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download partial data and error handling
start_date = '2021-12-31' end_date = '2025-07-31' isin = ['INNPCIL2826=', 'INMOFSA1618=', 'INAXBKF0621=', 'INKRNFV1125=', 'INPOTMK3034=', 'INNEEVM3034='] bond_flds = ["TR.ASKPRICE.date","TR.ASKPRICE", "TR.BIDPRICE", "TR.ASKYIELD", "TR.BIDYIELD", "TR.YIELDTOMATURITY", "TR.MODIFIEDDURATION", "TR.AVERAGELIFE",…
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how can i get a list of all U.S. stocks?
If I want to get a list of all U.S. stocks, how should I do it? I tried using: cond = 'IN(TR.ExchangeCountryCode,US)' each_req = "SCREEN(U(IN(Equity(active,public)))/*UNV:Public*/, " + cond + ",…
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Is there a more efficient method to identify the necessary RIC Code to get Dividend Forecast
The initial Query is; Salesforce Case: 14975215 The following securities have Projected Dividends listed on the front end of the Workspace, however, they are not present in the Refinitiv API when we request them Instruments ADSGnDIVCF.F TURUDIVCF.L BASFnDIVCF.F BAYGnDIVCF.F BRKbDIVCF.U DTGGeDIVCF.F DTEGnDIVCF.F FREGDIVCF.F…
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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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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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What is the rate limit of events api of historical pricing in LSEG Data Library？
I am using the LSEG Data Library for Python to extract price data via Workspace. I divided the ric list into a few groups, and each group contains 25 rics. Then I tried to retrieve the data in a loop. It worked for a few minutes and finally threw out 429 error. I noticed there is rate limit for RDP API, but not sure if it…
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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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Accessing Mutual Fund / ETF Data (e.g. NAV) via LSEG Data Library
Hi, I previously used the Eikon Data API in Python to retrieve historical data for mutual funds and ETFs, including NAV prices. Since this API is being deprecated, I have started working with the LSEG Data Library and successfully opened a session. However, I have not been able to retrieve NAV or similar data for mutual…
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Duplicate Timestamps for historical_pricing results
Hello Friends, I got an issue which needs your kind help to address. To Keep in line the difference in timestamp from ld and ek library, I'm trying to summaryTimestampLabel parameter to retrieve FX hourly data, as referenced in this discussion. However, when I'm using summaryTimestampLabel in historical_pricing , the…
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Questions on ld.get_history for hourly data in Codebook
Hello Friends, I 'm migrating Eikon to Workspace and I have some questions on ld.get_history in Codebook. import lseg.data as ld import pandas as pd ld.open_session() t1 = ld.get_history(universe="EUR=",start="20250311 00:00:00", end="20250311 05:00:00", interval="1h",fields="BID") But the result is NOT in line with what I…
