ETF/Lipper Fund data in Jupyter

LizalynDF

The issue with pulling ETF/Lipper Fund data

Below code is ran in codebook. The only difference between the two cells is one uses delayed tickers:

• Notice the missing data points in NAV, Total Net Assets, and Net Asset Value that are consistent across both cells
• CF_LAST and CF_CURR seem to swap missing output when using delayed vs not which is bizarre

 

Now, running this in juypter notebook connecting via platform.rdp with a Eikon EDP API app key, the exact same code returns far less:

Thank you!

Jirapongse

@LizalynDF

Thank you for reaching out to us.

The RD library retrieves real-time data (CF_CURR and CF_LAST) from the streaming service. From the result, you don't have pemissions to access real-time data from the RICs but you have pemissions to access real-time data from the delayed RICs.

You can try the LD library in Codebook instead.

Regarding the platform.rdp session, the library retrieves the TR.xxx fields from the fundmental endpoint and real-time fields from the streaming service.

I tested the code and the fundamental endpoint reports {"code":221,"description":"The access to field(s) denied."} error.

For the real-time fields, the streaming service on the platform.rdp session doesn't support the CF_xxx fields and the client may not have permissions to access the subscibed items.

The client can enable the debug log in the library to verify what the problem is by running the following code before opening a session.

config = rd.get_config()

config.set_param("logs.transports.file.enabled", True)

config.set_param("logs.transports.file.name", "lseg-data-lib.log")

config.set_param("logs.level", "debug")

With this code, the lseg-data-lib.log file will be created.