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Missing ISIN/CUSIP/SEDOL from ld.get_data even though identifiers appear in Workspace (example: VSSL
Hi, I’m using the LSEG Data Library for Python to retrieve instrument identifiers (ISIN, CUSIP, SEDOL, etc.) from RICs as part of a global equity mapping pipeline. For most instruments, this works well. However, for a subset of equities the API does not return all identifiers, even though they are clearly visible in…
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Python APIs
We used an excel file provided by the FMC team with APIs and works very well for this initial research stage. The excel file pulls 20 days turnover data per ISIN across all the on/off book exchanges. On our side we would like to move towards a more structured way to consume these volume data in the coming months: our…
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rd.get_history returning null values for some equities while Workspace shows full history
I’m using the Refinitiv Data Library for Python to pull daily historical prices for a large universe of global equities (around 20,000 RICs) for some downstream calculations. dailyFields: ["BID", "ASK", "TR.OpenPrice", "TR.HIGHPRICE", "TR.LOWPRICE", "TRDPRC_1", "TR.Volume"] My code (simplified) looks like this: ricsToFetch…
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Symbology: SEDOL → RIC returns null in Python, but Workspace finds a RIC (ETF holdings use SEDOL)
I’m building an ETF holdings pipeline. Provider files list constituents primarily by SEDOL. I need to resolve these SEDOLs to pricing RICs (and also capture ISIN/CUSIP). I’m using the Python Eikon/Workspace API. What works / what doesn’t In Workspace (desktop), if I search by SEDOL I can see the security and its RIC. In…
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API connection fail (Workspace was running):
import lseg.data as ld ld.open_session() An error occurred while requesting URL('http://localhost:9000/api/status').ReadTimeout('timed out')An error occurred while requesting URL('http://localhost:9000/api/status').ReadTimeout('timed out')An error occurred while requesting…
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Survivorship bias free data
I would like to get the historical constituents for an ETF, S&P500 for example, using the lseg.data api in Python. Is there an easy way to do this and more importantly, will this data include stocks that are delisted so that my universe is free of survivorship bias? Moreover, in general is there a way to pull data for…
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unstable data downloading via python api
I was using python api to download daily data, it seemed that the whole process was not stable. was it because I used for cycles? import lseg.data as ld# Install with `pip install lseg.data` ld.open_session() DateTable2['startDs']=DateTable2.startD.dt.strftime('%Y-%m-%d')…
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unstable data downloading via python api
I was using python api to download daily data, it seemed that the whole process was not stable. was it because I used for cycles? import lseg.data as ld# Install with `pip install lseg.data` config = ld.get_config() config.set_param("logs.transports.file.enabled", True) config.set_param("logs.transports.file.name",…
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Why does this code snippet return an empty list? I need the Asset Type set to Mutual Funds.
import refinitiv.data as rd from refinitiv.data.content import search rd.open_session() df = search.Definition( view=search.Views.FUND_QUOTES, select="RIC,TickerSymbol,DocumentTitle,ExchangeCode,AssetStateName,CommonName,ExchangeName,FundType,FundClassCurrency,IssuerCountry,AssetType,", filter="AssetStateName eq 'Active'…
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RDP and workspace to retrieve TRDPRC_1
Hello, I’m working on a Python script that needs to connect to LSEG without Workspace being launched. My goal is to retrieve the last closes (TR.PriceClose) and the latest trade via (TRDPRC_1). It turns out that I can retrieve TR.PriceClose without any issue, but not TRDPRC_1. here is part of the connect code: import…
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Data seems to be incorrect using Python API for RIC aUSUNR/A
Hi team, I am raising this on behalf of an external client: Based on what I have checked, I compared the data to our excel workspace as well on our Charts app and we can't seem to get the said incorrect values. Please see screenshots below: Excel: Chart: Please see attached file for the client's script. Estimates data team…
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Issue when opening new session using python lseg.data library
Receiving below error when opening session using python lseg.data library Code: import lseg.data as ld ld.open_session(config_name='./config.json') Error: Traceback (most recent call last): File "<stdin>", line 1, in <module> File…
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How to set up and activate EIKON API for bond data loading
Hi team, I am a beginner of LSEG and want to set up EIKON / LSEG APIs to load historical data or economic fixings using Python. Could you please provide a step by step guide for: Enable data loading via API using Python, e.g. system setup, key creation and etc. Please provide a Python example using this case…
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get_history bulk request
Can somebody help me make this request more efficient, so that it will consume less requests? Goal: i need daily timeseries for several instruments (options) for some fields. In the past, way before LSEG, when it was still called get_timeseries instead of get_history, i was able to retrieve timeseries for multiple…
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TR.F.ComShrOutsTot
Hi Dev Team, Good morning.! May I request for your assistance please. Client wants to pull data using FQ0. and needs code that to use for the LATEST AVAILABLE shares outstanding. Script given by client: import refinitiv.data as rd rd.open_session() df = rd.get_data( universe = [ 'NVDA.O','AJG','ABBV.K', 'ACCO.K', 'AMG',…