Hello, I am using Tickers as you can see below but they are not matching with the RIC code. How I can get the data from LSEG with my Tickers?
Hi Refinitiv Developer Community, I'm trying to authenticate to the Refinitiv Data Platform using the refinitiv-data Python library, specifically version 1.6.2. My environment is Python 3.12 running on Ubuntu. My goal is to establish a platform session using my RDP credentials (App Key, RDP Username [which is a Machine ID…
I'm using the following to convert from ISIN to RIC: ld.open_session() response = symbol_conversion.Definition(symbols = ['TH8319010Z06'], from_symbol_type = symbol_conversion.SymbolTypes.ISIN, to_symbol_types = symbol_conversion.SymbolTypes.RIC, asset_class = symbol_conversion.AssetClass.EQUITIES, ).get_data() eikon_map =…
I'm curious why there is a discrepancy here in the data obtained through ld.get_data() compared to the Excel add-in. The TRADE_DATE through the Refinitiv Data API is telling me 2025-05-02 for MR50 SPOT and MI3.5 Spot whereas the Excel Addon is telling me 2025-05-01
Attaching two files here for reference. Is there any reason why retrieving fuel futures sometimes works and sometimes does not? Please reference my log files for the same code executed twice.
An error occurred while requesting URL('http://localhost:9000/api/udf'). ReadTimeout('timed out') I've been getting this error when running any code using the refinitiv.data api for python (in both my own notebooks and the unchanged example notebooks). Happens specifically when calling functions on rd such as…
=@RDP.Analytics("financialcontracts", "fxforward", "EURUSD", "legs:[(StartTenor:0D Tenor:#2)] Valuationdate:#1", "StartDate;EndDate",,,TradeDate,"1M")
Hi, I would like to use the python refinitiv data library to pull historic maturities for a relative ticker, such as: USDSROIS1Y= Please advise how to do this? As ticker is relative, the maturity changes every day, and the field "MATUR_DATE" does not return anything on an historic basis. Thanks,
I'm using python API. I'm trying to extract RIC for Equity Indices by cusip. As an example, I have Cusip 648815108 for S&P 500 Index and Cusip 12497K100 for CBOE Market Volatility Index. However, when I search with the below query I have an empty dataframe returned. df3 = rd.discovery.search(…
I cannnot take bid ask price of JGB by the code attached below. I would appreciate it if you could tell me the reason and solotions to correct this problem. I think this may happen because I cannot take appropriate RIC code of JGB. import lseg.data as ld from lseg.data.content import symbol_conversion ld.open_session()…
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