Bulk download stock price history and market cap via endpoint

FFabianB

Hi

I am trying to set up a weekly download that loads the interday summary for the last five years. Additionally, I need the market cap for the last three months. In this regard I have a couple of questions below. For reference, I am including my code:

• Can you please help me with the token logic: I have it set up now that it request a new one every couple of minutes but still I am getting "401 Unauthorized" response after a couple hundred securities. I am aware of this Tutorials | Devportal article but it does not really help me. I already use a refresh logic that is based on an LSEG python sample. Please advise. This is the most important issue.
  
• What adjustment method is the one that gets closest to Datastream return index?
  
• Is there a way to retrieve the market cap together with the interday summary so that only one request needs to be sent?
  
• Per my understanding I can request more than one interday-summary at once. For how many instruments can it be requested at once?
  
• By what time are interday-summaries updated for previous date? And when is marketcap usually updated?

code for upload.txt

Jirapongse

@FFabianB

Thank you for reaching out to us.

I reviewed the code and noticed that you are using the lseg.data library. However, you also have custom logic to directly obtain and refresh tokens from the data platform API (https://api.refinitiv.com). I’m not sure why this is necessary, since the lseg.data library already handles token retrieval and refresh when using a data platform session.

This duplication could cause issues with V1 authentication, which supports only one active session (one refresh token). If both the lseg.data library and your application code attempt to refresh the token, the refresh token could be invalidated by either process.

Regarding the content, typically there are two types of fields that can be used in the get_data and get_history methods. The first type is real-time fields, such as BID, ASK, and TRDPRC_1. The real-time fields don't have the TR. prefixed. Another type is TR.xxx fields that have the TR. prefixed, such as TR.MARKETCAPITALISATION, and TR.PriceClose. These types use different endpoints to retrieve historical data. For real-time fields, it uses the https://api.refinitiv.com/data/historical-pricing/v1 endpoint while for TR.xxx fields, it uses the https://api.refinitiv.com/data/datagrid/beta1/ endpoint.

The datagrid endpoint supports an array of items in the universe parameter so the application can specify multiple items in a request message.

However, the historical pricing API supports one item per request for Interday summaries data.

You may check with the helpdesk for the TR.xxx fields and parameters which can be used to get the required data. Then, you can use it with the get_data or get_history method.

For this question (By what time are interday-summaries updated for previous date? And when is marketcap usually updated?), please contact the helpdesk support team directly via LSEG Support for the release time of the data.

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