Can you please confirm how to add filter to screen the funds via API on Workspace?

Can you please confirm how to add filter to screen the funds via API on Workspace? How to build the screening parts into the filter? For example IA sector = North America using the script below :

import refinitiv.data as rd
import pandas as pd

rd.open_session()
df_universe = rd.discovery.search(

view=rd.discovery.Views.FUND_QUOTES,

top=500,
filter=(
"AssetState ne 'DC' and "
"SearchAllCategoryv2 eq 'Funds'"
),

select="RIC"
)

df_classification = rd.get_data(
universe=df_universe["RIC"].tolist(),
fields=[
"TR.FundName",
"TR.FundClassificationSectorScheme(FundClassification=AUTIFUNITTR)",
"TR.FundClassificationSectorName(FundClassification=AUTIFUNITTR)"
]
)

Find more posts tagged with

python

#content

Accepted answers

All comments

Jirapongse

@MRCHDLM

Thank you for reaching out to us.

You can use the following code to list all fields in the FUND_QUOTES view.

from refinitiv.data.content import search

response = search.metadata.Definition(
    view = search.Views.FUND_QUOTES
).get_data()

response.data.df

Then, check for the field that provide the IA sector and then add it into the filter.

For example, I found this IssuerDomicileCountryGroupName that provides the "North America|G7 countries" so I added it into the filter.

df_universe = rd.discovery.search(
    view=rd.discovery.Views.FUND_QUOTES,
    top=500,
    filter=(
        "AssetState ne 'DC' and "
        "SearchAllCategoryv2 eq 'Funds' and "
        "IssuerDomicileCountryGroupName eq 'North America'"
    ),
    select="RIC,IssuerDomicileCountryGroupName"
)
df_universe

However, please contact the product support team directly through LSEG Support to confirm which field can be used to filter the IA sector.

MRCHDLM

Hello @Jirapongse

Can you confirm what should be the correct structure of syntax for this? Product Team confirmed that we can use the TR.FundClassificationSectorScheme & TR.FundClassificationSectorName.

I am trying to plug-in this on the provided codes however I am getting an error :

RDError: Error code 400 | Validation error: json.Filter in body must be of type string: "array"

Jirapongse

@MRCHDLM

Yes, you can use those fields in the ld.get_data method. For example:

df_classification = ld.get_data(
    universe=df_universe["RIC"].tolist(),
    fields=[
        "TR.FundName",
        "TR.FundClassificationSectorScheme",
        "TR.FundClassificationSectorName"      
    ]
    )
df_classification

Please share the code that you are using.

Jeeva_1

Hi @Jirapongse

Client has come up with a follow up query:

I have been able to retrieve a list of field names that may be used to filter down the universe. As per the forum it said to reach out to understand which field is required, specifically I am looking for the field that relates to the IA sector.

In the data item browser this field is TR.FundClassificationSectorName(FundClassification=AUTIFUNITTR), However this is not an option in the API list so i am trying to work out which field I need to use to filter where IA Sector = "North America" for example.

Jeeva_1

Hi @Jirapongse

Client has come up with a follow up query:

Jirapongse

@Jeeva_1

If you means the fields that can be used in the Search Filter, as shown below, the answer will be the same.

df_universe = rd.discovery.search(

    view=rd.discovery.Views.FUND_QUOTES,

    top=500,

    filter=(

        "AssetState ne 'DC' and "

        "SearchAllCategoryv2 eq 'Funds' and "

        "IssuerDomicileCountryGroupName eq 'North America'"

    ),

    select="RIC,IssuerDomicileCountryGroupName"

)

df_universe

You can use the following code to list all fields in the FUND_QUOTES view.

from refinitiv.data.content import search


response = search.metadata.Definition(

    view = search.Views.FUND_QUOTES

).get_data()


response.data.df

Then, check for the field that provide the IA sector and then add it into the filter.

For example, I found this IssuerDomicileCountryGroupName that provides the "North America|G7 countries" so I added it into the filter.

df_universe = rd.discovery.search(

    view=rd.discovery.Views.FUND_QUOTES,

    top=500,

    filter=(

        "AssetState ne 'DC' and "

        "SearchAllCategoryv2 eq 'Funds' and "

        "IssuerDomicileCountryGroupName eq 'North America'"

    ),

    select="RIC,IssuerDomicileCountryGroupName"

)

df_universe

However, please contact the product support team directly through LSEG Support to confirm which field can be used to filter the IA sector.

MRCHDLM

Hello @Jirapongse

Thank you for your reply. I tried to run the code you have provided, however I am still getting so errors:

I tried to run this first :

import refinitiv.data as rd

from refinitiv.data.content import search

rd.open_session()

response = search.metadata.Definition(

view = search.Views.FUND_QUOTES

).get_data()

response.data.df

Then, run this after.

df_classification = ld.get_data(

    universe=df_universe["RIC"].tolist(),

    fields=[

        "TR.FundName",

        "TR.FundClassificationSectorScheme",

        "TR.FundClassificationSectorName"      

    ]

    )

df_classification

However, I am getting this error when running the second script above :

---------------------------------------------------------------------------

NameError                                 Traceback (most recent call last)

/tmp/ipykernel_118/2846084245.py in <module>

      2 

      3 df_classification =ld.get_data(

----> 4     universe=df_universe["RIC"].tolist(),

      5     fields=[

      6         "TR.FundName",


NameError: name 'df_universe' is not defined

Can you please assist to create the proper script on this please?

adam07

Hi @Jirapongse

Thank you for your responses to my earlier query. Following the code you provided, I was able to retrieve a list of all field names and subsequently checked with LSEG Support to identify which field corresponds to the IA Sector. They then referred me back here.

Is there a resource where I can find a description of each field returned via the API, along with the valid values for input, similar to the Data Item Browser or an equivalent tool?

For example, in the FSCREEN APP, it is possible to specify that “IA is UK All Companies” and “IA Primary is Yes.” I am hoping to replicate this screening in Python and would like to confirm whether equivalent fields are available through the API.

The only workaround I can see at the moment is to filter the universe based on funds and then pull in the IA fields via rd.get_data. However, this seems like a rather drastic alternative compared with directly screening the universe based on IA sector.

df_chunk = rd.discovery.search(

    view=rd.discovery.Views.FUND_QUOTES,

    top=500,

    skip=offset,

    filter=(

        "AssetState ne 'DC' and "

        "SearchAllCategoryv2 eq 'Funds'"

    ),

    select="RIC"

)

df = rd.get_data(

    universe=df_chunk["RIC"].tolist(),

    fields=[

        "TR.FundName",

        "TR.FundClassificationSectorScheme(FundClassification=AUTIFUNITTR)",

        "TR.FundClassificationSectorName(FundClassification=AUTIFUNITTR)"

    ]

)

Thanks again for your help!

Jirapongse

@adam07

I found that the RIC ISMIDD.L returns the values "IA" and "UK All Companies".

df = ld.get_data(
    universe=['ISMIDD.L'],
    fields=[
        "TR.FundName",
        "TR.FundClassificationSectorScheme(FundClassification=AUTIFUNITTR)",
        "TR.FundClassificationSectorName(FundClassification=AUTIFUNITTR)"
    ]
)
df

I then searched for this RIC using the Search API to check if any fields contained these values.

df1 = ld.discovery.search(
    view=ld.discovery.Views.FUND_QUOTES,
    top=5000,
    filter=(
        "RIC eq 'ISMIDD.L'"
    ),
    select="_debugall"
)
df1['raw_source'][0]

However, I couldn’t find any fields that include them. Based on this, it appears that the Search API does not support these values.

EXPLORE OUR SITES