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Im having trouble the get aligned data with dates for some instruments
Im having trouble with the API. As you can see below, the resultant dataframe comes with null values on the last dates, and values on the first dates. The problem is that the "MATD3.SA" didnt exist before 2021. On excel, with same parameters, the dataframe comes alright, with null values up to 2014. So why is this…
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LSEG Data Platform Concurrent Request Maximum
I'm planning to implement threading to speed up large data downloads. Is there/what is the limit to the number of concurrent requests that can be sent from a single session?
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Migrating scripts from eikon to lseg.data python module
Am looking to use my eikon Python scripts with Workspace now active, and am aware the Eikon API proxy will no longer be working from July onwards. Is there a way to ensure my scripts remain compatible after July? Related question - does just opening an ld.open_session() accomplish the same thing in Workspace as…
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Cannot open lseg data session
Hello, I'm trying to migrate my scripts from refinitiv-data api so the LSEG-data api. I'm trying to create a plateform session, using a lseg-data.config.json file. I first read that config file, using ld.open_session(config_name = "lseg-data.config.json") . But when trying to test my connection using a simple API call,…
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Error with fundamental_and_reference.Definition data api
With the code below: df_chunk = fundamental_and_reference.Definition( universe= tickers, fields = ['TR.CLOSEPRICE.date','TR.CLOSEPRICE','TR.Volume'], params = {"SDate": 0, "EDate": -756, "FRQ": "d"}) why is it raising error? Error processing chunk 1: Definition.__init__() got an unexpected keyword argument 'params'
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how do i get CF_LAST and CF_CLOSE with lseg.data?
Im trying like this, but it is not working: ticker_list = list(tickerStrings) # Your ticker list max_items = 100 results = [] for i in range(0, len(ticker_list), max_items): try: chunk = ticker_list[i:i + max_items] df_chunk = ld.content.pricing.Definition( chunk, fields=['CF_LAST', 'CF_CLOSE'] ).get_data().data.df…
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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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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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LSEG Data API Metadata
I want to access the metadata information I can see on workspace for a set of cash prices (image attached). I'm assuming it's something like: import lseg.data as ld import pandas as pd APP_KEY = os.getenv("LSEG_APP_KEY") ld.open_session(app_key=APP_KEY) ric = "SYB-2YNOLAF-C1"fields = [ "TR.CommonName", "TR.AssetCategory",…
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Pull Subsidiary Data Accurately Using lseg-data (TR.RelatedOrg Fields Misaligned and Incomplete)
Hi all, I'm currently working with the lseg-data Python SDK (v2.1.1) in a local refinitv Anaconda environment using a Desktop Workspace session. My objective is to extract a full and accurate list of a company’s subsidiaries, along with relevant identifiers and relationship types. I attempted to retrieve related…
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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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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…
