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lseg get_data() randomly missing data
Another problem: sometimes, for some requests the server returns empty values. If I rerun the query for the symbol with missing data, I get a correct response. This is an example of a relatively big query, so I will post only the logs: Request with 100 RICs: json = {'Entity': {'E': 'DataGrid_StandardAsync', 'W':…
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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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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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Eikon Python Data API migration to lseg-data. get_history() partialy missing data
It seems like I found another bug in get_history(). This is the query for ticks for some time range. The problem is - the more RICs I provide as 'universe' parameter, the more missing ticks are in the response. 2 RICs in the query. All ticks are present. The first tick for ALSEA has Volume = 2675. 4 RICs in the query.…
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get_history() ticks, filtering by EVENT_TYPE
Migrating from get_timeseries() to get_history() get_timeseries() - automatically filters out some ticks, but get_history() returns everything + EVENT_TYPE field. Is there a way to modify the query so it filters out the ticks with certain event types? For example below, get_timeseries() does NOT return the ticks with…
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Eikon Python Data API migration to lseg-data. get_history() request empty result
Hello, The second problem with get_history(): sometimes, for some requests the function returns nothing. Empty DataFrame. There is no way to get any details on what happened. The behavior is not consistent. Right now I see an empty DataFrame for this request: dataFrame = ld.get_history( universe= ["INDJ25"],…
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Eikon Python Data API migration to lseg-data. get_data() data mismatch
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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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lseg.data.content type conversions
When using lseg.data.content how can I control the type conversions occuring for response fields ? For example : import lseg.data as ld universe = ["/SOGN.PA"] fields = ["BID", "ASK", "CURRENCY", "RDN_EXCHID", "QUOTE_DATE", "QUOTIM", "QUOTIM_MS", "QUOTIM_NS"] stream = ld.content.pricing.Definition(universe = universe,…
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Time slot discrepancy between Eikon and Workspace
Hello, Our teams have recently migrated from using Eikon to using Workspace. Because of this our IT Tools also need to be updated to work with Workspace. Previously, we were using the ThomsonReuters.DataAccess library for C#. We had to migrate to LSEG.Data and LSEG.Data.Content (using a DesktopSession). Our scripts now run…
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How to retrieve USD/MXN Outright at broken dates (end of quarter for the next 6 quarters) in python?
How to retrieve USD/MXN Outright at broken dates (end of quarter for the next 6 quarters) in python? e.g. using lseg-data library or any other I was able to see this discussion: https://community.developers.refinitiv.com/discussion/66758?tab=accepted Also, the documentation found on:…
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to maintain stability
I'm trying to retrieve the latest data, and it was working until yesterday. However, when I checked today, it stopped working. I have attempted some solutions, such as restarting and clearing the cache, but it is still unstable. Could you advise me on the best way to maintain stability? import lseg.data as ld config =…
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How to pull a list of all the RICs/instrument from Refinitiv?
I would like to know how I can get a list of all the RICs/Instruments used and saved in the lseg/refinitiv database? additional: I would like to know how I may retrieve historical data? example: GDP unemployment rate, interest rate, inflation rate, bonds, commodities. Will I be able to pull data dating back 10years? FYI, I…
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Historical Ports / Vessel data through API
Hello, I've been trying to pull some historical data about Ports using the API. This data is available through the Desktop app but I need to be able to do it programmatically. I've been digging around but couldn't find a solution. There could be 2 ways to approach the problem: Ports - I have seen a few old questions on the…
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Lseg-data.get_data slow after 3pm UTC
Observing Lseg-data API getting slower after 3pm UTC. There are occasional exceptions thrown when calling lseg.data.get_data() function. Exceptions listed below lseg.data._errors.LDError: [WinError 10061] No connection could be made because the target machine actively refused it lseg.data._errors.LDError: Asynchronous…
