response = cross.Definition( instrument_tag="Fx-Forward", fx_cross_type=cross.FxCrossType.FX_FORWARD, fx_cross_code=ccy_pair, legs=[ cross.LegDefinition(end_date="2026-10-01") ], pricing_parameters=cross.PricingParameters( valuation_date=today.strftime('%Y-%m-%d')), extended_params={ "marketData": { "fxSwapPoints": [ {…
Query:- I am raising the case on behalf of external client I am trying to use lseg.data in Python API however it gives me an error when calling the get_data function. Output exceeds the size limit. Open the full output data in a text editor ModuleNotFoundError Traceback (most recent call last) Cell In[14], line 1 ----> 1…
Hi team, Specialist here from Customer Support. Related to this q&a Is there a way to retrieve Turn Dates for a specific currency pair directly on Python ? — LSEG Developer Community there is a specific parameter if you want to calculate CCy1 or CCy2 which is then discussed in this guide:…
Hi, I am trying to get intraday close prices only for the same 5 minutes every day (ie 1300-1305 ET). May I know how I can modify this function to: only get data during that period of time daily, and change the time zone to Eastern Time? response = historical_pricing.summaries.Definition( "ESc1", start = timedelta(-3), end…
Hello, I have tried this script in Codebook but get an error. Can you help me adjust the code to work? end goal: dataset for all public companies (~68k companies) with columns Country | Industry | Actual Revenue Q1'25 We would love to also have more quarters of historical data as well. Here is the current code import…
Platform Access Denied for ['TR.FUNDEXDIVIDENDDATE', 'TR.FUNDPAYDATE'] I am doing an rdp.get_data call with the Python API, after authenticating with a Platform Session. And I see the following issue: The access to field(s) denied. Requested universes: ['EUNH.DE', 'IBCN.DE', 'IEF.O', 'TLT.O', 'VGLT.O', 'BND.O', 'VGIT.O',…
Hi Team! Is is possible to retrieve data from Corrections App on workspace using API? If so how can it be done?
I would like to inquiry about codebook, is the python environment secured and not open source? and also what server process the code? is the used library like numpy, pandas, matplotlib, scipy and etc secured and guaranteed from your side ? also can we execute the code internally on bank premises rather than AWS cloud?
Hi, I am using v2.1.1 of the lseg.data Python library to stream realtime data. My setup is working most of the time, but once in a while (every few days, but no set pattern), the websocket disconnects for ~2 seconds, during which I lose data. I have identified one such event and captured the logs surrounding the event,…
See the following code (that works in general) and output. Until a few weeks ago, the code worked without the missing values. How can I get the (non missing) values for the variable TR.IndexJLConstituentRIC.change? ld.open_session() SP100_constitutents_Leavers_Joiners_df = ld.get_data( universe=[ '.OEXA' ], fields=[…
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