Data item definition in Refinitiv Data Library

Lizhenxuan · 2024-12-18T09:37:02+00:00

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My formal colleague left a Python code (refinitiv.data) for entity search purpose (part of it is as below), which is running fine. But I want to get deep dive on the entity information, now I couldn't find any document like a data dictionary for me to know what get_data() returns, and what are the items meaning in returns.

I find a link there is a return value but nothing inside when I click

https://cdn.refinitiv.com/public/rd-lib-python-doc/1.0.0.0/book/en/index.html

Could someone kindly tell me I am going to the right place? If yes, anyone I could contact to fix this?

If no, where I could find the data dictionary for Refinitiv Data Library?

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Accepted answers

Jirapongse

@Lizhenxuan

Thank you for reaching out to us.

If you means the TR fields' definitions, you can use the Data Item Browser tool to search for fields and check their definitions.

Regarding how to use the Data Item Browser, please refer to this video.

All comments

Jirapongse

@Lizhenxuan

Thank you for reaching out to us.

If you means the TR fields' definitions, you can use the Data Item Browser tool to search for fields and check their definitions.

Regarding how to use the Data Item Browser, please refer to this video.

Lizhenxuan

Thanks Jirapongse, this is what I need, But would like to know one more thing, which function could get which items? Like what items fundamental_and_reference could return, what items could symbol_conversion could return?

Jirapongse

@Lizhenxuan

If you meansinstrument types, from my test, it supports RICs, PermIDs, ISINS, SEDOLs, CUSIPs, etc.

response = fundamental_and_reference.Definition(
    ["LSEG.L", "55850485015", "GB00B0SWJX34", "B0SWJX3", "459200101"],
    ["TR.Revenue.date", "TR.Revenue", "TR.GrossProfit","TR.CommonName"]
).get_data()

response.data.df

Regarding the symbol_conversion, you can run the following help command to check the supported instrument types.

help(symbol_conversion.Definition)

Lizhenxuan

Thanks for your prompt reply, I mean how could I tell the data items return from which content in Refinitiv Data Library. For example:

fundamental_and_reference.Definition( universe=["TRI.N", "IBM.N"], fields=["TR.Revenue", "TR.GrossProfit"]).get_data()

historical_pricing.summaries.Definition( universe="GBP=", interval=Intervals.DAILY, count=5, fields=["BID", "ASK", "OPEN_PRC", "HIGH_1", "LOW_1", "TRDPRC_1", "NUM_MOVES", "TRNOVR_UNS"]).get_data()

Like above, could TRDPRC_1 and LOW_1 returned by fundamental_and_reference? Or the reverse?

Fundamentally, When I want a specific data item, which content I should go to?

Jirapongse

I checked and found the fundamental_and_reference can be used to retrive current and historical data of TR fields. You can use the Data Item Browser tool to search for TR fields and parameters. However, it can't return data for real-time fields, such as BID, ASK, and TRDPRC_1.

You need to use the 2.02-Pricing examples to get the current values of real-time fields (BID, ASK, TRDPRC_1).

To get historical data of real-time fields, you need to use the historical_pricing.

If you would like to retrieve both TR fields and real-time fields in the same call, you can try get_data and get_history method in the access layer.

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