Query: API Code is working but not with .N225 index
Client's code:
import lseg.data as ld # pip install lseg.data
# pip install DatastreamPy
from lseg.data.content import fundamental_and_reference
ld.open_session()
# import refinitiv.data as rd # pip install refinitiv-data
import pandas as pd
from tqdm import tqdm
import datetime as dt
import warnings
import plotly.graph_objects as go
warnings.filterwarnings('ignore')
period = "FQ0"
start_train = "2004-03-28"
end_train = "2014-01-01"
start_test = "2014-01-02"
end_test = str(dt.datetime.today())
end_test = "2025-10-31"
# assets_list = ['.N225']
assets_list = ['.SPX', '.FTSE', '.GDAXI', '.N225', '.VIX']
chunk_size = 1 # Número de empresas por requisição
total_requests = len(assets_list) // chunk_size
df = pd.DataFrame()
for i in tqdm(range(total_requests), desc='Buscando', unit='req'):
subset = assets_list[i * chunk_size:(i + 1) * chunk_size]
try:
response = fundamental_and_reference.Definition(subset,
fields=['TR.TotalReturn1D.date', 'TR.TotalReturn1D', 'TR.PriceClose', 'TR.HIGHPRICE', 'TR.LOWPRICE',
'TR.OPENPRICE'],
parameters={"Scale": 0, "SDate": start_train, "EDate": end_test, "FRQ": 'D', "Period": period}
).get_data()
df_vez = pd.DataFrame(response.data.df)
df = pd.concat([df, df_vez])
except:
print('ERRO')
We tried to use TR.PRICEHIGH instead of TR.HIGHPRICE and all of a sudden data for .N225 works
But when we tried to use TR.HIGHPRICE for .N225 alone, the data pulls up using the same code. We just removed the other RICs. Kindly please look into it as client is looking for an explanation. Thank you!
