historical data for brazilian stocks in dsws

rafael01

I would like to pull historical data for price, dividend yield, ROIC, short interest, average daily volume, and others using DatastreamPy in Python for all index constituents (RICs: .BVSP, .MLCX, .SMLL) over the last 6 months. Since some stocks were delisted and others were added during this period, the request should include all of them to avoid survivorship bias.

Furthermore, would variables such as average daily volume, short interest, and price come adjusted for corporate actions, such as splits/reverse splits and distributions (dividends/proceeds)?

I tried the code below for prices, but without success.

data = ds.get_data(tickers='.BVSP|L',
fields=['P', 'RI', 'VO', 'SHORT_INTEREST'],
kind=1)

thanks in advance,

Rafael

Jirapongse

@rafael01

Thank you for reaching out to us.

To use a RIC in the datastream, enclose it in angle brackets, such as <.BVSP>.

This forum is dedicated to software developers using LSEG APIs. The moderators on this forum do not have deep expertise in every bit of content available through LSEG products, which is required to answer content questions such as this one.

The best resource for content questions is the Datastream Web Service support team, which can be reached by submitting queries through LSEG Support. The support team will either have the required content expertise ready available or can reach out to relevant content experts to get the answer for you.

You can also use the Datastream Navigator to search for items and data types.

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