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Whats the issue with 0#.SSHI RIC
There seems to be an issue with 0#.SSHI in codebook ... it is not pulling the values correctly ... take for Example <0#.SPX> which has 500 stock RIC under .SPX. I get like One row But I replace the RIC from 0#.SPX >> to 0#.SSHI . The value looks corrupt . I have re-worked on the code, still it is pulling incorrect…
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All Chain Object Attributes and Documentation
I'm using the LSEG Data API in Python but am not able to find anywhere the actual documentation for the use of Chain objects. The most I've gotten from the help chat was to grab constituents using .constituents, but what are the other object attributes and how can yo u add parameters to Chain calls to get constituents or…
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Questions regarding the data retrieval from the LSEG Data Platform via the Python-API
a)How can I retrieve historical consensus forecasts of the same forecast horizon, e.g. all FY1 forecasts for Apple Inc. from 2010 till 2025? b)How can I extent this data-retrieval request to multiple companies and forecast horizons at once? c)How can I retrieve IBES forecast at the analyst level instead of the consensus…
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using LSEG python, how to get issuer name from RIC? ex: FR01CASA0050=
Formula used in workspace excel to get the data. =@RDP .Data("FR01CASA0050=","TR.FIIssuerName","CH=Fd RH=IN")
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Commodities forward pricing discovery tool in Python
Hi everyone, I have been trying to retrieve through python API the time series of the TTF NG forward curve (the fair value) as shown in the 'Commodities forward pricing discovery tool', has anybody managed to retrieve it successfully? Thanks in advance
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Europe BBB rating souvereign curve history python query
Hi, I would like to get a historical timeseries of EUROPE SOVEREIGN BBB RATING CREDIT CURVE (for all tenor points). Can you please help what is the right code? Currently I'm trying this but not working: import refinitiv.data as rd rd.open_session() df = rd.get_history( universe=['0#EUSOVBBBEURBMK='], fields=…
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How to get settle or open interest on expired Option on CME and Euronext ?
I tried : ld.get_history("BL219000L9^1") or ld.get_history("BL219000L4") I got LDError: No data to return, please check errors: ERROR: No successful response. (TS.Interday.UserRequestError.70005, The universe is not found) ld.get_data("C390X24",fields=['TRDPRC_1', 'SETTLE', 'BID', 'ASK','OPINT_1']) LDError: 'The record…
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i am using following code to extract a data but getting and all identifiers are invalid
Step 2: send an on demand extraction request using the received tokenif not token: print("Authentication token is missing. Cannot proceed with extraction.") else: requestUrl='https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw' requestHeaders={ "Prefer":"respond-async",…
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I need to be able to pull it through your API . DataStream API via Python
Do you know if there's a way to pull the % or number of index members trading at a new 52-week high or above their 200-day moving avg either using I/B/E/S global aggregates data in Datastream or otherwise? i need to be able to pull it through your API in order for us to consume it . DataStream API via Python
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Chain API error
Hi Team, Asking for assistance import refinitiv.data as rd session = rd.session.desktop.Definition(app_key=('DEFAULT_CODE_BOOK_APP_KEY')).get_session() session.open() rd.session.set_default(session) JPYTOSWSML_chain = rd.content.pricing.chain.Definition(name='JPYTOSWSML=GFIS').get_stream() JPYTOSWSML_chain.open(False)…
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Client Request – 5-Minute Interval Data for RIC SBc2
Client wants to get the python code to get the data to retrieve 5-Minute Interval Data for RIC SBc2. Excel formula is =@RDP .HistoricalPricing("SBc2","TRDPRC_1","START:01-Jan-2020 END:31-Dec-2024 INTERVAL:PT5M SOURCE:RFV",,"TSREPEAT:NO CH:Fd RH:Timestamp") But client needs python code which provide 5 minutes interval data…
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ld.news.get_headlines
I was using python library to fetch news by ld.news.get_headlines(query='"Elon Musk" AND Language:LEN AND Source:"X"', count=10). However it returned LDError: Error code 400 | Query cannot return any result. Since I was trying to retrieve social media posts (explicitly X posts), is there a function to do it?
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Retrieving Stock Split Data using the Eikon Data API (get_data)
I am using the Eikon Data API (Python) to retrieve various time series data (prices, volume, etc.) using the get_data function. Did anyone already successfully obtain explicit information in stock splits (effective date, ratio) using that function? if yes, which fieldnames were used?
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Sourcing historical 30D Volatilities with Python
Dear Team, What is the python code to source historical 30D volatilities for a ticker? I have tried with the below code with the lseg-data package, but it's only returning the current 30d vola: df = ld.get_history( universe=['AAPL.O'], fields=['TR.VOLATILITY30D'], interval= "1D",…
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Why am I receiving error message The access to field(s) denied. Requested universes: ['CA007863AB91
Client is receiving error message for the ISINs used: The access to field(s) denied. Requested universes: ['CA007863AB91', 'US91754TG983']. Requested fields: ['TR.PREFERREDRIC', 'TR.MUNIORIGINALAMOUNTISSUED', 'TR.FIAMTOUTSTANDINGFACTOR'] from this script: import refinitiv.data as rd rd.open_session() df = rd.get_data(…
