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Inconsitent retrieval
Hi all, i am trying to retrieve a list of fields for a set of bond cusip codes, however i am getting an inconsistent output. First when i retrieve i see that the dates/indexes instead of going from 2010-01-31 to 2024-12-31 it starts in 1968 and goes until 2024. Additionally i have lots of missing values that should be…
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Efficient way to get interval HiLo price for a list of stocks with different date time interval
Given the exmaple dataframe below (real dataframe is more than few thousand rows), what is the most efficient way to obtain the maximum high price and minimum low price given the ricCode and startDate and endDate of each row of the dataframe ? {'ricCode': {0: '0.0700.HK', 2: '0700.HK', 3: '9988.HK, 6: '2388.HK', 7:…
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Why do i not see a plot when using the following code, arima model?
from statsmodels.tsa.stattools import adfuller from statsmodels.tsa.stattools import acf, pacf from statsmodels.tsa.holtwinters import ExponentialSmoothing from statsmodels.tsa.arima.model import ARIMA from statsmodels.tsa.seasonal import seasonal_decompose from datetime import timedelta, datetime import pandas as pd…
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Historical Ports / Vessel data through API
Hello, I've been trying to pull some historical data about Ports using the API. This data is available through the Desktop app but I need to be able to do it programmatically. I've been digging around but couldn't find a solution. There could be 2 ways to approach the problem: Ports - I have seen a few old questions on the…
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Workspace Python API does not return interim dates for some RICs
When running the following commands in Codebook: import refinitiv.data as dl dl.open_session() df=dl.get_data(['MMM.N', 'APO.N', 'IFC.TO', 'JPM.N', 'PGR.N', 'WRB.N', 'KKR.N'], ['TR.CompanyName', 'AVAIL(TR.Revenue(Period=FQ0).date,TR.Revenue(Period=FI0).date)'], parameters={'NULL':'Blank'}) ,dates are not returned for some…
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Historical data retreiving for Multiple RICs in .Net API
Hello friends, I' using LSEG Data Library for .Net (desktop session) to retrieve Historical data for Multiple RICs. The sample C# file is "2.1.03-HistoricalPricing-TimeRange.cs", which can be downloaded from official website sample codes. Quick Start | Devportal (lseg.com) My question is - When I retrieve Historical data…
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Requesting US equity imbalance type/side via Workspace API-- numeric data for string fields
I'm porting some tasks from the Eikon C# .NET APIs to the LSEG Data Library API (implementing in Python). For some of this data we subscribe to the US imbalance feed RICs (e.g. IBM.NOI, AAPL.ITC). I'm subscribing to, among other fields, IMB_TYPE, IMB_ACT_TP, and IMB_SIDE). These fields, in the Eikon Quote app and the…
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Python command discovery.convert_symbols fails for matured bonds
In Codebook, the Python commands: import refinitiv.data as dl dl.open_session() ISINs=['DE000A11QTD2'] RICs=dl.discovery.convert_symbols(ISINs).loc[:,'RIC'] produce an error when an ISIN of an expired bond (e.g. DE000A11QTD2) is specified. However, it works for not expired bonds. What can be done so that the command works…
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Workspace Add Analysis>EMA display different numbers than pd.ewm using Python
Using the following snippet as in a former question [Is it possible to pull Exponential Moving Average data using the RD Library?](https://community.developers.refinitiv.com/discussion/112022/is-it-possible-to-pull-exponential-moving-average-data-using-the-rd-library/p1?tab=accepted) for `TSLA.O` will give an EMA endpoint…
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Renewing session using ISession wrapper
Hello, we are currently using the PlatformSession C# implementation to login to the RDP Api. We would like to maintain our session for a long period of time and query multiple instruments through it. This is our current implementation, obtained from parts unknown, as it was done before my time. I saw a previous answer…
