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I have a set of gene names in HGNC standard and I want to get all their exons (in BED format) from the UCSC browser but it seems like the browser doesn't index genes by their HGNC name. How can I do that?

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    $\begingroup$ Does it have to be UCSC? This is trivial with biomart. $\endgroup$ – Devon Ryan Feb 18 '18 at 21:22
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You could grab exons via Gencode v27 (hg38) GFF annotations and convert them to BED via BEDOPS convert2bed/gff2bed:

$ wget -qO- ftp://ftp.sanger.ac.uk/pub/gencode/Gencode_human/release_27/gencode.v27.annotation.gff3.gz \
    | gunzip --stdout - \
    | awk '$3 == "exon"' \
    | convert2bed -i gff - \
    > exons.bed

Then use grep to filter exons against your list of gene names:

$ grep -w -f hgnc.txt exons.bed > exons.filtered.bed
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If you need a 3-column BED, you can just use standard Unix tools:

curl ftp://ftp.sanger.ac.uk/pub/gencode/Gencode_human/release_27/gencode.v27.annotation.gtf.gz \
  | gzip -dc \
  | grep -wFf list.txt \
  | awk -vFS="\t" '$3=="exon"{print $1"\t"($4-1)"\t"$5"\t"$9}' > out-3.bed

If you need a 12-column BED:

# install k8 and paftools.js
curl -L http://bit.ly/k8-024 | tar -jxf -
cp k8-0.2.4/k8-`uname -s` k8
git clone https://github.com/lh3/minimap2
# actual command line:
curl ftp://ftp.sanger.ac.uk/pub/gencode/Gencode_human/release_27/gencode.v27.annotation.gtf.gz \
  | ./k8 minimap2/misc/paftools.js gff2bed - \
  | grep -wFf list.txt > out-12.bed
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