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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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Refinitiv.Data .NET library passes DateTime in incorrect format to interday-summaries endpoint
This is referring to my recent report: Erratic response for interday history request (start date sometimes not included) - LSEG Developer Community I got an answer from the Historical Pricing API Support Team: After investigating the issue, we found that the problem arises because the request you are submitting is using an…
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lseg.data for specific futures contracts
I am converting some older python coding from your eikon API to lseg.data. When I run this script for a continuous future series (such as 'Cc1' for corn) it works as expected and I can access years of historical data. However, when I run the same script for a specific futures contract, I can only get historical data going…
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Historical Index Membership for RICs
Dear all, I am currently working on retrieving historical data for a set of RICs. While I am able to successfully obtain fundamental data, such as revenue information, I am facing challenges in retrieving historical Index membership Information. Below is the code I have implemented: df = rd.get_data(unique_ric_list,…
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Unable to download hourly price data
I tried to use intervals= "60min", "hourly", "1h" to download hourly price data but it either fails or returns the daily data instead.
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Erratic response for interday history request (start date sometimes not included)
I am using /data/historical-pricing/v1/views/interday-summaries to get historical daily data (via Refinitiv.Data .NET nuget package). The documentation states that for interday-summaries, both the given start and end dates are inclusive. So for the following request, I would expect three bars to be returned (as 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…
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High Frequency Historic Future Data RIC
Hi all, I'm trying to get hourly level data for a contract with RIC 'FFH3^2' which is CBoT 30days Fed Fund Rate Future for March 2023. Even though for current future contract 'FFH25' hourly level data is available, the RIC 'FFH3^2' doesnt return any data when I use code: rd.get_history(universe=['FFH3^2'], fields =['BID',…
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EURIBOR EndOfDay Extraction
Hello, I am trying to retrieve the EURIBOR rates from this Ric with an EndOfDayPricingExtractionRequest. And the API is returning a null value. However, on the Datascope Select GUI there are values for these fields, only from two days before. So my question is, is there any way to retrieve the first row through the API? Or…
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Unable to Retrieve Volume Data
Using lseg.data python API, i am able to retrieve OHLC prices for this symbol TFMBMc1 but unable to retrieve any Volume data? There should be volume data based on the chart My code below: get ohlc dataohlc_data = ld.get_history( universe=["NGLNMc1"], # Replace with your desired symbol # universe=["TFMBMc1", "TFMBSc1",…
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US10Y and IT10Y historical Yield
Does anyone know which code I have to use to download both US10Y and IT10Y historical Yield? thank you very much
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What is the longest history data for 1min frequency I can get using get_history()
Hello friends, I'm using the python code below to retrieve 1min historical data, and got error. data1 =ld.get_history( universe=["EUR=","JPY=","AUD=","CAD=","GBP=","CHF=","NZD="], fields=["BID", "ASK","MID_PRICE"], interval="1min", start="2020-01-01", end="2025-01-01" ) I guess it is because the time period is beyond the…
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I am receiving an error on things not found?
Screenshot of what is not being found attached.
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godwin
Hi, I am quite new on this platform and I need some assistance. I currently want to download futures data with the following variables date volume open interest last trading date time to maturity ticker symbol etc I kindly need assistance on how to go about it
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Retrieve historical time series using refinitiv.data library
Hi, I understand that Eikon will be withdrawn in June 2025. Hence I am trying to migrate my code from Eikon library to the new refinitiv.data library. Using the old Eikon api, I deployed the following code to download exchange rates between MYR and VND df=…
