I need to add a date field to the following code in Codebook

import refinitiv.data as rd
rd.open_session()
df = rd.get_data(
universe = [
'IBIT.O',
'SPY',
'BND.O',
'FTLS.K',
'GLD',
'ETHA.O',
'PTLC.K',
'PFF.O',
'VNQ',
'SVOL.K'
],
fields = [
'TR.NETASSETVAL.date(SDate=2024-01-01,EDate=2025-04-11)',
'TR.NETASSETVAL(Frq=D,SDate=2024-01-01,EDate=2025-04-11)',
'TR.BIDPRICE(Frq=D,SDate=2024-01-01,EDate=2025-04-11)',
'TR.BIDSIZE(Frq=D,SDate=2024-01-01,EDate=2025-04-11)',
'TR.ASKPRICE(Frq=D,SDate=2024-01-01,EDate=2025-04-11)',
'TR.ASKSIZE(Frq=D,SDate=2024-01-01,EDate=2025-04-11)',
'TR.NUMBEROFTRADES(Frq=D,SDate=2024-01-01,EDate=2025-04-11)',
'TR.ORDERBOOKTRADEVOLUME(Frq=D,SDate=2024-01-01,EDate=2025-04-11)',
'TR.Volume(Frq=D,SDate=2024-01-01,EDate=2025-04-11)',
'TR.PriceClose(Frq=D,SDate=2024-01-01,EDate=2025-04-11)'
]
)

display(df)

Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    edited April 16

    @MarkJoseph.Canada

    Thank you for reaching out to us.

    You can move the fields' properties to the parameters.

    df = ld.get_data(
        universe = [
            'IBIT.O',
            'SPY',
            'BND.O',
            'FTLS.K',
            'GLD',
            'ETHA.O',
            'PTLC.K',
            'PFF.O',
            'VNQ',
            'SVOL.K'
            ],
        fields = [
            'TR.NETASSETVAL.date',
            'TR.NETASSETVAL',
            'TR.BIDPRICE',
            'TR.BIDSIZE',
            'TR.ASKPRICE',
            'TR.ASKSIZE',
            'TR.NUMBEROFTRADES',
            'TR.ORDERBOOKTRADEVOLUME',
            'TR.Volume',
            'TR.PriceClose'
            ],
        parameters = {
            'SDate':'2024-01-01',
            'EDate':'2025-04-11',
            'Frq':'D',
            
            
        }
    )
    
    df
    

    The output is:

    image.png