OpenFIGI is an open source service which maintains and provides updated Bloomberg identifiers for almost all the securities which have an ISIN or another market identifier. More information can be found here
The package is very easy to use. After the installation you can use it as it follows:
OpenFIGI("ID_ISIN", ["ISIN1", "ISIN2", "ISIN3", ...])
As soon as you run it you will be prompted to input your API key (please make sure you insert it correctly as there is no check on its validity!).
If the API key typed is valid, a request will be submitted to the OpenFIGI database and the results will be parsed.
The class returns the raw data in a JSON format. However, other results formats are available like pandas.DataFrame
and Microsoft Excel
The package will also take care of the limitation in time requests and size of each request automatically. It uses a multithreading queue which allows the user to optimize the time and the time resources needed to query thousands of set of identifiers.
Please find as it follows an example
from pprint import pprint
from openfigi import OpenFIGI
data = OpenFIGI("ID_ISIN", ["US0378331005"]) # Let's query the Bloomberg identifiers for Apple Inc. given its ISIN
pprint(data.to_df())We could also export the results in Excel, leveraging pandas by doing so:
from openfigi import OpenFIGI
data = OpenFIGI('ID_ISIN', ["US0378331005"])
data.get_results_to_excel("my_results.xlsx") # If nothing is passed then the file will be saved as results.xlsxThe results will also be automatically saved in a pickle in the same dir as your package (they will be overwritten
each time so make sure you save your last query)
In case of big requests, the package will automatically save the preliminary results in pickle every 10 chunks of
workers processed. This will be useful in case of a timeout error or any other issue which may happen while querying
big amount of data.
The pickled data can be easily recovered using the Utility class with the following command:
import pandas as pd
from openfigi import Utility
data = Utility.from_pickle("OpenFIGI") # Default name used by the OpenFIGI class (please omit the .pickled extension)Feel free to contact me or to drop a comment if you have issues or suggestions.