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python dsws tool DS_Response.py pandas performance warning
dsws gets a performance warning from pandas …\python3.12\latest\Lib\site-packages\DatastreamDSWS\DS_Response.py:361: PerformanceWarning: DataFrame is highly fragmented. This is usually the result of calling frame.insert many times, which has poor performance. Consider joining all columns at once using pd.concat(axis=1)…
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problem with z spread extraction - code not working anymore
Hello people, I hope you are doing well. I am experimenting some issues with some zSpread extraction with the code i've always used. I am not able to extract the spreads anymore. Please find below my code: import refinitiv.dataplatform.eikon as ek str_date = "2024-12-31" ISIN = "XS0107203381" df_zSpread, err =…
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RTSDK Interactive Provider vs NonInteractive Provider
Hi, we'd like to write a data publisher to TREP using RTSDK. This publisher will receive streaming data, do some translation and then publish the data to TREP. We started with using the NonInteractive Provider since we need this process to publish data whenever it receives it. But during testing, we can't see the data in…
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News API filters exclusions
I'm trying to filter out news through the EIKON api and have built the following query. I would expect this to exclude news items sourced from LSE but I find news items from this in my resultset. ( ( Topic:FUND AND Language:LEN ) NOT ( Source:DJN OR Source:NBSX OR Source:HIIS OR Source:HOSE OR Source:PHSE OR Source:BSE OR…
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when I use the Peers function in codebook, it provides ~50 peers, which is much more than the 7 that
when I use the Peers function in codebook, it provides ~50 peers, which is much more than the 7 that you have said the peers function is supposed to identify. How do I limit this to the most relevant 7 peers? I am concerned that adding a number to the function may just select 7 out of the ~50 peers arbitrarily, rather than…
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Assistance with Adjusted Close Prices for Nordic Stocks via API
Dear Refinitiv Developer Support, I’m retrieving adjusted close prices (reflecting splits & dividends) for Nordic stocks, specifically NAS.OL, but encountering issues: Correct Data Field? TR.ClosePrice or TR.PRICECLOSE does not return expected values. What is the correct field for fully adjusted prices? Mismatch with…
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Retrieve historical time series using refinitiv.data library
Hi, I understand that Eikon will be withdrawn in June 2025. Hence I am trying to migrate my code from Eikon library to the new refinitiv.data library. Using the old Eikon api, I deployed the following code to download exchange rates between MYR and VND df=…
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.NET API - How to retrieve historical data for RIC<XAUFIXAM=> and <XDRUSD=>
Hello team I'm using Workspace Desktop .NET API to retrieve historical data. LSEG Data Library for .NET | Devportal I need the daily historical data for below 2 RICs: XAUFIXAM= XDRUSD= Could anyone help me with a sample C# scipt code with the 2 RICs above? Thanks & Regards, Dan
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How can I use a Python API to connect to a real-time Elektron feed from an Edge device and continuou
How can I use a Python API to connect to a real-time Elektron feed from an Edge device and continuously stream data?
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Itraxx constituent historical prices
Dear All, I would like to create a time series data frame, so dates on the left and then columns of daily prices of each security that consitutes the iTraxx Europe Series 42 Version 1 (Index Red 9: 2I666VDK8). I'd like the dates to be from 1st Jan 2020 to 1st Jan 2025. I cannot figure out how to get the prices directly…
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410 Gone - Will they ever come back?
Using the WC1 screening process, we create cases with results. When we use existing case Ids, sometimes the results get "dropped off" and we get an API response of 410 (Gone). We are looking to no longer make the API requests for results that have been deemed Gone, but want to make sure they will not come back? Example: I…
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NiProvider OmmInvalidUsageException on connection loss
We aim to build a resilient, non-interactive provider application based on the C++ EMA Library (RTSDK-2.2.3.E1.linux.rrg). The application should handle potential connection losses and automatically reconnect to one of the available ADH servers. The automatic reconnect is successfully facilitated by the EMA library. Our…
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I’m trying to do is to open a connection, without using a config file, is that possible?
I’m trying to stream prices using the lseg api. I was using a config file to set up the session: with open(self.config_file_name, "w") as config_file: config_file.write(json.dumps(self.config_dict, indent=4)) self._session = rd.open_session(config_name=self.config_file_name) This works well, but when I deploy to AWS the…
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How to retrieve USD/MXN Outright at broken dates (end of quarter for the next 6 quarters) in python?
How to retrieve USD/MXN Outright at broken dates (end of quarter for the next 6 quarters) in python? e.g. using lseg-data library or any other I was able to see this discussion: https://community.developers.refinitiv.com/discussion/66758?tab=accepted Also, the documentation found on:…
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RICs
Morning, Where is the best place to test RICs , Some of the historic rics have different logic in how they are constructed, and I need to test which is the correct format. Thx
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MRN EMA API field ErrorCode="FieldIdNotFound"
After switching from PROD RTDS to UAT RTDS, started to showing error ErrorCode="FieldIdNotFound". Tried to switch from hosted dictionary file to local dictionary file by configuring in config file, but issue persists. from the attached log file, it shows Text: Missing, unreadable or empty file configuration,…
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Hi Dev, Please assist us regarding the below C# related question? Thanks in advance.
I have trouble with a program that use to work and get now an error "an error occurred while sending the request" after 22 minutes after asking for 500 isin. var extractionRequest = new BondScheduleExtractionRequest //type of request on reuters API { IdentifierList = collec, //ContentFieldNames = new[] { "ISIN" // ,"Coupon…
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"License prices, users, subscription- Legacy Robust Foundation API (RFA)"
Good day, I have a question. Are the subscription fees for RICs (Reuters Instrument Codes) to Refinitiv, and the service prices, determined by the number of RICs, by market, or by the amount of information for each RIC?" Best regards
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We are getting a problem when we request data with the TR.FundYeartoYesterday Field in LSEG_DATA
Its is returning a datevalue. Here is the code to replicate error: """ import pandas as pd import numpy as np import lseg.data as ek ek.open_session() Fields= ['TR.FundYeartoYesterday'] Fundamentals= ek.get_data('LP68102841', Fields) ek.close_session() """ This is being replicated across all other instruments. Other fields…
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Dataset creation help needed
I am trying to create a dataset of the top 500 financial institutions in France that includes annual revenues between 2018-2023, assets under management for 2018-2023, firm type, and ESG information (including sustainability reports for 2018-2023 if possible!). Any guidance or ideas would be appreciated, thanks!