How to properly use Python to extract data from LSEG workspace

Chengh7
Chengh7 Newcomer
edited June 19 in Refinitiv Data Platform Libraries

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.

59dd586b92ca49f2129b6d4c158c385.png

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

eafcbc4237c0cfe749586e33f455a16.png


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.

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Answers

  • Jirapongse
    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
    Chengh7 Newcomer
    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.

    1750323683296.png
  • Jirapongse
    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

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