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How to get earlier time series data of Crypto
I am trying to get time series data of Crypto. And I tried serveral RIC like 'LTC=DARN', 'BTC=DARN', 'ETH=DARN'. Similary, the earliest hourly and minute data it gave me was like only one week ago. The screeenshot above is the minute data of BTC. Therefore, I wonder if there is a method to get long-term hourly or minute…
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Retrieving Bond Rating Data Based on Tickers
I'm trying to retrieve the most recent bond ratings from Moody's, S&P, and Fitch from a list of tickers. I convert the list of tickers to both ISIN and RICs with this code that seems to work: I tried throwing the whole list of codes as either RICa rics = codes['RIC'].tolist() or ISIN as isin = codes['IssueISIN'].tolist()…
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need to filter Japanese stock data with api
I need to filter Japanese stock data that meets the following criteria: Exchanges: Tokyo (TKS), Osaka (OSE), Nagoya (NGY), Fukuoka (FKU) Security Type: Common Stock Listing Status: Including Active and Delisted Country of Domicile: Japan Time Range: Monthly data from January 2024 to April 2025 I have tried various query…
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Can you please help in creating VBA code for the below:
What I need is VBA code to: Check whether Workspace COM add in is loaded, and load it if not Check Workspace status (online, offline, refreshing, paused) and trigger log in and refreshes Retrieve FX spot live, today’s high, today’s low as well as fixrates (WMRH etc) and the corresponding timestamps
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Access Denied CBOEVIX
We are currently experiencing an issue accessing VIX index data through the Datastream API. While we do have access to the data via the Monitor app, the same data does not appear to be available through the API. Our account manager has advised us to contact your support service directly, as they are unsure what might be…
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Does the API in Python (Jupyter) or Codebook allow to retrieve historical data of CEOs?
So I'm trying to get descriptive historical data of CEOs of listed companies hopefully. I'm imagining a panel between 2007-2024 (or last year available) of those companies, in which I have a column of year, another one for the fullname of the CEO in charge during that year, and several other columns with: 1. Age 2.…
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How to get a list of all ever-listed companies for a specific time horizon?
Is it possible to get a list of all ever-listed companies (including companies that are no longer listed) for a country/region (US, Europe) and a time horizon (e.g. 2000-2024) using the Python API? Currently, we use the Python API and ld.get_data() to extract several types of data and get the identifiers externally or via…
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Is 'IssuerOAPermID' the best (unique) identifier on a firm level?
Currently, we use the Python API and ld.get_data() to extract price, fundamental and ESG data of several companies over time. Therefore, we want to know which identifier ('IssuerOAPermID'?) we should use to have a unique identifier on a firm level. Thank you very much in advance!
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How to load Excel Workspace Addin from python script?
Hello Team, I am trying to open an excel file from the python script, file is opening but when Workspace addin is throwing Exception error "Class not registered". Addin is getting loaded correctly when excel file is directly opened. I am sharing the code here, please help me resolve this issue asap
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Filing API returns error message "User did not have entitlements to the field".
Hello, when I tried to get filing data with Python Filing API, I only get NAs and above error message. I was able to download full correct data using ADVFIL function on LSEG WORKSPACE desktop app. However, I need to acquire filing data for over 3,000 firms. I cannot download all of it manually. Here is my code:…
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How to calculate FX settlement date?
Hello friend, I'm using Workspace Settlement Calendar Calculator to calculate FX broken dates start date and end date, like the red box outlined in the screenshot below. I would like to know how to archieve this by Python. Thanks & Regards, Mark
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High Frequency Historic Future Data RIC
Hi all, I'm trying to get hourly level data for a contract with RIC 'FFH3^2' which is CBoT 30days Fed Fund Rate Future for March 2023. Even though for current future contract 'FFH25' hourly level data is available, the RIC 'FFH3^2' doesnt return any data when I use code: rd.get_history(universe=['FFH3^2'], fields =['BID',…
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Why am I getting different outputs when using CUSIP vs RIC?
In the code below, the volume data which we get is different, when I use the CUSIP vs when I use the ticker. Can you help me in getting the correct information? I want to use CUSIP, but want to get the information which is returned when I use the Ticker as the universe. import refinitiv.data as rd rd.open_session() df =…
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Download Earnings Calls Transcripts Using Python from Refinitiv Worspace
Hello! I am using Refinitiv Workspace. I need to download earnings calls transcripts for quite a number of companies for several years. Is this possible via the Python API? I tried to use 'get_data', but I found that there is no 'earnings calls transcripts' option in DIB (Data Item Browser). And I can't find any Refinitiv…
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Using fundamental_and_reference leads to warning when <NA> values are in the result
I tried to get some data using lseg-data 2.0.1 with "fundamental_and_reference". The result obviously contains some <NA> values. I got the message: "FutureWarning: Downcasting object dtype arrays on .fillna, .ffill, .bfill is deprecated and will change in a future version. Call result.infer_objects(copy=False) instead. To…
