 WMT.OQ Walmart Inc WMT
5 AMZN.OQ Amazon.com Inc AMZN
6 MRK.N Merck & Co Inc MRK
7 DIS.N Walt Disney Co DIS
8 CRM.N Salesforce Inc CRM
9 BA.N Boeing Co BA
10 JNJ.N Johnson & Johnson JNJ
11 NKE.N Nike Inc NKE
12 SHW.N Sherwin-Williams Co SHW
13 AMGN.OQ Amgen Inc AMGN
14 CAT.N Caterpillar Inc CAT
15 MSFT.OQ Microsoft Corp MSFT
16 GS.N Goldman Sachs Group Inc GS
17 CVX.N Chevron Corp CVX
18 IBM.N International Business Machines Corp IBM
19 MCD.N McDonald's Corp MCD
20 MMM.N 3M Co MMM
21 JPM.N JPMorgan Chase & Co JPM
22 TRV.N Travelers Companies Inc TRV
23 GOOGL.OQ Alphabet Inc GOOGL
24 PG.N Procter & Gamble Co PG
25 CSCO.OQ Cisco Systems Inc CSCO
26 UNH.N UnitedHealth Group Inc UNH
27 HD.N Home Depot Inc HD
28 AAPL.OQ Apple Inc AAPL
29 NVDA.OQ NVIDIA Corp NVDA

Note

In LSEG 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.

Hide code cell content

 
ld.close_session()