How to properly use Python to extract data from LSEG workspace

Chengh7

Government bonds, for example RIC = 'GB10YT=RR', which is the 10 Year Government Bonds of the UK. I am trying to grab its daily data. At first, I am using fields=['TR.OpenPrice.date','TR.OpenPrice','TR.HighPrice','TR.LowPrice','TR.ClosePrice'] in my code. But The close price showed nothing.

Then, I changed the fields to ['CF_DATE', 'OPEN_PRC', 'CF_HIGH', 'CF_LOW', 'CF_CLOSE']. This time the result gives me the proper close price. However, The 'CF' can only gives me the data of the latest day, which is shown below

Similarly, I also encountered issues with the FX CROSS RATE for currencies. For example, RIC = 'USDEUR=R'. In Python, I used the corresponding fields=['TR.OPENPRICE.DATE', 'TR.OPENPRICE', 'TR.HIGHPRICE', 'TR.LOWPRICE', 'TR.CLOSEPRICE'], but I was unable to retrieve any data. Then I tried fields=['CF_DATE', 'OPEN_PRC', 'CF_HIGH', 'CF_LOW', 'CF_LAST'], which allowed me to retrieve data for the latest day, but I couldn't retrieve any data for previous days.

I wonder if there is an appropriate way to grab those data.

Jirapongse

@Chengh7

Thank you for reaching out to us.

Please try the get_history method.

response = ld.get_history(
    universe = ["GB10YT=RR"],
    fields = ['BID','HIGH_1','LOW_1','OPEN_PRC'],
    interval='1D',
    start='2025-03-18',
    end='2025-06-18')

response

Chengh7

https://community.developers.refinitiv.com/discussion/comment/126413#Comment_126413

Thank you very much for your help.

Similarly, I also encountered issues with the FX CROSS RATE for currencies. For example, RIC = 'USDEUR=R'. In Python, I used the corresponding fields=['TR.OPENPRICE.DATE', 'TR.OPENPRICE', 'TR.HIGHPRICE', 'TR.LOWPRICE', 'TR.CLOSEPRICE'], but I was unable to retrieve any data. Then I tried fields=['CF_DATE', 'OPEN_PRC', 'CF_HIGH', 'CF_LOW', 'CF_LAST'], which allowed me to retrieve data for the latest day, but I couldn't retrieve any data for previous days.

This time I tried the method you told me, but it did not work.

Jirapongse

It supports different fields. You can ignore the fields parameter to retrieve all available fields for the subscribed RIC.

response = ld.get_history(
    universe = ["USDEUR=R"],
    interval='1D',
    start='2025-03-18',
    end='2025-06-18')

response.columns