Hi, I'm working on a thesis about the Belgian stock market and for this thesis I need the total returns of all the former constituents of the Belgian all share index (all the way back to 2002 or 2004). I know where the find the list of leavers and joiners but I do not know where to find a time series of actual weekly total…
Hi all, I'm trying to create a function to creates the RIC code of a futures contract based on information like underlying, expiration date, etc... I understand how the RIC code is constructed, the only thing I need is a reliable way of getting the "root code" of the underlying of my future contract. Is there an API call…
We utilize AWS Queues to retrieve the news stream. Is there a method to log in to AWS and monitor the queues created under the account we've received? Our implementation is built on .NET, and we utilize the library provided by LSEG, specifically Refinitiv.Data version 1.0.0-beta5. Is there a source available for this…
Hi, Can we use the RD library to get the data, I need to generate a forward curve for these products (Look screenshot) as of 12/29/2023, which means I require data spanning 5-10 years. It should start from January 2024 to whatever the end date is for the curve. For example, how do I access this data for 12/29/2023? This…
Hello LSEG Community, I am currently collecting data on many ESG ETFs through Refinitiv workspace using rd.get_history in Python. However, I would like to know if their is a function I can use to filter ETFs that I have downloaded from Refinitiv Workspace based on their specific Morningstar Ratings. This is so I can only…
With EndpointRequest in “RD Library for .NET” (Refinitiv.Data.Delivery.Request.EndpointRequest) in it is possible to specify multiple RICs. Ex: "https://api.refinitiv.com/data/company-fundamentals/v1/analytics/global/price-volumes?package=base&universe=2010.SE,AAPL.OQ,AMZN.OQ,ALAMAKOTA.XYZ,EITP.CA" What if one or more of…
We are using Java and we expect to use RESTful HTTP requests to retrieve the K-line data for stocks. Here is an example: https://api.refinitiv.com/data/historical-pricing/v1/views/intraday-summaries/0700.HK?interval=PT5M&start=2023-08-01T00:00:00.000000000Z&end=2023-10-30T18:00:00.000000000Z&fields=BID,ASK,OPEN_PRC. Our…
Hi Team, some tech questions from one of the client 1) The request for a token comes back with a field “expires_in” with value 7199, which I assume to mean 1 hour 59 minutes. Is this a meaningless parameter, as I thought this new method of authentication did not require refreshing tokens? Or do I have to acquire a new…
Need help in getting historical data for intraday pricing data Trying this API-https://api.refinitiv.com/data/historical-pricing/v1/views/intraday-summaries/ACERDESLNGNWE?start=2024-04-01T09:00:00.000000000Z&end=2024-04-02T09:00:00.000000000Z&fields=TRDPRC_1,HST_CLOSE,INST_DESC Able to get the live data…
Dear Developer community i'm wondering how can i do to extract all Histo Event data for instruments, using refinitiv data library under .Net (C#) to get more than 10k points limit. Indeed, as it's the case using Rhistory Excel Function, i want to have the same data coverage extraction with using refinitiv data library with…
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