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CDS data via LSEG API, stuck after reading all Developer Community threads
Hi All I’m doing some academic research around ESG and Credit Spreads and am using LSEG data for it. The data I’m downloading from the LSEG Data platform via API. I’m able to download ESG and fundamental data, however, I’m struggling with the CDS Data. I understand that the LSEG Data API is the new version of the Refinitiv…
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IBOR Cash Fallbacks
I'm looking to capture daily “IBOR Cash Fallbacks” and hoping that I could use python to do so. If so do you have any instructions for setting this up?
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Historical Federal Funds Futures Data via Eikon API
Hey, I want to access historical Federal Funds Futures data for every month from 2025 to 2000 as tick data via the eikon API in Python. I don't know why, but every RICs Code I have tried does not seem to work. I also can't find historical data on Workspace itself which seems to be somewhat consistent in its RICs Codes and…
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How to use symbol_conversion.Definition for a specific date?
I'm using the following to convert from ISIN to RIC: ld.open_session() response = symbol_conversion.Definition(symbols = ['TH8319010Z06'], from_symbol_type = symbol_conversion.SymbolTypes.ISIN, to_symbol_types = symbol_conversion.SymbolTypes.RIC, asset_class = symbol_conversion.AssetClass.EQUITIES, ).get_data() eikon_map =…
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How to use CUSIP to get the RIC for equity indices?
I'm using python API. I'm trying to extract RIC for Equity Indices by cusip. As an example, I have Cusip 648815108 for S&P 500 Index and Cusip 12497K100 for CBOE Market Volatility Index. However, when I search with the below query I have an empty dataframe returned. df3 = rd.discovery.search(…
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I need to retrieve the financial period end dates from the income statement using Python.
My current code workspace_df = ld.get_history( universe=str(org_id), fields=['TR.Revenue', 'TR.F.Source', 'TR.F.PeriodEndDate'], start="2000-01-01", end="2050-01-01" ) However, this only returns annual period data. How can I modify the parameters to include quarterly period as well?"
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Extract only breaking news via get_news_headline
I am looking for a way to use the get_news_headlines function within a python script via the Eikon/LSEG-Data API, in a way that the query will only return results which are classified as breaking news, such as the example in the attached screenshot. Currently my function call looks like this:…
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What is JIT conflation (RTO) and Time conflation (RTMDS WebSocket)
Our client is currently having an app based on Python that consumes RT data. They are currently using RTO which is maximum of 3 updates per second for quotes. Going forward they will use the same application to connect to RTMDS via WebSocket (300ms Conflated Service). Both RTO and RTMDS WebSocket are conflated service.…
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Questions regarding the fiscal year
Currently, we use the Python API and ld.get_data() to extract fundamental and ESG data of several companies over time. We want to make sure that the date variables we are using in both requests (see below) correspond to the last day of the company’s business year so that we can interprete both datasets on a fiscal year…
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How to get update time when using get_history in API
I am using the ‘get_history’ function from the lseg.data library in Python to fetch data. Is there any way for me to also retrieve the update time for each data entry along with the data when using ‘get_history’? Below did not work: ``` python with ld.open_session() as session:…
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lseg-data library prints Python warnings
When I do something that involves timestamps, like : The last line prints this warning: LSEG-data.venv\Lib\site-packages\lseg\data_tools_dataframe.py:177:FutureWarning: Downcasting object dtype arrays on .fillna, .ffill, .bfill is deprecated and will change in a future version. Call result.infer_objects(copy=False)…
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first time user - please help with the following
I am trying to pull data from Refinitiv using Python via an API key. Normally, I use an Excel add-on, but this time, the data I need requires a lot of iterations, so I had to revert to Python with the help of Chatgpt, although I am not confident using it. As expected, the code generated by Chatgpt doesn't work, and I…
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Case 14545631: Why are we missing trade data for <.OQ> RICs?
Hi Team - I have download the Raw data for 28 Feb 2025 but in manifest file we can see the data is download. After download the I unzip the using command.. gunzip trth_20250228_eod.gz after unzip the command, I run the below command onetick@tstcapp008:/apps/OMD/raw_data/equity_tr/eod_raw> cat trth_20250228_eod | grep -i…
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Are there any new methods on pulling expired options data?
Hello! I am currently utilizing an updated version of script functions posted below to obtain valid RIC codes for expired options data. Since this method is much more costly compared to pulling active options from existing chain codes, do any new techniques exist for finding expired options RIC codes? I will appreciate any…
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Using Getdata function to Get CUSIP based on RIC
Hello! Sorry, I need to change a bit about my question. When I was using Getdata function in Refinitiv Workspace API, I used RIC to get CUSIP (and I set the parameter: 'SDate' and 'EDate', I tried to make they are the same day to get the certain day's data). However, most of the transfer is right, some of the CUSIP I got…
