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Repair Market Identifier Codes (MIC) utilizing RDN Exchange Identifiers

EikonRepairMic.Rd

`EikonRepairMic` addresses the unreliability of the `TR.OperatingMIC` field in Refinitiv Eikon data. It repairs missing (`NA`), empty (`""`), or invalid (`"XXXX"`) MIC codes by cross-referencing against an internal lookup table (`Refinitiv::OperatingMicLookup`).

The function is designed to be "invisible" in a pipeline, automatically detecting available exchange identifiers and handling both space and dot-separated column names.

Usage

EikonRepairMic(Fundamentals_Data, verbose = FALSE)

Arguments

Fundamentals_Data

data.frame or data.table. The dataset containing fundamentals, which must include at least one exchange identifier (e.g., `RDN_ExchangeCode`).

verbose

logical. If `TRUE`, prints a summary of repairs made to the console.

Value

A data.frame (matches input class) with corrected Market Identifier Codes.

Examples

if (FALSE) { # \dontrun{
# Standard usage in a data fetching pipeline
rics <- c("WM", "AAPL.O", "VOD.L")
fields <- c("TR.RDNExchangeCode", "TR.OperatingMIC", "TR.CompanyName")

raw_data <- EikonGetData(Eikon, rics, fields)$PostProcessedEikonGetData

# WM often returns "XXXX" for OperatingMIC; this fixes it using RDNExchangeCode
clean_data <- EikonRepairMic(raw_data, verbose = TRUE)
} # }