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Pulling Cotton Continuous data
Hi I have this code, it doesn't pull the EXPIR_DATE and CRT_MNTH prior to 2021, please fix it import lseg.data as ld import pandas as pd ld.open_session() continuous_rics = [ "CTc1", "CTc2", "CTc3", "CTc4", "CTc5", "CTc6", "CTc7", "CTc8", "CTc9", "CTc10" ] df_continuous = ld.get_history(continuous_rics, 'EXPIR_DATE',…
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Cotton Continuation contracts pulling CRT_MNTH and EXPIR_DATE
Hi, I have code below http://import lseg.data as ld import pandas as pd import time from datetime import datetime, timedelta from dateutil.relativedelta import relativedelta # ------------------------------------------------------------------------------ # 1. Open LSEG Data session #…
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How to retrieve Bond Overview page in Phyton API
How to retrieve Bond Overview page in Phyton API need the data showing on Bond principal and coupon information Issuance details Obligor details Market conventions
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Refinitiv.Data .NET library passes DateTime in incorrect format to interday-summaries endpoint
This is referring to my recent report: Erratic response for interday history request (start date sometimes not included) - LSEG Developer Community I got an answer from the Historical Pricing API Support Team: After investigating the issue, we found that the problem arises because the request you are submitting is using an…
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how do i get the screening data in the CODEBK?
=@TR("SCREEN(U(IN(Equity(active,public))/UNV:Public/), IN(TR.InstrumentTypeCode,""ADR"",""BDR""), IN(TR.ExchangeMarketIdCode,""BVMF"",""XBSP""), CURN=USD)";"TR.CommonName;TR.InstrumentType;TR.ExchangeName;TR.PrimaryRICCode;TR.HeadquartersC"&"ountry";"curn=USD RH=In CH=Fd")
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Calculation of FX Forward start date and Maturity date
Hello friend, I'm using Workspace Codebook to calculate FX forward start date and maturity date. I remembered that we have adfin function is something like FxCalcPeriod() to get the Maturity Date of FX forward if I provide the currency pairs, Start Date, and Tenor as input. Do we have a similar script for Codebook? Thanks…
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RIC check in my list for Workspace Codebook
Hello Friend, I'm using Workspace Codebook LSGE data API. I have a list of RICs but I always get some errors like "the universe is not found", which, after I throughly check, is due to one or more invalid RIC in my list eg. BRL3Y=. Would you kindly advise is there any quick way to get out to me which RIC is invalid in my…
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I have access denied error when I run a code from my local environment but can run it on Codebook.
I executed this code with the Desktop session, not on Codebook, but on a local Jupyter Notebook. response = ld.content.pricing.Definition( ['EUR=', 'GBP=', 'JPY=', 'CAD='], fields=['BID', 'ASK'] ).get_data() display(response.data.df) result was like bellow access denied. Scopes required to access the resource:…
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Field for Reference contract month for Continuous Contracts
Hi I have a script to pull data for the Continuous Cotton Futures Contract. What is the field to pull the correct futures contract reference For example Today is the 14/03/2025 there would be a closing price and the reference would be the March Contract…
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Getting latest data for continuous futures contracts
Using the lseg.data library, I would like to download the latest traded price TRDPRC_1 and settle price if available. I have access to historical data using ld.get_history() but mostly empty data sets using ld.get_data(). Can you confirm python script that should work for Cc1 and Sc1 and/or a way to see if our subscription…
