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

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @AlbertoOrts

    Thank you for reaching out to us.

    I checked those fields on Data Item Browser and found that they don't support historical data.

    image.png

    Please contact the helpdesk team directly via the LSEG Support to confirm this.

  • AlbertoOrts
    AlbertoOrts Newcomer

    I have checked with the content team, who have confirmed that the following item does not support historical data.
    Are there any known alternatives to resolve this issue?

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    edited June 23

    @AlbertoOrts

    This forum is dedicated to software developers using LSEG APIs. The moderators on this forum do not have deep expertise in every bit of content available through LSEG products, which is required to answer content questions such as this one.

    The best resource for content questions is the Helpdesk support team, which can be reached by submitting queries through the LSEG Support. The support team will either have the required content expertise ready available or can reach out to relevant content experts to get the answer for you.