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Is there concept of a generic contract RIC? For example in Bloomberg, CL1 refers to the current active WTI Crude contract. This points to CLX4 now, and rolls over to CLZ4 next month. CL2 points to the first deferred contract etc. If so, what is the naming convention for generic contracts for Refinitiv? I am trying to get…
I am looking for a way to get the prices of a instrument adjusted and unadjusted, I am looking how to do this with a field or parameter is possible because i am doing this in C#. I tried this in python in the code book, but i cannot seem to get it correct import refinitiv.data as rd rd.open_session() df = rd.get_data(…
I am doing the following Request in code book, that i need to replicate in C# import refinitiv.data as rd rd.open_session() df = rd.get_data( universe = ['NCSM.O','ZYNE.O'], fields = [ 'TR.PriceClose', 'TR.Volume', 'TR.PriceCloseDate' ], parameters={ 'SDate': '2024-09-11', 'EDate': '2024-09-01' } ) display(df) And i get…
Hello - I need to download historic yields for bonds -- and the size of the download would be too big for Excel. When I increase the size of the download, I get errors, usually this one: "RDError: Error code 429 | Too many requests, please try again later." I've also just had timeouts or it returns empty data frames. Below…
I need to get swaption volatility surfaces for a time lenght of at least 10 years. It is for my master thesis. I looked up at the Q&A and I tried to insert them with RHistory function: =RHistory("USD3MFSR";"BID.TIMESTAMP;BID.CLOSE";"NBROWS:1500 INTERVAL:1D";"CH:IN;Fd STREPEAT:N";B3) Unfortunately it's not working. It says…
I am testing API, but i found i cannot access any of ASX stocks, also even APPLE, the only symbol i can get data is default one TRI.N, which is Reuters. Why is that, any permission problem? the permission scope is "scope": "trapi.auth.cloud-credentials trapi.cfs.claimcheck.read trapi.cfs.subscriber.read trapi.data.est.sum…
When I query data for an American company (e.g. Google; `GOOG.O`) and a British (e.g. RaspberryPi; `RPI.L`) the data frame returned is a full merge of American and British trading days resulting in NAs in the respective time series if e.g. American markets have a non trading day as of `2024-06-19` (see example below). Is…
When requesting quarterly/3 month historical data from the Summaries API the data type for the OPEN_PRC column is defined as Int64 which means we're missing data precision for the values. I'm attaching a screen shot of the resulting table... You can see that the 6 rows in the OPEN_PRC column are all integers. The code to…
We have a use case where we allow users to scan market data for instruments that meet certain criteria. These scans can request historical data snapshots across 1000-2000 instruments or more. Memory profiling shows that after performing a scan of almost 2000 instruments the OMMConnection object was using 158MB of memory…
Hello, I want to retrieve the stock price minutely in a time range: df = ek.get_timeseries([".AXJO"], start_date = "2023-03-01", end_date = "2023-03-13", interval="minute") but it shows error: No data available for the requested time range When I remove the end_date, it shows the results, which I want to achieve but in…
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