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We are getting a problem when we request data with the TR.FundYeartoYesterday Field in LSEG_DATA
Its is returning a datevalue. Here is the code to replicate error: """ import pandas as pd import numpy as np import lseg.data as ek ek.open_session() Fields= ['TR.FundYeartoYesterday'] Fundamentals= ek.get_data('LP68102841', Fields) ek.close_session() """ This is being replicated across all other instruments. Other fields…
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issue with refinitiv.data library under workspace
dear developers team i have an issue when using refinivi.data library under workspace to extract data usin get_data function Indeed, i have the following error messages the websocket version installed is 0.2.1. can you help to resolve this issue as i'm working to migrate to workspace. Regards Traceback (most recent call…
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Is it possible to create a composite chart from a list of symbols
I was able to do this on Eikon (see attached pdf) by typing in:…
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Cannot open session
hello, I keep having a handshake error, would you know why? Error on handshake url : DesktopSessionError() http://localhost:9005/api/handshake I tried clearing the caches, updating refinitiv, re-installing the packages, and it should not be a proxy problem either. Help!
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Eikon Data API Usage Limits
Hi Team, I am new to the API and currently using the Eikon Data API to fetch news data through a Python script that runs every minute. However, at some point, the program crashed. To identify the issue, I ran the sample code from the codebook, but it returned an empty dataframe: I have a few questions regarding this: Did I…
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lseg.data.get_data running for around an hour and returning error
When fetching daily prices for 200 bonds using ISIN identifier, usual time taken is around 40 seconds, but sometimes the request takes around an hour and returns either "Backend error. 400 Bad Request" or "Asynchronous Query library internal error". API Logs attached. Code used When same request is retried either it fails…
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Why do i not see a plot when using the following code, arima model?
from statsmodels.tsa.stattools import adfuller from statsmodels.tsa.stattools import acf, pacf from statsmodels.tsa.holtwinters import ExponentialSmoothing from statsmodels.tsa.arima.model import ARIMA from statsmodels.tsa.seasonal import seasonal_decompose from datetime import timedelta, datetime import pandas as pd…
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Data item definition in Refinitiv Data Library
My formal colleague left a Python code (refinitiv.data) for entity search purpose (part of it is as below), which is running fine. But I want to get deep dive on the entity information, now I couldn't find any document like a data dictionary for me to know what get_data() returns, and what are the items meaning in returns.…
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Index constituents and related fields in refinitiv data api.
Hi Team, Could you provide the details of where we can get index constituents and related fields in Refinitiv data api? Thanks, Varun Kumar Mishra
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Using streaming service IDN_RDFNTS_CF with platform session throws error
Hello, I'm currently using the .Net Library and having been using the IDN_RDFNTS_CF streaming service with a desktop session connection. I've been trying to use implement a platform session connection but the streaming service IDN_RDFNTS_CF returns this error in the stream responses: Why am I getting this error? From my…
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How to retrieve programmatically all the upcoming corporate actions of a given stock?
Hi team. Hope you're doing well. I'm trying to retrieve programmatically all the upcoming corporate actions for a given stock. I can get this calendar in Workspace as you can see below. Can someone help me ? Thank,
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Refinitiv Data Library performance significantly worse than Eikon Data API
Hello, Due to the fact the Eikon API is going to be phased out, I've started looking at replacing code from using the Eikon Library, to the Refinitiv Data Library in Python. Currently everything is clear and going smoothly, but I've noticed that the RD library has significantly worse performance than the eikon library. For…
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Requesting multiple instruments of historical data at once is only returning the top data point?
I am trying to figure out the best way in the C# Workspace Data API to pull out historical OHLC data for multiple markets at once to increase the speed instead of doing one by one. Using this sample project: 2.1.01-HistoricalPricing-Summaries My issue is that if I have a list of symbols... in response1, where i pass a…
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Extremely slow and inconsistent API
rd.get_data(batch,["TR.RIC","TR.ISIN","TR.PriceClose(SDate=0M,Curn=INR)","TR.CLOSEPRICE(SDate=0M,FILL=PREVIOUS,Adjusted=0,Curn=INR)","TR.SharesOutstanding(SDate=0M)",'TR.GICSSector','TR.GICSIndustry','TR.GICSSubIndustry','TR.AssetCategory']) I have a variable ric_list which contains approx 2k RICs. In the above code, I try…
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IPA interest rate cap volatility source
Hi, is there a field which can be used in the Python Refinitiv Data IPA Financial Contracts cap/floor definition to change the volatility source? I am looking specifically at USD SOFR caps. For example, on the CAPF gui you can change source with the dropdown below.
