How to pull historical financial data from ISIN's

dpu

Hi,

=@DSGRID ($A$1:$A$1007,RI,P,PO,PB,PA,VO,IBNOSH,04/01/2025,,Daily,RowHeader=true;ColHeader=true;Heading=true;Transpose=true;Code=true;DispSeriesDescription=false;YearlyTSFormat=false;QuarterlyTSFormat=false;MonthlyTSFormat=true;AutoRefresh=false) is what I used to pull the historical data for some stocks in the excel addin. The identifiers in column A are ISIN's.

I got the python api and would like to do the same.

I tested it with: df = ek.get_timeseries(['MSFT.O'], fields=['OPEN', 'CLOSE', 'BID', 'ASK', 'VOLUME'], # 'RI', 'P', 'PO', 'PB', 'PA', 'VO', 'IBNOSH' start_date='2025-11-01', end_date='2025-11-10', interval='daily')

It does have open, close, volume data, but not total return index, bid, ask, or number of shares outstanding data.

I couldn't find any source to know what the data items or fields should be when using python api. Nor could I know what to put in the ticker cell (I need to put ISIN's, not tickers)

Besides the stocks (identified by ISIN's), I also need to pull the open and close price data of Russell 1000 index, =@DSGRID ("FRUSSL1","PI,PO","04/01/2025","","Daily","RowHeader=true;ColHeader=true;Heading=true;Code=true;DispSeriesDescription=true;YearlyTSFormat=false;QuarterlyTSFormat=false;MonthlyTSFormat=true").

I actually tried the codes in https://workspace.refinitiv.com/web/Apps/DataItemBrowser/ but they didn't work.

Can you help me turn the two Excel codes into python codes?

Thanks

Darcy

Jirapongse

@dpu

Thank you for reaching out to us.

=@DSGRID is an Excel function used to retrieve data from the Datastream product .
To access the same instruments and fields programmatically, you need to use the Datastream Web Service product.

You can use the DatastreamPy library to retrieve data. For example:

 ds.get_data(
    tickers = 'FRUSSL1',
    fields = ['PI','PO'],
    freq = 'D',
    kind = 1,
    start = '2025-01-04')

However, the Eikon Data API is outdated, so you should use the LSEG Data Library for Python instead. The examples are on GitHub.

The LSEG Data Library for Python retrieves data through the Workspace desktop application, which uses a different set of instrument types and fields than the Datastream product.

FRUSSL1 is a datastream mnemonic which can't be used in the LSEG Data Library for Python. You need to use .RUI instead. For example:

ld.get_history(
    universe = ['.RUI'],
    fields = ['TR.PriceClose','TR.OpenPrice'],
    interval = 'daily',
    start = '2025-01-04',
    end = '2025-12-01')

Please let me know which APIs you would like to use: Datastream Web Service or LSEG Data Library for Python.