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When retrieving historical index constituents of the index SP500, there is only delivery of today's
When retrieving historical index constituents of the index SP500, there is only delivery of today's SP500 constituents irrespective of the date being enter as parameter, e.g. Google become SP constituent in 2006 but it is show as SP stock in previous years. This is misleading. Getting historical constituents is required to…
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Why does data item TR.HIGHPRICE not work for Nikkei 225 RIC .N225 when combined with other RICs?
Query: API Code is working but not with .N225 index Client's code: import lseg.data as ld # pip install lseg.data # pip install DatastreamPy from lseg.data.content import fundamental_and_reference ld.open_session() # import refinitiv.data as rd # pip install refinitiv-data import pandas as pd from tqdm import tqdm import…
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Is there a way to stream the response in chunks instead of having it returned as a pandas dataframe?
I am trying to pull level 1 (quotes and trades) for commodity futures contracts using the historical pricing API. I am noticing there is a large amount of latency when pulling the data using the query below, I have been trying to extract the dataframe out of the response but I am still waiting (it has been over 10min). Is…
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Survivorship bias free data
I would like to get the historical constituents for an ETF, S&P500 for example, using the lseg.data api in Python. Is there an easy way to do this and more importantly, will this data include stocks that are delisted so that my universe is free of survivorship bias? Moreover, in general is there a way to pull data for…
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missing ask bid data on refinitiv datascope
I downloaded ask and bid data for few firms in 2024, I tried in start of 2024 and it was showing missing ask and bid data before 2019. I tried after few months and I was able to get it. I don't know exactly how. Now I am trying to get the data for same firms and same time period as I lost that data but interestingly again…
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How do i get the historical adresses of US companies?
I would like to investigate the relocation of corporate headquarters of publicly listed US companies. Therfore i need the old and new headquarter addresses and ideally also the relocation date/announcement of relocation date. How do I find that data? I have access to Refinitiv and Refinitiv Eikon.
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Total return for a stock
Dear all, for RDP (not Eikon), e.g. https://api.refinitiv.com/data/historical-pricing/v1/views/interday-summaries/VOD.L, do I have any possibility to get a total return timeseries? It is possible for S&P or Bloomberg, is it also possible here?
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Option Futures RICs with Specific Strike Price
Hello All and @Jirapongse - Need an assistance can you help us to provide sample on how to retrieve historical data with specific Strike Price like 100, 101, 120 of '0#TY+ Tried the formula below but we are getting an error and also how to retrieve historicald data for expired option like TYZ24^2 import refinitiv.data as…
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Data seems to be incorrect using Python API for RIC aUSUNR/A
Hi team, I am raising this on behalf of an external client: Based on what I have checked, I compared the data to our excel workspace as well on our Charts app and we can't seem to get the said incorrect values. Please see screenshots below: Excel: Chart: Please see attached file for the client's script. Estimates data team…
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How do I solver error "LDError: Insufficient scope for key" in LSEG Data Package?
Using the following script: import lseg.data as ld from datetime import datetime import pytz import pandas as pd ld.open_session() # Define the EST and UTC timezones est = pytz.timezone('US/Eastern') utc = pytz.utc # Create a datetime object in EST est_time = est.localize(datetime(2025, 11, 5, 16, 50, 0)) # Year, Month,…
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fields error using ld.get_history with LSEG workspace version desktop1.26.412
I was using python3.13, it returned the following error. But when checking DIB for bond futures and interest rate futures, there exists 'CF_BID','CF_ASK','CF_LAST','CF_HIGH'. How can I solve the problem? ld.get_history( universe='TYU2^2', fields=['CF_BID','CF_ASK','CF_LAST','CF_HIGH'], interval="hourly",…
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Sample code not returning data
I am testing this sample code in order to get data, but the dataframe returned is empty My college is getting data with this same code, so Im assuming its something related to configuration
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HisoricalPricing not returning today as most recent date
HI, When I use RDP.HIstoricalPricing on "LCOc1" (and also various currencies) in Excel, it returns data with today (Nov 5) as the most recent row. This is the formula that Workspace creates when you export a chart to Excel. When I run this code in Python, it returns data with the previous session (Nov 4) as the most…
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I would like to ask info about the timestamp of EURHUF data from the Refinitiv python package.
Raising it on client behalf I would like to ask info about the timestamp of EURHUF data from the Refinitiv python package. How do I know if it is my time (Budapest, right now UCT+1). Please explain how to get the data to match my perception, I can't fix my mismatch 388.4 2025-10-28 12:35:43 EURHUF= BID ASK Timestamp…
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get_history bulk request
Can somebody help me make this request more efficient, so that it will consume less requests? Goal: i need daily timeseries for several instruments (options) for some fields. In the past, way before LSEG, when it was still called get_timeseries instead of get_history, i was able to retrieve timeseries for multiple…
