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Discovery Symbology API-Datsatream macro economic identifiers

Pradeep_24

One of user is asking, The Discovery Symbology API (image below) is designed precisely to map between different identifiers (RIC, ISIN, CUSIP, PermID, etc.) and supports an internal identifier called DatastreamId among the “LSEG specific and heritage identifiers.”

So this works for Equities / ETF and similar.

Please confirm whether there is any API connection among those in the LSEG catalogue that allows us to do the same thing with Datastream macroeconomic time series (image2)?

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Accepted answers

Jirapongse

@Pradeep_24

Yes, you can use the Search API in the LSEG Data Library for Python to search for that Datastream mnemonic. For example:

ld.discovery.search(
    view=ld.discovery.Views.INDICATOR_QUOTES,
    query="USUN%TOTQ",
    select="DocumentTitle,RIC,DsQuotationMnemonic,PermID"
)

All comments

ujjawal_khandelwal

Hi @Pradeep_24,
Thank you for reaching out!
To me the question is not clear. Is the client looking for converting Mnemonic to RICs?

Pradeep_24

@ujjawal_khandelwal Thank you for looking into this. Here is the client requirement “ Discovery Search to get the PermId or the Ric and then from that to get the corresponding Datastream Ticker somewhat ?”, Specifically, they are looking for a way to use a Discovery API to fetch all economic indicator series along with their RICs, and then use those RICs to derive the associated Datastream tickers/mnemonics.

Jirapongse

@Pradeep_24

Yes, you can use the Search API in the LSEG Data Library for Python to search for that Datastream mnemonic. For example:

ld.discovery.search(
    view=ld.discovery.Views.INDICATOR_QUOTES,
    query="USUN%TOTQ",
    select="DocumentTitle,RIC,DsQuotationMnemonic,PermID"
)

Aleniles

Hi @Jirapongse—what if instead of passing in a ticker (in the query), I pass a filter (for example, “all macroeconomic indicators” for the United States)? Is that possible? How would it work?

Aleniles

Hi @Jirapongse —what if instead of passing in a ticker, I pass a filter (for example, “all macroeconomic indicators” for the United States)? Is that possible? How would it work?

Jirapongse

@Aleniles

The ticker is required and it supports a list. For example:

df = ds.get_data(tickers="E#ESTATQT|L",
            fields=["NAME","MNEM","TIME", "X"], kind=0, start ="LATESTDATE" )
df.pivot(index='Instrument', columns='Datatype', values = 'Value')

Please contact the Datastream support team directly through LSEG Support to inquire whether a list of the required instruments is available. Otherwise, you can refer to this Economic Indicators with Datastream article.

Aleniles

So you are saying that I can manually create a custom list. However, by doing so, I won't be able to bulk extract all macro indicators for a country—the United States, for example. There are over 580,500 active tickers in the US according to the filters in the Datastream Navigator; I don't think I can create a list with such a large number of items. Therefore, is the DS API or the Discovery API not suitable for this kind of bulk download? Is the best option indeed to use the Datastream Data Loader (DDL) solution?

Jirapongse

@Aleniles

The API has certain limitations. Please contact your LSEG account team or sales representative directly to identify the most suitable solution for this requirement.

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