I have a question regarding the appropriate usage of the eikon and refinitiv-data Python libraries for retrieving company metadata based on RICs. Previously, I have used the eikon package as follows to retrieve metadata fields such as "TR.RIC", "TR.ExchangeName", "TR.ExchangeTicker", "CURRENCY", "TR.ISIN", and "TR.CUSIP":…
I’m currently working with a dataset that includes TR.CUSIP, TR.RIC, and TR.OrganizationId fields from Refinitiv. However, I understand that TR.CUSIP only reflects the current version of the identifier. To accurately align and merge my data with Compustat records — which have historical CUSIPs (and are therefore more…
Please check we are getting error using the below code. import refinitiv.data as rd rd.open_session() df = rd.get_data( universe = ['.JTOPI'], fields = ['TR.IndexJLConstituentRIC.change'] ) display(df)
Dear all, I get an error when I try to run a screen in Python on CodeBook. I start with the example ,ipynb file provided (titled "Access__Screeners_And_Peers.ipynb") To get the screen I want, I follow the explanations on the Developers portal: I use the screener function on the Workspace desktop app (no error), then I…
I am trying to retrieve some balance sheet data for a sample of large cap in euro area. Among them, I am not able to find the data even though I was able to 2 weeks ago: ACBr.AT FR0000131104 DE0005140008 ES0180907000 IT0005239360 DE0005552004 DE0007100000 ES0148396007 FR0000120073 FR0010208488 Do you know why is this the…
What could I use to pull LSEG data with the API similarly to the screener function? IE, I wanted to pull the top 100 companies and list their state of incorporation, market cap, and industry?
Hi team, Is there a way using the LSEG API to pull company data based off of the Ticker and not the RIC? I tried doing it on my end using AAPL instead of AAPL.O and I encountered an error. import refinitiv.data as rd rd.open_session() df = rd.get_data( universe = ['AAPL'], fields = […
caling get_hist for historical data. the flow is getting the consititute of Index like IDX and SPX, knowing the constitute then enquiry history data of 500 company for 20 days data , for example SP500. Then, for top 100 most traded company, find option chain for each of them, getting the option ticker RIC. get history data…
May I know is there a validation process on the pricing templates in the codebook? (e.g. FX forward, FX option, etc.)
COuld you help me to define a function to guarantee im not bypassing the API limits? I tried lots of thinks with the help of ChatGPT, but couldnt arrive in something that doesnt raise error of "reading timeout". import time import pandas as pd def get_lseg_data(universe: list, fields: list, parameters: dict, version: str =…
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