Cannot retrieve data

Hi Team,

Please can someone check the below and provide resolution.

*** EXTERNAL EMAIL ***

Very good Denis – we’re definitely one step closer now. I’ve changed the password and…

import lseg.data as ld

APP_KEY = "ee1aca4f4d86445bb6d980c533b95686d86716b4"

RDP_LOGIN = "cip@vitol.com"

RDP_PASSWORD = "..."

session = ld.session.platform.Definition(

    app_key = APP_KEY,

    grant = ld.session.platform.GrantPassword(

        username = RDP_LOGIN,

        password = RDP_PASSWORD,

    ),

    signon_control=True,

).get_session()

session.open()

ld.open_session()

df = ld.get_history(

    universe="GOOG.O",

    fields=["BID", "ASK", "TR.Revenue"],

    interval="1Y",

    start="2015-01-01",

    end="2019-10-01",

)

I had to add signon_control=True as I was getting a Session quota error otherwise.

The session now has has an “opened” state and I see no errors anymore:

image-5e270423b1f11-70d4.png

However, the data frame that ld.get_history returns is empty. I’ve taken the example snippet from pypi. I’m not sure which datasets I’m permissioned to query – perhaps there is something universal like FX that we could try to test?

CORPORATE

Hi Cornelius,

Glad your session is now connected. Could you try EUR= or GBP= for FX. For Energy you can try the front month ice brent contract LCOc1. Let me know if you’re able to pull history.

Thanks,Denis

*** EXTERNAL EMAIL ***

Hm, no luck unfortunately. This is what I’ve done:

df = ld.get_history(

    universe="EUR=",

    fields=["BID"],

    interval="1Y",

    start="2015-01-01",

    end="2019-10-01",

)

And the error message I receive back is

in get_history(universe, fields, interval, start, end, adjustments, count, parameters, header_type)

    210 if exceptions and all(exceptions):

    211     except_msg = "\n\n".join(exceptions)

--> 212     raise LDError(message=except_msg)

    214 if not any({adc_data, hp_data, cust_inst_data}):

    215     return DataFrame()

LDError: No data to return, please check errors: ERROR: No successful response.

(404, Not found)

Answers

  • Gurpreet
    Gurpreet admin
    edited March 20

    @Denis Gribenyuk

    Its better to get the client to directly interact with us on these forums.

    The code snippet above is correct and should provide a valid dataframe with results. Please ask the client to enable debugging for LD Library as described in this example.

    {
        "logs": {
            "level": "debug",
            "transports": {
                "console": {
                    "enabled": false
                },
                "file": {
                    "enabled": false,
                    "name": "lseg-data-lib.log"
                }
            }
        },…

    The only change I did to the original code is to set the opened session as the default for the library:

    
    	signon_control=True,
    ).get_session()
    
    session.open()
    ld.session.set_default(session)
    
    df = ld.get_history(…
    

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