Retrieve historical time series using refinitiv.data library

yaoyang.teo · February 12

Hi,

I understand that Eikon will be withdrawn in June 2025. Hence I am trying to migrate my code from Eikon library to the new refinitiv.data library. Using the old Eikon api, I deployed the following code to download exchange rates between MYR and VND

df= eikon.get_timeseries(['MYRVND=R'],['Close'],start_date='2022-12-27',end_date='2023-04-24')

I tried the following code:

import refinitiv.data as rd

rd.open_session()

df = rd.get_history(universe='SGDVND=R',fields='CLOSE',interval='daily',start='2022-12-27', end='2023-04-24')

print(df)

The following error message was displayed.

Traceback (most recent call last): File "<stdin>", line 1, in <module> File "\get_history_func.py", line 206, in get_history raise RDError(-1, except_msg) refinitiv.data._errors.RDError: Error code -1 | No data to return, please check errors: ERROR: No successful response. (403, <html>

<head> <title>Forbidden</title> <style type="text/css"> body { background-color: #242424; color: #c8c7c7; font-family: Calibri, Helvetica, Arial, sans-serif; font-size: 16px; } </style> </head>  <body> <h1>Forbidden</h1> <p>Invalid token</p> </body> </html>)

Can anyone help?

Thanks

jason.ramchandani01 · February 12

@yaoyang.teo Thanks for your question. So whilst Eikon is being retired - its replacement Workspace will still support Eikon Data API codebase from the Refinitiv-Data Library. Its there already as follows:

import refinitiv.data.eikon as ek

import datetime
ek.set_app_key('YOUR APP KEY HERE')

df= ek.get_timeseries(['MYRVND=R'],['Close'],start_date='2022-12-27',end_date='2023-04-24')
df

or you can use our newest LSEG Data Library (pip install lseg-data).

import lseg.data as ld
ld.open_session()

df = ld.get_history("MYRVND=R",fields='BID',start='2022-12-27',end='2023-04-24')
df

I hope this can help.

raksina.samasiri · February 13

Hi @yaoyang.teo ,

You can also use ld.get_history without fields parameter specified, this way you will be able to see all available fields of historical data of each instrument then you can pick the one you're interested in.