Hi, I'm using swap from lseg.data.content.ipa.financial_contracts within the Refinitiv Data Library for Python. I would like to set a collateral currency like I can do in the SWPR app (see the screenshot). Is this possible? I can't find an arg for this in the documentation. Thanks
Hi, I have code below http://import lseg.data as ld import pandas as pd import time from datetime import datetime, timedelta from dateutil.relativedelta import relativedelta # ------------------------------------------------------------------------------ # 1. Open LSEG Data session #…
How to retrieve Bond Overview page in Phyton API need the data showing on Bond principal and coupon information Issuance details Obligor details Market conventions
This is referring to my recent report: Erratic response for interday history request (start date sometimes not included) - LSEG Developer Community I got an answer from the Historical Pricing API Support Team: After investigating the issue, we found that the problem arises because the request you are submitting is using an…
=@TR("SCREEN(U(IN(Equity(active,public))/UNV:Public/), IN(TR.InstrumentTypeCode,""ADR"",""BDR""), IN(TR.ExchangeMarketIdCode,""BVMF"",""XBSP""), CURN=USD)";"TR.CommonName;TR.InstrumentType;TR.ExchangeName;TR.PrimaryRICCode;TR.HeadquartersC"&"ountry";"curn=USD RH=In CH=Fd")
Hello Friend, I'm using Workspace Codebook LSGE data API. I have a list of RICs but I always get some errors like "the universe is not found", which, after I throughly check, is due to one or more invalid RIC in my list eg. BRL3Y=. Would you kindly advise is there any quick way to get out to me which RIC is invalid in my…
I executed this code with the Desktop session, not on Codebook, but on a local Jupyter Notebook. response = ld.content.pricing.Definition( ['EUR=', 'GBP=', 'JPY=', 'CAD='], fields=['BID', 'ASK'] ).get_data() display(response.data.df) result was like bellow access denied. Scopes required to access the resource:…
Hi I have a script to pull data for the Continuous Cotton Futures Contract. What is the field to pull the correct futures contract reference For example Today is the 14/03/2025 there would be a closing price and the reference would be the March Contract…
When retrieving period data for several RICS with LSEG API the financial periods, periodenddates and values seem to be correct for several periods, but for the relative financial periods always "FY0" is given. How must I change the statement to get the correct rfperiods? This is my program: # list of RICS for…
I am converting some older python coding from your eikon API to lseg.data. When I run this script for a continuous future series (such as 'Cc1' for corn) it works as expected and I can access years of historical data. However, when I run the same script for a specific futures contract, I can only get historical data going…
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