Request for Guidance on Python API Extraction for Listed Companies by Country of Incorporation

Ludovica

Dear LSEG Developer Portal Support Team,

I am contacting you to request guidance on a data extraction task that I need to perform through Python.

I need to retrieve the listed companies for 13 countries: Norway, Sweden, Denmark, Finland, Spain, Belgium, France, Italy, the Netherlands, Germany, Austria, Portugal, and Greece.

Specifically, I need to identify listed companies based on their legal domicile / country of incorporation, rather than based on the country of listing. In other words, I need to extract companies incorporated in each of these countries, regardless of the stock exchange on which they are listed.

For these companies, I then need to download all available company-level variables contained in your database, with particular focus on:

• financial performance variables;
• sustainability and ESG variables;
• corporate governance variables;
• board and director-level information, where available.

Could you please provide guidance on the following points?

1. Which LSEG / Refinitiv APIs should I use to perform this extraction via Python?
2. Which endpoint or query structure should I use to identify listed companies by country of incorporation / legal domicile?
3. Could you provide an example Python code for this type of extraction?
4. How can I retrieve the complete list of available data items / fields that can be inserted into the Python code?
5. Is there a way to download all available variables for a given list of companies, or do I need to specify each data item manually?
6. Are there specific API limitations, permissions, or best practices that I should consider when downloading financial, ESG, governance, and board-level data?

Any documentation, sample scripts, or guidance you could provide would be extremely helpful.

Thank you very much for your support.

Kind regards,

Ludovica Antenozio

Research Fellow

Jirapongse

@Ludovica

Thank you for reaching out to us.

I assume that you are a Workspace user so the API for Workspace users is LSEG Data Library for Python.

You can use the Search API to search for instruments. Please check this Building Search into your Application Workflow article. Then, you can use the instruments' identifiers with the ld.get_data method to pull data. You can also use the Data Item Browser tool to search for fields and parameters.

The API has limitations. Please check this document. Moreover, there are a lot of examples available on GitHub.

1.Which LSEG / Refinitiv APIs should I use to perform this extraction via Python?

LSEG Data Library for Python

2.Which endpoint or query structure should I use to identify listed companies by country of incorporation / legal domicile?

You can use the Search API to search for instruments.

3.Could you provide an example Python code for this type of extraction?

We may not have a specific example for this use case. However, you can refer to the examples on GitHub. You can focus on the EX-1.01.01-GetData.ipynb and EX-1.01.06-Search.ipynb examples

4.How can I retrieve the complete list of available data items / fields that can be inserted into the Python code?
5.Is there a way to download all available variables for a given list of companies, or do I need to specify each data item manually?

No, we don't provide the method to download all fundamental and reference fields for a given list of companies. You need to specify fields when calling the API and you can use the Data Item Browser tool to search for fields and parameters.

6.Are there specific API limitations, permissions, or best practices that I should consider when downloading financial, ESG, governance, and board-level data?

Yes. The search API can return only 10,000 items and you can check this document.

You can also search for the articles in the LSEG Developer Community. I found some ESG articles. For example:

• ESG Factor Modeling With Python
• ESG Disclosures
• Evolution of ESG Disclosures