Building a Custom Eikon Datastream List for Chinese Equity Prices
Summary
The document describes a workflow for assembling a large set of Chinese equities in Eikon Datastream when selecting all securities at once is impractical. The accepted answer recommends using the Excel add-in to find and select country sectors, requesting each stock’s mnemonic identifier, and collecting those identifiers in a spreadsheet. The resulting range can then be saved as a custom list and reused for time-series requests such as price data.
A second response offers an alternative list-building approach based on RIC identifiers: combine the identifiers into a delimited row in Excel and paste that list into a Datastream request. These answers explain how to work around a selection limit and reuse a security universe; they do not cover data licensing, survivorship bias, corporate actions, identifier changes, or validation that the downloaded history includes every intended stock. The example concerns Chinese equities, with another contributor describing a sector-specific S&P 500 use case.
Key ideas
- Select securities by country sector in the Eikon Excel add-in when a single request cannot include the full universe.
- Request mnemonic identifiers and save them as a reusable custom list for later time-series downloads.
- RIC identifiers can also be assembled into a delimited list for an Excel request.
- The workflow addresses list construction but does not explain how to validate historical coverage or identifier continuity.
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Full text
# Large data of Equity Price download from Eikon thomson reuters datastream # Large data of Equity Price download from Eikon thomson reuters datastream I like to download all Chinese ( more than 4000 stocks) stocks daily price data from 1990 to 2020 from Eikon Thomson Reuters datastream. However, I failed to select and download all stocks together. For example, if I download data for a particular sector ( maybe 200-300 stocks), then that it is working. But can not select all 4000 stocks together. Is there any way by which I can do that? ## Answer by alexbougias (score 1, accepted) https://quant.stackexchange.com/a/61146 What works for me is choosing each sector for a specific country manually, through the Excel add-in of Eikon (Datasteam -> Series requests -> Time series request). A window pops-up, that asks for the Series/list and what datatype you want. You click the orange box find series. Then you have to find through the search bar each sector in China. For each entry, there is a blank box that you can tick. Once you have selected all sectors, you load them by clicking the use button. The excel returns to the time-series navigator (the first window that appeared) and ask what datatype you need. You enter the word MNEM, which refers to the mnemonic code (unique for each stock). By clicking submit, you get the unique identity code for each stock. The excel downloads essentially the mnemonic code for every chinese stock. You can copy the mnemonic codes in a different spreadsheet. From this spreadsheet, you can create a custom list from cell range (Datasteam -> Utilities -> Create list (From range)). The custom list can be used anytime to retrieve the stock price (P) or other measures of interest, without repeating the whole process. ## Answer by Antonio Menezes (score 0) https://quant.stackexchange.com/a/66237 I did the same thing for S&P500. Downloaded the list of stocks into an excel with RIC codes. in excel use function =concat(transpose(RIC column range)&",") to merge rows and separate by comma so that you can copy a single row into Excel-->Datastream and simply tick the RIC box on Time Series Request. My range B24 to B110 corresponds to the RIC column for the SP500 Tech sector.
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