Eikon API script doesnt work with Workspace.

abhinit.kumar

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 as ek

import lseg.data as ld

from urllib.request import urlopen

from operator import itemgetter

import openpyxl

from datetime import date,timedelta,datetime


from openpyxl.drawing.text import RichTextProperties


print('Connecting to Eikon')

#ld.set_log_level(0)

ld.open_session(app_key='###########################')

print('Connection Established to Eikon')


RIC1 = 'RCK.V'

RIC = "'" + RIC1 + "'"

print(RIC1)


today = date.today()

beg = date.today()-timedelta(5) #start interval here

date_time = today

date_today = date_time.strftime("'%Y%m%d'")

beg_date = beg.strftime("'%Y%m%d'")

print(date_today)


df,err=ld.get_data(universe=['RCK.V'],fields=['TR.TSVWAP','TR.TSVWAP.Date'],parameters={'SDate':beg_date,'EDate':date_today})

I get this error:

Traceback (most recent call last):

File "C:\Users\gary.chan1\PycharmProjects\pythonProject2\Workspace_EQ_VWAP_Inserter_RCK_V.py", line 34, in <module>

df,err=ld.get_data(universe=['RCK.V'],fields=['TR.TSVWAP','TR.TSVWAP.Date'],parameters={'SDate':beg_date,'EDate':date_today})

^^^^^^

ValueError: too many values to unpack (expected 2)

wasin.w

Hello @abhinit.kumar

The https://developers.lseg.com/en/api-catalog/lseg-data-platform/lseg-data-library-for-python get_data() method does not return errors list anymore.

You can use the following statement to check the method help information.

help(ld.get_data)

And the help on ek.get_data is:

It means the code for LSEG Data Library should be:

df =ld.get_data(

    universe=['RCK.V'],

    fields=['TR.TSVWAP','TR.TSVWAP.Date'],

    parameters={'SDate':beg_date,'EDate':date_today})


df

Result: