It is possible to obtain the rating using LEI or RIC rather than the ISIN?

Rilecs

This is what I am using but getting error for df_rating_lei

 

J is something like: US22822RBD17

 

# ##Get the LEI (ISSUER) of each security

# eikon_lei = pd.DataFrame()

 

# for j in lei:

   

#     try:

#         df = rd.get_data(

#                   universe = j,

#                   fields = ['TR.LegalEntityIdentifier'

#                   ]

#         ) 

        

#         item = df['Legal Entity ID (LEI)']

       

    

#         df_rating = rd.get_data(

#            universe = j,

#            fields = ['TR.ISSUERRATING(IssuerRatingSrc=SPI:FIS:MIS:DIS)','TR.IR.RatingSourceDescription(IssuerRatingSrc=SPI:FIS:MIS:DIS)','TR.IR.RatingDate(IssuerRatingSrc=SPI:FIS:MIS:DIS)'],

#             parameters = {

#                 'SDate': '2010-01-01',

#                 'EDate': '2023-02-27',

#             }

#          )

#         df_rating['LEI'] = item

 

#         eikon_lei = pd.concat([eikon_lei, df_rating], ignore_index=True)

 

#     except Exception as e:

#         print(f"Error retrieving data for {lei}: {e}")

#         error_df = pd.DataFrame({

#             "Instrument": [pd.NA],

#             "Issuer Rating": [np.nan],

#             "Rating Source Description": [np.nan],

#             "Date": [np.nan],

#             "LEI": [item]

#         })

   

#     # a=item.to_string()        # formatted Series as a string

#     # value = a.split()[1]    b=item.astype(str)        # Series of strings

#     # c=(",".join(item.astype(str))  # "1,2,3"

 

#     # df_rating_lei = rd.get_data(

#     #    universe = a,

#     #    fields = ['TR.ISSUERRATING(IssuerRatingSrc=SPI:FIS:MIS:DIS)','TR.IR.RatingSourceDescription(IssuerRatingSrc=SPI:FIS:MIS:DIS)','TR.IR.RatingDate(IssuerRatingSrc=SPI:FIS:MIS:DIS)'],

#     #     parameters = {

#     #         'SDate': '2010-01-01',

#     #         'EDate': '2023-12-31',

#     #     }

#     #  )  

    

#         eikon_lei = pd.concat([eikon_lei, error_df], ignore_index=True)

Jirapongse

@Rilecs

Thank you for reaching out to us.

According to this discussion, LEIs can be used with the ld.get_data method.

However, you need to check if the requested data is available for the requested LEIs.