How to access data for commodity RIC LTF24^2; LTG24^2, etc. via python? Code below doesn't work. Thank you
Query: Is it possible to please send a Python notebook of this process? Can you please help us with the Python Code for the below. Initial Query: is there an API for top 10 shareholders of a stock? in excel. Resolution Provided to the Client. i) To get the top 10 list of a company's shareholders per shareholding percentage…
I am a user of LSEG/Refinitiv Workspace. Within the Screener application, when I run a search using the criteria “Universe: Public Companies, Country of Exchange: Turkey,” I can access data for 590 companies in your database.Through the Add Column option in the Screener application, I am able to seamlessly export the…
How do I get the constituents of nifty 50 which is depicted by INNSE50 or .NSEI , I can see that on the datastream navigator but i want to extract via python code. I am trying to use this, df, err = ek.get_data( instruments = ['INNSE50'], fields = ['TR.IndexConstituentRIC', 'TR.IndexConstituentName'], parameters = {…
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…
Can you please suggest if there is any process/ documentation already available to mapp any ISIN/CUSIP to RIC and vice versa
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