Hi Team, I am new to the API and currently using the Eikon Data API to fetch news data through a Python script that runs every minute. However, at some point, the program crashed. To identify the issue, I ran the sample code from the codebook, but it returned an empty dataframe: I have a few questions regarding this: Did I…
how do i make a function like this to work? import refinitiv.data as rd rd.open_session() year = [2025,2026] df = rd.get_data( universe = ['CEAB3.SA'], fields = ['TR.NetProfitMean(Period=year1})', 'TR.NetProfitMean(Period=year2})'], parameters = { 'year1':year[0], 'year2':year[1] } ) display(df) the year list is dynamic.…
Hi, can you please help on below - this is my script to grab a rolling basis of 5 days VWAP data for an underlying daily into a dataframe but it doesnt seem to work anymore. I changed it from Eikon to lseg.data import pandas as pd import win32com.client import subprocess import json import requests import re import eikon…
How can i do ARIMA Forecast for economic variables like Swiss CPI, code below does not work, whick Field ID works? spot_df = rd.get_history( "CHCPIY=ECI", 'CTBTR_1', interval='monthly', start="2024-01-01", count=10000) print(spot_df) _e_date = datetime.fromtimestamp(datetime.timestamp(spot_df.index[-1])) e_date = _e_date +…
I am attempting to get the previous date of release of an economic indicator EUECBR=ECI. On Workspace Quote page that field id PDOR_1. I am able to get the data for this field with Workspace Excel as well, however in Python API it gives me NA. Can someone assist me with this please? I have attached relevant screenshots…
Hi All, Is it possible to get cross currency spreads for example to ZSpreadBp in Euro terms, either via fields or pricing parameters? And secondly, is it possible to retrieve and issuer curve as universe instead of adding bonds manually to the universe via bond.Definition. ? Best,
One the CodeBOOK app, there is an example name "Automating_Trendline_Feature_Generation" ( Examples/08. Trading/Automating_Trendline_Feature_Generation.ipynb). In this example, they use the index "0#.FTSE". My request is that i want to use this analysis not for an stock index but for FX currency like EUR/USD; But i do not…
We have tried two approaches to get daily prices for bonds .We need daily prices for around 5k bonds and use ISIN to fetch the price related fields. We break down the 5k ISNIs into batches of 200 and send sequential requests one after the other. We start running the request from 12 am of each day . Below are the two…
When fetching daily prices for 200 bonds using ISIN identifier, usual time taken is around 40 seconds, but sometimes the request takes around an hour and returns either "Backend error. 400 Bad Request" or "Asynchronous Query library internal error". API Logs attached. Code used When same request is retried either it fails…
I am running the code in my local jupyter notebook. I am trying to download the data for around 4000 tickers. But after some requests I get 400 Bad request error randomly. Can you please help me in resolving it??I have divided the tickers in 20 20 chunks per request. But this issue still persists. My code is below:…
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