Please find below an example of pulling BID ASK Data: fields = ["TR.CUSIP", "TR.CLOSEPRICE", "TR.BIDPRICE", "BID", "TR.ASKPRICE", "ASK", "NAVALUE"] fund_data = rd.get_history(universe="VOE", fields=fields, interval="1D", start='2006-10-01', end='2006-11-01') I am seeing huge jumps in the BID-ASK spread (I have observed…
My client has matlab codes that are run on a regular basis as part of our model toolkit, this connects directly to Eikon to download data. Will we still be able to do this in Workspace following the upgrade ? We currently have a generic log-in which is built into the Matlab code. We also have R codes which connect directly…
We're using python in Eikon's codebook app. We'd like to execute our code at specific time (e.g. daily, monthly...etc) on its own. Please advise.
@nick.zincone Hi, I am using EIKON API to retrieve Fund constituents using Python ("EAP" in sequel) script shown below. Upon comparing it with what I get from EIKON box (Derived Holding), I see a "slightly" different picture a. "EAP"result gives a total of weights equal to ~300% whereas EIKON box shows 100% ("ACCOUNTS…
Hi it shows my app key is incorrect and error status is 400. how to solve it?
I have a really heavy excel file 400K rows, and I need, using cusip or ticker and date of shareholder meeting (variables for each row) to download data such as revenues, total asset, market cap, etc. for my thesis. I tried excel =TR(...) formula, but does not recognise cusip or ticker, while datastream recognise the ticker…
Hi guys, I would loke to know if there is a smart way to get time series for valuation/fundamental data at etfs/index level. The only way I found for now is to pull the historical weights and the fundamental/valuation data for each stock and then to aggregate manually, but this is - as you can imagine - not so clean, as…
Replicated the code and notice that the issue is replicable: The Last day becomes N/A for March 29, 2004, when we adjust the end date to March 30,2004 then the 29 has value and the N/A moves to the day 30. Here is the code try changing the End date into march 29, 2004 then 30 and then 31 import refinitiv.data as rd…
Hi there. The rd.get_history method does not appear to be returning prices for granular intervals. this code: testobj = rd.get_history(universe=CLF3^2, fields=['TR.SETTLEMENTPRICE'], interval="daily", start="2022-11-12", end="2022-11-25" ) print(testobj.shape) testobj (9, 1) CLF3^2Settlement PriceDate…
...rsion 1) from Eikon? For example ITRAXX Europe Serie 35 (version 1) has components as shown in the screenshot. I want to use python to get the RIC for each of them. What should I do? Thanks!
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