Retrieve historical Ultimate Parent given a LEI

I am creating a historical database to track track the relationships between fund managers and the ultimate parent of a fund. To do this, I am using the LSEG Python API.

I have been testing this procedure using the rd.get_data() function. This allows me to retrieve the name and PermID of the ultimate parent for a list of LEIs. I have tested this with a large sample of funds and it works very well.

I am now trying to generalise this to a dynamic setting with the help of the rd.get_history() function, but this does not seem to work, as the retrieved fields seem 'static'. Is there any way to overcome this issue?

Please see a simple code preview of the issue below:

# Works

import refinitiv.data as rd

rd.open_session()

df = rd.get_data( universe = ['95980020140005636071@LEI' ],

fields = ['TR.UltimateParent', TR.UltimateParentId'] )

# Does not work

df = rd.get_data( universe = ['95980020140005636071@LEI' ],

fields = ['TR.UltimateParent', TR.UltimateParentId'] )

interval="3M", start="2024-01-01", end="2024-12-31")

I get the following error:

"RDError: Error code -1 | Output parameter 'date' is unrecognized. This could possibly happen because of mismatch between top level function expression and its usage in output. Make sure that you used exactly 1:1 identical expressions. Requested universes: ['5000069571']. Requested fields: ['TR.ULTIMATEPARENT', 'TR.ULTIMATEPARENTID']"

Answers