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Pricing Stream does not connect
Hello, I am trying to set up a Pricing Stream in our app but I am getting a StreamDisconnected msg "Message": "Unable to connect to the remote server", "Endpoint": "ws://localhost:/api/rdp/streaming/pricing/v1/Websocket" But when I use the example projects for pricing stream. It works well. The endpoint looks a little…
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get_symbology() from SEDOL to RIC returns "no best match available"
I am trying to convert SEDOL to RIC through get_symbology, but it returns "no best match available". Meanwhile, Same SEDOL is able to convert SEDOL to ISIN. However, I tested it with other SEDOL, it is able to convert SEDOL to RIC. Those unavailable assets are mainly ETFs, and I wonder is this the reason that cause the…
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14777072- please assist on this Query
I am using the `lseg.data` Python API to retrieve quarterly financial data. However, I am encountering an issue where multiple records are returned for the same date, which I believe should correspond to a single value per```test_fields = ["TR.EarningsRetentionRatePct", "TR.EarningsRetentionRatePct.date"]
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test
test
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API lseg timeout
Can you help me to adjust the code to not get timed out please? i would like to collect data for 1000 companies. My code currently is like that: if not use_yfinance: print("Getting Market Cap, Beta, etc.") ticker_list = list(tickerStrings) # Your ticker list max_items = 50 results = [] ld_connect() for i in range(0,…
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Is this possible?
I am from helpdesk and checked with our Specialist. We do not see a way to have this done through codebook. Then, I was advised by our Specialist to check this with Dev Team instead, please see below for the query: I would like to produce a daily earnings calendar for S&P 500 companies in codebook. The calendar would show…
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load data points for economic table
i would like to build a tabel with economic data, but it is not possible to receive data, i tried different fields and checked "DIB" in workspace, are there any fields working? import refinitiv.data as rd import pandas as pd from datetime import datetime, timedelta from IPython.display import display, HTML ---…
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How can I connect LSEG Workspace API on an Jupyter notebook not in Workspace
looking to pull data from LSEG workspace application into VS code for the development of downstream generic/parametrized, user-driven ingestion using the following code to establish connection, session = rd.session.platform.Definition( app_key="YOUR_APP_KEY", grant="password", # or "client_credentials" for service accounts…
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Unable to Connect to https://api.refinitiv.com/
See below stacktrace: 09:53:29.996 [main] DEBUG org.apache.http.impl.execchain.MainClientExec - Opening connection {s}->https://api.refinitiv.com:443 09:53:30.022 [main] DEBUG org.apache.http.impl.conn.DefaultHttpClientConnectionOperator - Connecting to api.refinitiv.com/99.83.242.11:443 09:53:30.022 [main] DEBUG…
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MMT_CLASS/MMT_VER
which version of MMT are Eu equity real time / historical data on - as the latest version is 4.2 , I've yet to see any of the above showning anything other than 3.0x
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Peer funds retrieval
Hi, is there any way to pull the peers under the same classification under "Lipper Global" using Python. While pulling, i want to pull their ISINs and Benchmark names? below you can see to understand what i want.
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Hi, is it a way to pull all fund peers in Python from the Refinitive Workspace which follow the clas
I need to pull this using Python. Who can help me?
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which fields can use "partial updates"
Hello. Is there a way to know in advance, whether a RMTES_STRING field in an incoming EMA message may contain a partial update ? E.g. the fields 215 ("ROW64_1"), ..., 228 ("ROW64_14") are such fields. I don't want to scan every field for partial updates.
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Unable to download Eikon data via Python API
Client reached out asking why he is suddenly unable to download Eikon/Workspace/Datastream data via Python API anymore. User ID: ZGWW029 Did he breach the limit or is the service down?
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Tokyo Stock Exchange Special Quotes
Hello, I would like to know how to identify a message for Tokyo Stock Exchange special quote messages and the special quote price. What update message type and key value and fields will I need to look for in order to know?
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Are contract rics unique?
I expected that rics representing option contracts on futures or indices would be unique. However I found an example "TY131Y5Z" of a contract ric that represents an option on both 3TYZ1 and 3TYH2. My question is: is there a cutoff date after which I can expect contract rics to be unique?
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how do i get CF_LAST and CF_CLOSE with lseg.data?
Im trying like this, but it is not working: ticker_list = list(tickerStrings) # Your ticker list max_items = 100 results = [] for i in range(0, len(ticker_list), max_items): try: chunk = ticker_list[i:i + max_items] df_chunk = ld.content.pricing.Definition( chunk, fields=['CF_LAST', 'CF_CLOSE'] ).get_data().data.df…
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Historical beta calculation via Python API
What would be the best way to replicate the historical beta calculation through the Python API (preferably via lseg-data)? As I understand, there is currently no example available in the Workspace Codebook library of such a historical beta calculation, as the API instead only allows for obtaining the latest available data…
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Macro data
I am interested in getting a few macro data points using the API, Can you help me for the same? The macro data points required are for: ALL INDIA HOUSE PRICE INDEX (Base-Year : Q1:2010-11),BoP - CURRENT ACCOUNT BALANCE INR,BoP - CURRENT ACCOUNT CREDIT INR,BoP - CURRENT ACCOUNT CREDIT USD,BoP - CURRENT ACCOUNT DEBIT INR,BoP…
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How to get all data from Corporate actions calendar by using Python
